CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 16-Sep-2013
Day Change Summary
Previous Current
13-Sep-2013 16-Sep-2013 Change Change % Previous Week
Open 1.0095 1.0105 0.0010 0.1% 1.0062
High 1.0095 1.0105 0.0010 0.1% 1.0095
Low 1.0095 1.0105 0.0010 0.1% 0.9986
Close 1.0095 1.0105 0.0010 0.1% 1.0095
Range
ATR 0.0057 0.0054 -0.0003 -5.9% 0.0000
Volume 12 12 0 0.0% 44
Daily Pivots for day following 16-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0105 1.0105 1.0105
R3 1.0105 1.0105 1.0105
R2 1.0105 1.0105 1.0105
R1 1.0105 1.0105 1.0105 1.0105
PP 1.0105 1.0105 1.0105 1.0105
S1 1.0105 1.0105 1.0105 1.0105
S2 1.0105 1.0105 1.0105
S3 1.0105 1.0105 1.0105
S4 1.0105 1.0105 1.0105
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0386 1.0349 1.0155
R3 1.0277 1.0240 1.0125
R2 1.0168 1.0168 1.0115
R1 1.0131 1.0131 1.0105 1.0150
PP 1.0059 1.0059 1.0059 1.0068
S1 1.0022 1.0022 1.0085 1.0041
S2 0.9950 0.9950 1.0075
S3 0.9841 0.9913 1.0065
S4 0.9732 0.9804 1.0035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0105 0.9986 0.0119 1.2% 0.0000 0.0% 100% True False 10
10 1.0151 0.9986 0.0165 1.6% 0.0008 0.1% 72% False False 6
20 1.0326 0.9986 0.0340 3.4% 0.0006 0.1% 35% False False 8
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0105
2.618 1.0105
1.618 1.0105
1.000 1.0105
0.618 1.0105
HIGH 1.0105
0.618 1.0105
0.500 1.0105
0.382 1.0105
LOW 1.0105
0.618 1.0105
1.000 1.0105
1.618 1.0105
2.618 1.0105
4.250 1.0105
Fisher Pivots for day following 16-Sep-2013
Pivot 1 day 3 day
R1 1.0105 1.0101
PP 1.0105 1.0096
S1 1.0105 1.0092

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

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