CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 20-Nov-2013
Day Change Summary
Previous Current
19-Nov-2013 20-Nov-2013 Change Change % Previous Week
Open 1.0050 1.0005 -0.0045 -0.4% 1.0103
High 1.0050 1.0005 -0.0045 -0.4% 1.0103
Low 0.9995 1.0005 0.0010 0.1% 0.9992
Close 0.9995 1.0005 0.0010 0.1% 0.9992
Range 0.0055 0.0000 -0.0055 -100.0% 0.0111
ATR 0.0041 0.0039 -0.0002 -5.4% 0.0000
Volume 1 2 1 100.0% 16
Daily Pivots for day following 20-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0005 1.0005 1.0005
R3 1.0005 1.0005 1.0005
R2 1.0005 1.0005 1.0005
R1 1.0005 1.0005 1.0005 1.0005
PP 1.0005 1.0005 1.0005 1.0005
S1 1.0005 1.0005 1.0005 1.0005
S2 1.0005 1.0005 1.0005
S3 1.0005 1.0005 1.0005
S4 1.0005 1.0005 1.0005
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0362 1.0288 1.0053
R3 1.0251 1.0177 1.0023
R2 1.0140 1.0140 1.0012
R1 1.0066 1.0066 1.0002 1.0048
PP 1.0029 1.0029 1.0029 1.0020
S1 0.9955 0.9955 0.9982 0.9937
S2 0.9918 0.9918 0.9972
S3 0.9807 0.9844 0.9961
S4 0.9696 0.9733 0.9931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0050 0.9992 0.0058 0.6% 0.0015 0.1% 22% False False 2
10 1.0232 0.9992 0.0240 2.4% 0.0019 0.2% 5% False False 2
20 1.0290 0.9992 0.0298 3.0% 0.0010 0.1% 4% False False 2
40 1.0343 0.9992 0.0351 3.5% 0.0007 0.1% 4% False False 3
60 1.0343 0.9986 0.0357 3.6% 0.0007 0.1% 5% False False 4
80 1.0410 0.9986 0.0424 4.2% 0.0005 0.1% 4% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0005
2.618 1.0005
1.618 1.0005
1.000 1.0005
0.618 1.0005
HIGH 1.0005
0.618 1.0005
0.500 1.0005
0.382 1.0005
LOW 1.0005
0.618 1.0005
1.000 1.0005
1.618 1.0005
2.618 1.0005
4.250 1.0005
Fisher Pivots for day following 20-Nov-2013
Pivot 1 day 3 day
R1 1.0005 1.0023
PP 1.0005 1.0017
S1 1.0005 1.0011

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

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