CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 0.9830 0.9705 -0.0125 -1.3% 0.9757
High 0.9843 0.9725 -0.0118 -1.2% 0.9845
Low 0.9720 0.9685 -0.0035 -0.4% 0.9680
Close 0.9723 0.9693 -0.0030 -0.3% 0.9723
Range 0.0123 0.0040 -0.0083 -67.5% 0.0165
ATR 0.0079 0.0076 -0.0003 -3.5% 0.0000
Volume 36,201 14,906 -21,295 -58.8% 57,737
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9821 0.9797 0.9715
R3 0.9781 0.9757 0.9704
R2 0.9741 0.9741 0.9700
R1 0.9717 0.9717 0.9697 0.9709
PP 0.9701 0.9701 0.9701 0.9697
S1 0.9677 0.9677 0.9689 0.9669
S2 0.9661 0.9661 0.9686
S3 0.9621 0.9637 0.9682
S4 0.9581 0.9597 0.9671
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0244 1.0149 0.9814
R3 1.0079 0.9984 0.9768
R2 0.9914 0.9914 0.9753
R1 0.9819 0.9819 0.9738 0.9784
PP 0.9749 0.9749 0.9749 0.9732
S1 0.9654 0.9654 0.9708 0.9619
S2 0.9584 0.9584 0.9693
S3 0.9419 0.9489 0.9678
S4 0.9254 0.9324 0.9632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9845 0.9680 0.0165 1.7% 0.0094 1.0% 8% False False 13,559
10 0.9891 0.9680 0.0211 2.2% 0.0084 0.9% 6% False False 8,133
20 1.0115 0.9680 0.0435 4.5% 0.0072 0.7% 3% False False 4,291
40 1.0318 0.9680 0.0638 6.6% 0.0067 0.7% 2% False False 2,208
60 1.0358 0.9680 0.0678 7.0% 0.0068 0.7% 2% False False 1,513
80 1.0358 0.9680 0.0678 7.0% 0.0059 0.6% 2% False False 1,137
100 1.0398 0.9680 0.0718 7.4% 0.0049 0.5% 2% False False 910
120 1.0398 0.9680 0.0718 7.4% 0.0046 0.5% 2% False False 760
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9895
2.618 0.9830
1.618 0.9790
1.000 0.9765
0.618 0.9750
HIGH 0.9725
0.618 0.9710
0.500 0.9705
0.382 0.9700
LOW 0.9685
0.618 0.9660
1.000 0.9645
1.618 0.9620
2.618 0.9580
4.250 0.9515
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 0.9705 0.9765
PP 0.9701 0.9741
S1 0.9697 0.9717

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols