CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 0.9709 0.9692 -0.0017 -0.2% 0.9727
High 0.9709 0.9754 0.0045 0.5% 0.9846
Low 0.9698 0.9681 -0.0017 -0.2% 0.9704
Close 0.9698 0.9747 0.0049 0.5% 0.9728
Range 0.0011 0.0073 0.0062 563.6% 0.0142
ATR 0.0052 0.0053 0.0002 2.9% 0.0000
Volume 13 4 -9 -69.2% 39
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9946 0.9920 0.9787
R3 0.9873 0.9847 0.9767
R2 0.9800 0.9800 0.9760
R1 0.9774 0.9774 0.9754 0.9787
PP 0.9727 0.9727 0.9727 0.9734
S1 0.9701 0.9701 0.9740 0.9714
S2 0.9654 0.9654 0.9734
S3 0.9581 0.9628 0.9727
S4 0.9508 0.9555 0.9707
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0099 0.9806
R3 1.0043 0.9957 0.9767
R2 0.9901 0.9901 0.9754
R1 0.9815 0.9815 0.9741 0.9858
PP 0.9759 0.9759 0.9759 0.9781
S1 0.9673 0.9673 0.9715 0.9716
S2 0.9617 0.9617 0.9702
S3 0.9475 0.9531 0.9689
S4 0.9333 0.9389 0.9650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9846 0.9681 0.0165 1.7% 0.0057 0.6% 40% False True 7
10 0.9891 0.9681 0.0210 2.2% 0.0042 0.4% 31% False True 8
20 1.0078 0.9681 0.0397 4.1% 0.0030 0.3% 17% False True 5
40 1.0293 0.9681 0.0612 6.3% 0.0018 0.2% 11% False True 4
60 1.0343 0.9681 0.0662 6.8% 0.0014 0.1% 10% False True 4
80 1.0343 0.9681 0.0662 6.8% 0.0012 0.1% 10% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0064
2.618 0.9945
1.618 0.9872
1.000 0.9827
0.618 0.9799
HIGH 0.9754
0.618 0.9726
0.500 0.9718
0.382 0.9709
LOW 0.9681
0.618 0.9636
1.000 0.9608
1.618 0.9563
2.618 0.9490
4.250 0.9371
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 0.9737 0.9755
PP 0.9727 0.9752
S1 0.9718 0.9750

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

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