CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 1.0190 1.0141 -0.0049 -0.5% 1.0255
High 1.0190 1.0141 -0.0049 -0.5% 1.0255
Low 1.0186 1.0141 -0.0045 -0.4% 1.0141
Close 1.0186 1.0141 -0.0045 -0.4% 1.0141
Range 0.0004 0.0000 -0.0004 -100.0% 0.0114
ATR 0.0037 0.0038 0.0001 1.5% 0.0000
Volume 3 1 -2 -66.7% 13
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0141 1.0141 1.0141
R3 1.0141 1.0141 1.0141
R2 1.0141 1.0141 1.0141
R1 1.0141 1.0141 1.0141 1.0141
PP 1.0141 1.0141 1.0141 1.0141
S1 1.0141 1.0141 1.0141 1.0141
S2 1.0141 1.0141 1.0141
S3 1.0141 1.0141 1.0141
S4 1.0141 1.0141 1.0141
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0521 1.0445 1.0204
R3 1.0407 1.0331 1.0172
R2 1.0293 1.0293 1.0162
R1 1.0217 1.0217 1.0151 1.0198
PP 1.0179 1.0179 1.0179 1.0170
S1 1.0103 1.0103 1.0131 1.0084
S2 1.0065 1.0065 1.0120
S3 0.9951 0.9989 1.0110
S4 0.9837 0.9875 1.0078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0255 1.0141 0.0114 1.1% 0.0001 0.0% 0% False True 2
10 1.0293 1.0141 0.0152 1.5% 0.0000 0.0% 0% False True 2
20 1.0343 1.0141 0.0202 2.0% 0.0004 0.0% 0% False True 3
40 1.0343 0.9986 0.0357 3.5% 0.0002 0.0% 43% False False 5
60 1.0410 0.9986 0.0424 4.2% 0.0003 0.0% 37% False False 6
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0141
2.618 1.0141
1.618 1.0141
1.000 1.0141
0.618 1.0141
HIGH 1.0141
0.618 1.0141
0.500 1.0141
0.382 1.0141
LOW 1.0141
0.618 1.0141
1.000 1.0141
1.618 1.0141
2.618 1.0141
4.250 1.0141
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 1.0141 1.0166
PP 1.0141 1.0157
S1 1.0141 1.0149

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

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