CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 10-Oct-2013
Day Change Summary
Previous Current
09-Oct-2013 10-Oct-2013 Change Change % Previous Week
Open 1.0305 1.0259 -0.0046 -0.4% 1.0202
High 1.0305 1.0259 -0.0046 -0.4% 1.0304
Low 1.0270 1.0211 -0.0059 -0.6% 1.0202
Close 1.0294 1.0211 -0.0083 -0.8% 1.0285
Range 0.0035 0.0048 0.0013 37.1% 0.0102
ATR 0.0043 0.0046 0.0003 6.6% 0.0000
Volume 4 9 5 125.0% 20
Daily Pivots for day following 10-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0371 1.0339 1.0237
R3 1.0323 1.0291 1.0224
R2 1.0275 1.0275 1.0220
R1 1.0243 1.0243 1.0215 1.0235
PP 1.0227 1.0227 1.0227 1.0223
S1 1.0195 1.0195 1.0207 1.0187
S2 1.0179 1.0179 1.0202
S3 1.0131 1.0147 1.0198
S4 1.0083 1.0099 1.0185
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 1.0211 0.0132 1.3% 0.0017 0.2% 0% False True 5
10 1.0343 1.0194 0.0149 1.5% 0.0008 0.1% 11% False False 4
20 1.0343 1.0086 0.0257 2.5% 0.0005 0.0% 49% False False 6
40 1.0343 0.9986 0.0357 3.5% 0.0005 0.1% 63% 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 24 trading days
Fibonacci Retracements and Extensions
4.250 1.0463
2.618 1.0385
1.618 1.0337
1.000 1.0307
0.618 1.0289
HIGH 1.0259
0.618 1.0241
0.500 1.0235
0.382 1.0229
LOW 1.0211
0.618 1.0181
1.000 1.0163
1.618 1.0133
2.618 1.0085
4.250 1.0007
Fisher Pivots for day following 10-Oct-2013
Pivot 1 day 3 day
R1 1.0235 1.0274
PP 1.0227 1.0253
S1 1.0219 1.0232

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

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