CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 0.9726 0.9764 0.0038 0.4% 0.9757
High 0.9796 0.9770 -0.0026 -0.3% 0.9845
Low 0.9720 0.9672 -0.0048 -0.5% 0.9680
Close 0.9754 0.9689 -0.0065 -0.7% 0.9723
Range 0.0076 0.0098 0.0022 28.9% 0.0165
ATR 0.0076 0.0078 0.0002 2.0% 0.0000
Volume 101,494 132,634 31,140 30.7% 57,737
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0004 0.9945 0.9743
R3 0.9906 0.9847 0.9716
R2 0.9808 0.9808 0.9707
R1 0.9749 0.9749 0.9698 0.9730
PP 0.9710 0.9710 0.9710 0.9701
S1 0.9651 0.9651 0.9680 0.9632
S2 0.9612 0.9612 0.9671
S3 0.9514 0.9553 0.9662
S4 0.9416 0.9455 0.9635
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 0.9843 0.9672 0.0171 1.8% 0.0083 0.9% 10% False True 66,636
10 0.9845 0.9672 0.0173 1.8% 0.0086 0.9% 10% False True 35,572
20 1.0093 0.9672 0.0421 4.3% 0.0076 0.8% 4% False True 18,340
40 1.0318 0.9672 0.0646 6.7% 0.0069 0.7% 3% False True 9,253
60 1.0358 0.9672 0.0686 7.1% 0.0069 0.7% 2% False True 6,214
80 1.0358 0.9672 0.0686 7.1% 0.0062 0.6% 2% False True 4,663
100 1.0398 0.9672 0.0726 7.5% 0.0052 0.5% 2% False True 3,731
120 1.0398 0.9672 0.0726 7.5% 0.0047 0.5% 2% False True 3,111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0187
2.618 1.0027
1.618 0.9929
1.000 0.9868
0.618 0.9831
HIGH 0.9770
0.618 0.9733
0.500 0.9721
0.382 0.9709
LOW 0.9672
0.618 0.9611
1.000 0.9574
1.618 0.9513
2.618 0.9415
4.250 0.9256
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 0.9721 0.9734
PP 0.9710 0.9719
S1 0.9700 0.9704

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

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