CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 11-Nov-2013
Day Change Summary
Previous Current
08-Nov-2013 11-Nov-2013 Change Change % Previous Week
Open 1.0101 1.0103 0.0002 0.0% 1.0163
High 1.0101 1.0103 0.0002 0.0% 1.0232
Low 1.0101 1.0092 -0.0009 -0.1% 1.0101
Close 1.0101 1.0092 -0.0009 -0.1% 1.0101
Range 0.0000 0.0011 0.0011 0.0131
ATR 0.0045 0.0042 -0.0002 -5.4% 0.0000
Volume 4 4 0 0.0% 9
Daily Pivots for day following 11-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0129 1.0121 1.0098
R3 1.0118 1.0110 1.0095
R2 1.0107 1.0107 1.0094
R1 1.0099 1.0099 1.0093 1.0098
PP 1.0096 1.0096 1.0096 1.0095
S1 1.0088 1.0088 1.0091 1.0087
S2 1.0085 1.0085 1.0090
S3 1.0074 1.0077 1.0089
S4 1.0063 1.0066 1.0086
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0538 1.0450 1.0173
R3 1.0407 1.0319 1.0137
R2 1.0276 1.0276 1.0125
R1 1.0188 1.0188 1.0113 1.0167
PP 1.0145 1.0145 1.0145 1.0134
S1 1.0057 1.0057 1.0089 1.0036
S2 1.0014 1.0014 1.0077
S3 0.9883 0.9926 1.0065
S4 0.9752 0.9795 1.0029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0232 1.0092 0.0140 1.4% 0.0024 0.2% 0% False True 2
10 1.0232 1.0092 0.0140 1.4% 0.0012 0.1% 0% False True 2
20 1.0293 1.0092 0.0201 2.0% 0.0006 0.1% 0% False True 2
40 1.0343 1.0086 0.0257 2.5% 0.0005 0.1% 2% False False 4
60 1.0343 0.9986 0.0357 3.5% 0.0005 0.1% 30% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0150
2.618 1.0132
1.618 1.0121
1.000 1.0114
0.618 1.0110
HIGH 1.0103
0.618 1.0099
0.500 1.0098
0.382 1.0096
LOW 1.0092
0.618 1.0085
1.000 1.0081
1.618 1.0074
2.618 1.0063
4.250 1.0045
Fisher Pivots for day following 11-Nov-2013
Pivot 1 day 3 day
R1 1.0098 1.0162
PP 1.0096 1.0139
S1 1.0094 1.0115

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

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