CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1.0109 1.0230 0.0121 1.2% 1.0062
High 1.0109 1.0230 0.0121 1.2% 1.0095
Low 1.0109 1.0230 0.0121 1.2% 0.9986
Close 1.0109 1.0230 0.0121 1.2% 1.0095
Range
ATR 0.0050 0.0055 0.0005 10.1% 0.0000
Volume 12 12 0 0.0% 44
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0230 1.0230 1.0230
R3 1.0230 1.0230 1.0230
R2 1.0230 1.0230 1.0230
R1 1.0230 1.0230 1.0230 1.0230
PP 1.0230 1.0230 1.0230 1.0230
S1 1.0230 1.0230 1.0230 1.0230
S2 1.0230 1.0230 1.0230
S3 1.0230 1.0230 1.0230
S4 1.0230 1.0230 1.0230
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 1.0230 1.0078 0.0152 1.5% 0.0000 0.0% 100% True False 12
10 1.0230 0.9986 0.0244 2.4% 0.0005 0.0% 100% True False 8
20 1.0326 0.9986 0.0340 3.3% 0.0006 0.1% 72% 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 1.0230
2.618 1.0230
1.618 1.0230
1.000 1.0230
0.618 1.0230
HIGH 1.0230
0.618 1.0230
0.500 1.0230
0.382 1.0230
LOW 1.0230
0.618 1.0230
1.000 1.0230
1.618 1.0230
2.618 1.0230
4.250 1.0230
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1.0230 1.0209
PP 1.0230 1.0188
S1 1.0230 1.0168

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

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