CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 08-May-2013
Day Change Summary
Previous Current
07-May-2013 08-May-2013 Change Change % Previous Week
Open 1.0100 1.0140 0.0040 0.4% 1.0220
High 1.0119 1.0140 0.0021 0.2% 1.0297
Low 1.0100 1.0110 0.0010 0.1% 1.0113
Close 1.0119 1.0135 0.0016 0.2% 1.0113
Range 0.0019 0.0030 0.0011 57.9% 0.0184
ATR 0.0073 0.0070 -0.0003 -4.2% 0.0000
Volume 3 2 -1 -33.3% 15
Daily Pivots for day following 08-May-2013
Classic Woodie Camarilla DeMark
R4 1.0218 1.0207 1.0152
R3 1.0188 1.0177 1.0143
R2 1.0158 1.0158 1.0141
R1 1.0147 1.0147 1.0138 1.0138
PP 1.0128 1.0128 1.0128 1.0124
S1 1.0117 1.0117 1.0132 1.0108
S2 1.0098 1.0098 1.0130
S3 1.0068 1.0087 1.0127
S4 1.0038 1.0057 1.0119
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 1.0726 1.0604 1.0214
R3 1.0542 1.0420 1.0164
R2 1.0358 1.0358 1.0147
R1 1.0236 1.0236 1.0130 1.0205
PP 1.0174 1.0174 1.0174 1.0159
S1 1.0052 1.0052 1.0096 1.0021
S2 0.9990 0.9990 1.0079
S3 0.9806 0.9868 1.0062
S4 0.9622 0.9684 1.0012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0297 1.0076 0.0221 2.2% 0.0033 0.3% 27% False False 4
10 1.0297 1.0076 0.0221 2.2% 0.0021 0.2% 27% False False 3
20 1.0374 1.0028 0.0346 3.4% 0.0035 0.3% 31% False False 4
40 1.0800 1.0028 0.0772 7.6% 0.0055 0.5% 14% False False 9
60 1.1000 1.0028 0.0972 9.6% 0.0058 0.6% 11% False False 10
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0268
2.618 1.0219
1.618 1.0189
1.000 1.0170
0.618 1.0159
HIGH 1.0140
0.618 1.0129
0.500 1.0125
0.382 1.0121
LOW 1.0110
0.618 1.0091
1.000 1.0080
1.618 1.0061
2.618 1.0031
4.250 0.9983
Fisher Pivots for day following 08-May-2013
Pivot 1 day 3 day
R1 1.0132 1.0126
PP 1.0128 1.0117
S1 1.0125 1.0108

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

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