CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 0.9536 0.9495 -0.0041 -0.4% 0.9618
High 0.9560 0.9527 -0.0033 -0.3% 0.9631
Low 0.9518 0.9495 -0.0023 -0.2% 0.9518
Close 0.9521 0.9523 0.0002 0.0% 0.9521
Range 0.0042 0.0032 -0.0010 -23.8% 0.0113
ATR 0.0052 0.0051 -0.0001 -2.8% 0.0000
Volume 4 59 55 1,375.0% 131
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9611 0.9599 0.9541
R3 0.9579 0.9567 0.9532
R2 0.9547 0.9547 0.9529
R1 0.9535 0.9535 0.9526 0.9541
PP 0.9515 0.9515 0.9515 0.9518
S1 0.9503 0.9503 0.9520 0.9509
S2 0.9483 0.9483 0.9517
S3 0.9451 0.9471 0.9514
S4 0.9419 0.9439 0.9505
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9896 0.9821 0.9583
R3 0.9783 0.9708 0.9552
R2 0.9670 0.9670 0.9542
R1 0.9595 0.9595 0.9531 0.9576
PP 0.9557 0.9557 0.9557 0.9547
S1 0.9482 0.9482 0.9511 0.9463
S2 0.9444 0.9444 0.9500
S3 0.9331 0.9369 0.9490
S4 0.9218 0.9256 0.9459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9495 0.0136 1.4% 0.0021 0.2% 21% False True 38
10 0.9770 0.9495 0.0275 2.9% 0.0040 0.4% 10% False True 87
20 0.9846 0.9495 0.0351 3.7% 0.0045 0.5% 8% False True 54
40 1.0232 0.9495 0.0737 7.7% 0.0032 0.3% 4% False True 29
60 1.0343 0.9495 0.0848 8.9% 0.0023 0.2% 3% False True 20
80 1.0343 0.9495 0.0848 8.9% 0.0018 0.2% 3% False True 17
100 1.0410 0.9495 0.0915 9.6% 0.0015 0.2% 3% False True 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9663
2.618 0.9611
1.618 0.9579
1.000 0.9559
0.618 0.9547
HIGH 0.9527
0.618 0.9515
0.500 0.9511
0.382 0.9507
LOW 0.9495
0.618 0.9475
1.000 0.9463
1.618 0.9443
2.618 0.9411
4.250 0.9359
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 0.9519 0.9528
PP 0.9515 0.9526
S1 0.9511 0.9525

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

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