CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 0.9495 0.9538 0.0043 0.5% 0.9618
High 0.9527 0.9540 0.0013 0.1% 0.9631
Low 0.9495 0.9504 0.0009 0.1% 0.9518
Close 0.9523 0.9508 -0.0015 -0.2% 0.9521
Range 0.0032 0.0036 0.0004 12.5% 0.0113
ATR 0.0051 0.0050 -0.0001 -2.1% 0.0000
Volume 59 39 -20 -33.9% 131
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9625 0.9603 0.9528
R3 0.9589 0.9567 0.9518
R2 0.9553 0.9553 0.9515
R1 0.9531 0.9531 0.9511 0.9524
PP 0.9517 0.9517 0.9517 0.9514
S1 0.9495 0.9495 0.9505 0.9488
S2 0.9481 0.9481 0.9501
S3 0.9445 0.9459 0.9498
S4 0.9409 0.9423 0.9488
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 0.9602 0.9495 0.0107 1.1% 0.0025 0.3% 12% False False 30
10 0.9770 0.9495 0.0275 2.9% 0.0041 0.4% 5% False False 90
20 0.9846 0.9495 0.0351 3.7% 0.0046 0.5% 4% False False 56
40 1.0232 0.9495 0.0737 7.8% 0.0033 0.3% 2% False False 30
60 1.0343 0.9495 0.0848 8.9% 0.0023 0.2% 2% False False 21
80 1.0343 0.9495 0.0848 8.9% 0.0018 0.2% 2% False False 17
100 1.0410 0.9495 0.0915 9.6% 0.0015 0.2% 1% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9693
2.618 0.9634
1.618 0.9598
1.000 0.9576
0.618 0.9562
HIGH 0.9540
0.618 0.9526
0.500 0.9522
0.382 0.9518
LOW 0.9504
0.618 0.9482
1.000 0.9468
1.618 0.9446
2.618 0.9410
4.250 0.9351
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 0.9522 0.9528
PP 0.9517 0.9521
S1 0.9513 0.9515

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

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