CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 0.9744 0.9746 0.0002 0.0% 0.9843
High 0.9782 0.9803 0.0021 0.2% 0.9891
Low 0.9744 0.9746 0.0002 0.0% 0.9773
Close 0.9782 0.9803 0.0021 0.2% 0.9773
Range 0.0038 0.0057 0.0019 50.0% 0.0118
ATR 0.0048 0.0049 0.0001 1.3% 0.0000
Volume 3 1 -2 -66.7% 37
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9955 0.9936 0.9834
R3 0.9898 0.9879 0.9819
R2 0.9841 0.9841 0.9813
R1 0.9822 0.9822 0.9808 0.9832
PP 0.9784 0.9784 0.9784 0.9789
S1 0.9765 0.9765 0.9798 0.9775
S2 0.9727 0.9727 0.9793
S3 0.9670 0.9708 0.9787
S4 0.9613 0.9651 0.9772
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0166 1.0088 0.9838
R3 1.0048 0.9970 0.9805
R2 0.9930 0.9930 0.9795
R1 0.9852 0.9852 0.9784 0.9832
PP 0.9812 0.9812 0.9812 0.9803
S1 0.9734 0.9734 0.9762 0.9714
S2 0.9694 0.9694 0.9751
S3 0.9576 0.9616 0.9741
S4 0.9458 0.9498 0.9708
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9873 0.9704 0.0169 1.7% 0.0037 0.4% 59% False False 8
10 1.0005 0.9704 0.0301 3.1% 0.0030 0.3% 33% False False 6
20 1.0232 0.9704 0.0528 5.4% 0.0025 0.3% 19% False False 4
40 1.0305 0.9704 0.0601 6.1% 0.0015 0.1% 16% False False 3
60 1.0343 0.9704 0.0639 6.5% 0.0010 0.1% 15% False False 4
80 1.0343 0.9704 0.0639 6.5% 0.0009 0.1% 15% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0045
2.618 0.9952
1.618 0.9895
1.000 0.9860
0.618 0.9838
HIGH 0.9803
0.618 0.9781
0.500 0.9775
0.382 0.9768
LOW 0.9746
0.618 0.9711
1.000 0.9689
1.618 0.9654
2.618 0.9597
4.250 0.9504
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 0.9794 0.9787
PP 0.9784 0.9770
S1 0.9775 0.9754

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

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