CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 22-Nov-2013
Day Change Summary
Previous Current
21-Nov-2013 22-Nov-2013 Change Change % Previous Week
Open 0.9977 0.9887 -0.0090 -0.9% 1.0001
High 0.9977 0.9902 -0.0075 -0.8% 1.0050
Low 0.9904 0.9883 -0.0021 -0.2% 0.9883
Close 0.9904 0.9883 -0.0021 -0.2% 0.9883
Range 0.0073 0.0019 -0.0054 -74.0% 0.0167
ATR 0.0043 0.0041 -0.0002 -3.7% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9946 0.9934 0.9893
R3 0.9927 0.9915 0.9888
R2 0.9908 0.9908 0.9886
R1 0.9896 0.9896 0.9885 0.9893
PP 0.9889 0.9889 0.9889 0.9888
S1 0.9877 0.9877 0.9881 0.9874
S2 0.9870 0.9870 0.9880
S3 0.9851 0.9858 0.9878
S4 0.9832 0.9839 0.9873
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0440 1.0328 0.9975
R3 1.0273 1.0161 0.9929
R2 1.0106 1.0106 0.9914
R1 0.9994 0.9994 0.9898 0.9967
PP 0.9939 0.9939 0.9939 0.9925
S1 0.9827 0.9827 0.9868 0.9800
S2 0.9772 0.9772 0.9852
S3 0.9605 0.9660 0.9837
S4 0.9438 0.9493 0.9791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0050 0.9883 0.0167 1.7% 0.0031 0.3% 0% False True 1
10 1.0103 0.9883 0.0220 2.2% 0.0018 0.2% 0% False True 2
20 1.0255 0.9883 0.0372 3.8% 0.0015 0.1% 0% False True 2
40 1.0343 0.9883 0.0460 4.7% 0.0009 0.1% 0% False True 3
60 1.0343 0.9883 0.0460 4.7% 0.0008 0.1% 0% False True 4
80 1.0410 0.9883 0.0527 5.3% 0.0006 0.1% 0% False True 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 0.9983
2.618 0.9952
1.618 0.9933
1.000 0.9921
0.618 0.9914
HIGH 0.9902
0.618 0.9895
0.500 0.9893
0.382 0.9890
LOW 0.9883
0.618 0.9871
1.000 0.9864
1.618 0.9852
2.618 0.9833
4.250 0.9802
Fisher Pivots for day following 22-Nov-2013
Pivot 1 day 3 day
R1 0.9893 0.9944
PP 0.9889 0.9924
S1 0.9886 0.9903

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

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