CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 09-Oct-2013
Day Change Summary
Previous Current
08-Oct-2013 09-Oct-2013 Change Change % Previous Week
Open 1.0336 1.0305 -0.0031 -0.3% 1.0202
High 1.0336 1.0305 -0.0031 -0.3% 1.0304
Low 1.0336 1.0270 -0.0066 -0.6% 1.0202
Close 1.0336 1.0294 -0.0042 -0.4% 1.0285
Range 0.0000 0.0035 0.0035 0.0102
ATR 0.0041 0.0043 0.0002 4.2% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 09-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0395 1.0379 1.0313
R3 1.0360 1.0344 1.0304
R2 1.0325 1.0325 1.0300
R1 1.0309 1.0309 1.0297 1.0300
PP 1.0290 1.0290 1.0290 1.0285
S1 1.0274 1.0274 1.0291 1.0265
S2 1.0255 1.0255 1.0288
S3 1.0220 1.0239 1.0284
S4 1.0185 1.0204 1.0275
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0570 1.0529 1.0341
R3 1.0468 1.0427 1.0313
R2 1.0366 1.0366 1.0304
R1 1.0325 1.0325 1.0294 1.0346
PP 1.0264 1.0264 1.0264 1.0274
S1 1.0223 1.0223 1.0276 1.0244
S2 1.0162 1.0162 1.0266
S3 1.0060 1.0121 1.0257
S4 0.9958 1.0019 1.0229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0343 1.0270 0.0073 0.7% 0.0007 0.1% 33% False True 4
10 1.0343 1.0142 0.0201 2.0% 0.0004 0.0% 76% False False 4
20 1.0343 1.0078 0.0265 2.6% 0.0002 0.0% 82% False False 6
40 1.0343 0.9986 0.0357 3.5% 0.0004 0.0% 86% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0454
2.618 1.0397
1.618 1.0362
1.000 1.0340
0.618 1.0327
HIGH 1.0305
0.618 1.0292
0.500 1.0288
0.382 1.0283
LOW 1.0270
0.618 1.0248
1.000 1.0235
1.618 1.0213
2.618 1.0178
4.250 1.0121
Fisher Pivots for day following 09-Oct-2013
Pivot 1 day 3 day
R1 1.0292 1.0307
PP 1.0290 1.0302
S1 1.0288 1.0298

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

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