CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 0.9889 0.9920 0.0031 0.3% 0.9770
High 0.9891 0.9923 0.0032 0.3% 0.9923
Low 0.9840 0.9920 0.0080 0.8% 0.9710
Close 0.9840 0.9923 0.0083 0.8% 0.9923
Range 0.0051 0.0003 -0.0048 -94.1% 0.0213
ATR
Volume 1 7 6 600.0% 107
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 0.9931 0.9930 0.9925
R3 0.9928 0.9927 0.9924
R2 0.9925 0.9925 0.9924
R1 0.9924 0.9924 0.9923 0.9925
PP 0.9922 0.9922 0.9922 0.9922
S1 0.9921 0.9921 0.9923 0.9922
S2 0.9919 0.9919 0.9922
S3 0.9916 0.9918 0.9922
S4 0.9913 0.9915 0.9921
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0491 1.0420 1.0040
R3 1.0278 1.0207 0.9982
R2 1.0065 1.0065 0.9962
R1 0.9994 0.9994 0.9943 1.0030
PP 0.9852 0.9852 0.9852 0.9870
S1 0.9781 0.9781 0.9903 0.9817
S2 0.9639 0.9639 0.9884
S3 0.9426 0.9568 0.9864
S4 0.9213 0.9355 0.9806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9923 0.9710 0.0213 2.1% 0.0017 0.2% 100% True False 21
10 0.9923 0.9710 0.0213 2.1% 0.0026 0.3% 100% True False 13
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 False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9936
2.618 0.9931
1.618 0.9928
1.000 0.9926
0.618 0.9925
HIGH 0.9923
0.618 0.9922
0.500 0.9922
0.382 0.9921
LOW 0.9920
0.618 0.9918
1.000 0.9917
1.618 0.9915
2.618 0.9912
4.250 0.9907
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 0.9923 0.9888
PP 0.9922 0.9852
S1 0.9922 0.9817

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

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