CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 24-Dec-2013
Day Change Summary
Previous Current
23-Dec-2013 24-Dec-2013 Change Change % Previous Week
Open 0.9618 0.9593 -0.0025 -0.3% 0.9733
High 0.9631 0.9602 -0.0029 -0.3% 0.9770
Low 0.9616 0.9593 -0.0023 -0.2% 0.9568
Close 0.9616 0.9600 -0.0016 -0.2% 0.9622
Range 0.0015 0.0009 -0.0006 -40.0% 0.0202
ATR 0.0056 0.0054 -0.0002 -4.2% 0.0000
Volume 77 36 -41 -53.2% 688
Daily Pivots for day following 24-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9625 0.9622 0.9605
R3 0.9616 0.9613 0.9602
R2 0.9607 0.9607 0.9602
R1 0.9604 0.9604 0.9601 0.9606
PP 0.9598 0.9598 0.9598 0.9599
S1 0.9595 0.9595 0.9599 0.9597
S2 0.9589 0.9589 0.9598
S3 0.9580 0.9586 0.9598
S4 0.9571 0.9577 0.9595
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% 0.0052 0.5% 16% False False 83
10 0.9788 0.9568 0.0220 2.3% 0.0048 0.5% 15% False False 96
20 0.9891 0.9568 0.0323 3.4% 0.0045 0.5% 10% False False 52
40 1.0232 0.9568 0.0664 6.9% 0.0030 0.3% 5% False False 27
60 1.0343 0.9568 0.0775 8.1% 0.0021 0.2% 4% False False 19
80 1.0343 0.9568 0.0775 8.1% 0.0017 0.2% 4% False False 16
100 1.0410 0.9568 0.0842 8.8% 0.0014 0.1% 4% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9640
2.618 0.9626
1.618 0.9617
1.000 0.9611
0.618 0.9608
HIGH 0.9602
0.618 0.9599
0.500 0.9598
0.382 0.9596
LOW 0.9593
0.618 0.9587
1.000 0.9584
1.618 0.9578
2.618 0.9569
4.250 0.9555
Fisher Pivots for day following 24-Dec-2013
Pivot 1 day 3 day
R1 0.9599 0.9600
PP 0.9598 0.9600
S1 0.9598 0.9600

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

View Archives - Comment on this page... - Back to Index of Symbols