CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 0.9843 0.9891 0.0048 0.5% 1.0001
High 0.9850 0.9891 0.0041 0.4% 1.0050
Low 0.9826 0.9891 0.0065 0.7% 0.9883
Close 0.9850 0.9891 0.0041 0.4% 0.9883
Range 0.0024 0.0000 -0.0024 -100.0% 0.0167
ATR 0.0043 0.0042 0.0000 -0.3% 0.0000
Volume 11 2 -9 -81.8% 8
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 0.9891 0.9891 0.9891
R3 0.9891 0.9891 0.9891
R2 0.9891 0.9891 0.9891
R1 0.9891 0.9891 0.9891 0.9891
PP 0.9891 0.9891 0.9891 0.9891
S1 0.9891 0.9891 0.9891 0.9891
S2 0.9891 0.9891 0.9891
S3 0.9891 0.9891 0.9891
S4 0.9891 0.9891 0.9891
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 1.0005 0.9826 0.0179 1.8% 0.0023 0.2% 36% False False 3
10 1.0078 0.9826 0.0252 2.5% 0.0019 0.2% 26% False False 3
20 1.0232 0.9826 0.0406 4.1% 0.0016 0.2% 16% False False 2
40 1.0343 0.9826 0.0517 5.2% 0.0010 0.1% 13% False False 3
60 1.0343 0.9826 0.0517 5.2% 0.0008 0.1% 13% False False 4
80 1.0410 0.9826 0.0584 5.9% 0.0006 0.1% 11% False False 6
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9891
2.618 0.9891
1.618 0.9891
1.000 0.9891
0.618 0.9891
HIGH 0.9891
0.618 0.9891
0.500 0.9891
0.382 0.9891
LOW 0.9891
0.618 0.9891
1.000 0.9891
1.618 0.9891
2.618 0.9891
4.250 0.9891
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 0.9891 0.9882
PP 0.9891 0.9873
S1 0.9891 0.9864

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

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