CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 18-Dec-2013
Day Change Summary
Previous Current
17-Dec-2013 18-Dec-2013 Change Change % Previous Week
Open 0.9719 0.9728 0.0009 0.1% 0.9709
High 0.9758 0.9770 0.0012 0.1% 0.9788
Low 0.9719 0.9620 -0.0099 -1.0% 0.9655
Close 0.9751 0.9671 -0.0080 -0.8% 0.9702
Range 0.0039 0.0150 0.0111 284.6% 0.0133
ATR 0.0051 0.0058 0.0007 13.8% 0.0000
Volume 365 17 -348 -95.3% 180
Daily Pivots for day following 18-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0137 1.0054 0.9754
R3 0.9987 0.9904 0.9712
R2 0.9837 0.9837 0.9699
R1 0.9754 0.9754 0.9685 0.9721
PP 0.9687 0.9687 0.9687 0.9670
S1 0.9604 0.9604 0.9657 0.9571
S2 0.9537 0.9537 0.9644
S3 0.9387 0.9454 0.9630
S4 0.9237 0.9304 0.9589
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0114 1.0041 0.9775
R3 0.9981 0.9908 0.9739
R2 0.9848 0.9848 0.9726
R1 0.9775 0.9775 0.9714 0.9745
PP 0.9715 0.9715 0.9715 0.9700
S1 0.9642 0.9642 0.9690 0.9612
S2 0.9582 0.9582 0.9678
S3 0.9449 0.9509 0.9665
S4 0.9316 0.9376 0.9629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9620 0.0150 1.6% 0.0067 0.7% 34% True True 97
10 0.9846 0.9620 0.0226 2.3% 0.0060 0.6% 23% False True 60
20 1.0005 0.9620 0.0385 4.0% 0.0045 0.5% 13% False True 33
40 1.0293 0.9620 0.0673 7.0% 0.0027 0.3% 8% False True 17
60 1.0343 0.9620 0.0723 7.5% 0.0020 0.2% 7% False True 13
80 1.0343 0.9620 0.0723 7.5% 0.0016 0.2% 7% False True 11
100 1.0410 0.9620 0.0790 8.2% 0.0013 0.1% 6% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 1.0408
2.618 1.0163
1.618 1.0013
1.000 0.9920
0.618 0.9863
HIGH 0.9770
0.618 0.9713
0.500 0.9695
0.382 0.9677
LOW 0.9620
0.618 0.9527
1.000 0.9470
1.618 0.9377
2.618 0.9227
4.250 0.8983
Fisher Pivots for day following 18-Dec-2013
Pivot 1 day 3 day
R1 0.9695 0.9695
PP 0.9687 0.9687
S1 0.9679 0.9679

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

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