CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 17-Dec-2013
Day Change Summary
Previous Current
16-Dec-2013 17-Dec-2013 Change Change % Previous Week
Open 0.9701 0.9707 0.0006 0.1% 0.9705
High 0.9748 0.9762 0.0014 0.1% 0.9796
Low 0.9688 0.9702 0.0014 0.1% 0.9628
Close 0.9715 0.9745 0.0030 0.3% 0.9696
Range 0.0060 0.0060 0.0000 0.0% 0.0168
ATR 0.0077 0.0076 -0.0001 -1.6% 0.0000
Volume 108,705 88,490 -20,215 -18.6% 459,312
Daily Pivots for day following 17-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9916 0.9891 0.9778
R3 0.9856 0.9831 0.9762
R2 0.9796 0.9796 0.9756
R1 0.9771 0.9771 0.9751 0.9784
PP 0.9736 0.9736 0.9736 0.9743
S1 0.9711 0.9711 0.9740 0.9724
S2 0.9676 0.9676 0.9734
S3 0.9616 0.9651 0.9729
S4 0.9556 0.9591 0.9712
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0211 1.0121 0.9788
R3 1.0043 0.9953 0.9742
R2 0.9875 0.9875 0.9727
R1 0.9785 0.9785 0.9711 0.9746
PP 0.9707 0.9707 0.9707 0.9687
S1 0.9617 0.9617 0.9681 0.9578
S2 0.9539 0.9539 0.9665
S3 0.9371 0.9449 0.9650
S4 0.9203 0.9281 0.9604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9796 0.9628 0.0168 1.7% 0.0076 0.8% 70% False False 118,731
10 0.9845 0.9628 0.0217 2.2% 0.0079 0.8% 54% False False 70,547
20 1.0050 0.9628 0.0422 4.3% 0.0077 0.8% 28% False False 36,256
40 1.0318 0.9628 0.0690 7.1% 0.0069 0.7% 17% False False 18,232
60 1.0358 0.9628 0.0730 7.5% 0.0068 0.7% 16% False False 12,192
80 1.0358 0.9628 0.0730 7.5% 0.0064 0.7% 16% False False 9,157
100 1.0398 0.9628 0.0770 7.9% 0.0053 0.5% 15% False False 7,326
120 1.0398 0.9628 0.0770 7.9% 0.0048 0.5% 15% False False 6,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0016
Fibonacci Retracements and Extensions
4.250 1.0017
2.618 0.9919
1.618 0.9859
1.000 0.9822
0.618 0.9799
HIGH 0.9762
0.618 0.9739
0.500 0.9732
0.382 0.9725
LOW 0.9702
0.618 0.9665
1.000 0.9642
1.618 0.9605
2.618 0.9545
4.250 0.9447
Fisher Pivots for day following 17-Dec-2013
Pivot 1 day 3 day
R1 0.9741 0.9728
PP 0.9736 0.9712
S1 0.9732 0.9695

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

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