CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 21-Nov-2013
Day Change Summary
Previous Current
20-Nov-2013 21-Nov-2013 Change Change % Previous Week
Open 1.0005 0.9977 -0.0028 -0.3% 1.0103
High 1.0005 0.9977 -0.0028 -0.3% 1.0103
Low 1.0005 0.9904 -0.0101 -1.0% 0.9992
Close 1.0005 0.9904 -0.0101 -1.0% 0.9992
Range 0.0000 0.0073 0.0073 0.0111
ATR 0.0039 0.0043 0.0004 11.6% 0.0000
Volume 2 2 0 0.0% 16
Daily Pivots for day following 21-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0147 1.0099 0.9944
R3 1.0074 1.0026 0.9924
R2 1.0001 1.0001 0.9917
R1 0.9953 0.9953 0.9911 0.9941
PP 0.9928 0.9928 0.9928 0.9922
S1 0.9880 0.9880 0.9897 0.9868
S2 0.9855 0.9855 0.9891
S3 0.9782 0.9807 0.9884
S4 0.9709 0.9734 0.9864
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 0.9904 0.0146 1.5% 0.0029 0.3% 0% False True 1
10 1.0103 0.9904 0.0199 2.0% 0.0016 0.2% 0% False True 2
20 1.0289 0.9904 0.0385 3.9% 0.0014 0.1% 0% False True 2
40 1.0343 0.9904 0.0439 4.4% 0.0009 0.1% 0% False True 3
60 1.0343 0.9904 0.0439 4.4% 0.0007 0.1% 0% False True 4
80 1.0410 0.9904 0.0506 5.1% 0.0006 0.1% 0% False True 6
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 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0287
2.618 1.0168
1.618 1.0095
1.000 1.0050
0.618 1.0022
HIGH 0.9977
0.618 0.9949
0.500 0.9941
0.382 0.9932
LOW 0.9904
0.618 0.9859
1.000 0.9831
1.618 0.9786
2.618 0.9713
4.250 0.9594
Fisher Pivots for day following 21-Nov-2013
Pivot 1 day 3 day
R1 0.9941 0.9977
PP 0.9928 0.9953
S1 0.9916 0.9928

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

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