CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.9588 0.9618 0.0030 0.3% 0.9733
High 0.9624 0.9631 0.0007 0.1% 0.9770
Low 0.9568 0.9616 0.0048 0.5% 0.9568
Close 0.9622 0.9616 -0.0006 -0.1% 0.9622
Range 0.0056 0.0015 -0.0041 -73.2% 0.0202
ATR 0.0059 0.0056 -0.0003 -5.3% 0.0000
Volume 181 77 -104 -57.5% 688
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9666 0.9656 0.9624
R3 0.9651 0.9641 0.9620
R2 0.9636 0.9636 0.9619
R1 0.9626 0.9626 0.9617 0.9624
PP 0.9621 0.9621 0.9621 0.9620
S1 0.9611 0.9611 0.9615 0.9609
S2 0.9606 0.9606 0.9613
S3 0.9591 0.9596 0.9612
S4 0.9576 0.9581 0.9608
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0259 1.0143 0.9733
R3 1.0057 0.9941 0.9678
R2 0.9855 0.9855 0.9659
R1 0.9739 0.9739 0.9641 0.9696
PP 0.9653 0.9653 0.9653 0.9632
S1 0.9537 0.9537 0.9603 0.9494
S2 0.9451 0.9451 0.9585
S3 0.9249 0.9335 0.9566
S4 0.9047 0.9133 0.9511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9770 0.9568 0.0202 2.1% 0.0058 0.6% 24% False False 149
10 0.9788 0.9568 0.0220 2.3% 0.0054 0.6% 22% False False 93
20 0.9891 0.9568 0.0323 3.4% 0.0045 0.5% 15% False False 51
40 1.0255 0.9568 0.0687 7.1% 0.0030 0.3% 7% False False 26
60 1.0343 0.9568 0.0775 8.1% 0.0021 0.2% 6% False False 19
80 1.0343 0.9568 0.0775 8.1% 0.0017 0.2% 6% False False 15
100 1.0410 0.9568 0.0842 8.8% 0.0014 0.1% 6% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9695
2.618 0.9670
1.618 0.9655
1.000 0.9646
0.618 0.9640
HIGH 0.9631
0.618 0.9625
0.500 0.9624
0.382 0.9622
LOW 0.9616
0.618 0.9607
1.000 0.9601
1.618 0.9592
2.618 0.9577
4.250 0.9552
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.9624 0.9611
PP 0.9621 0.9605
S1 0.9619 0.9600

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

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