CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 1.0052 1.0037 -0.0015 -0.1% 1.0167
High 1.0066 1.0037 -0.0029 -0.3% 1.0315
Low 1.0020 1.0037 0.0017 0.2% 1.0151
Close 1.0066 1.0037 -0.0029 -0.3% 1.0201
Range 0.0046 0.0000 -0.0046 -100.0% 0.0164
ATR 0.0069 0.0066 -0.0003 -4.1% 0.0000
Volume 5 3 -2 -40.0% 22
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0037 1.0037 1.0037
R3 1.0037 1.0037 1.0037
R2 1.0037 1.0037 1.0037
R1 1.0037 1.0037 1.0037 1.0037
PP 1.0037 1.0037 1.0037 1.0037
S1 1.0037 1.0037 1.0037 1.0037
S2 1.0037 1.0037 1.0037
S3 1.0037 1.0037 1.0037
S4 1.0037 1.0037 1.0037
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 1.0714 1.0622 1.0291
R3 1.0550 1.0458 1.0246
R2 1.0386 1.0386 1.0231
R1 1.0294 1.0294 1.0216 1.0340
PP 1.0222 1.0222 1.0222 1.0246
S1 1.0130 1.0130 1.0186 1.0176
S2 1.0058 1.0058 1.0171
S3 0.9894 0.9966 1.0156
S4 0.9730 0.9802 1.0111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0278 1.0020 0.0258 2.6% 0.0032 0.3% 7% False False 2
10 1.0315 1.0020 0.0295 2.9% 0.0030 0.3% 6% False False 3
20 1.0398 1.0020 0.0378 3.8% 0.0018 0.2% 4% False False 3
40 1.0398 0.9973 0.0425 4.2% 0.0018 0.2% 15% False False 6
60 1.0643 0.9902 0.0741 7.4% 0.0025 0.3% 18% False False 6
80 1.0643 0.9710 0.0933 9.3% 0.0032 0.3% 35% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0037
2.618 1.0037
1.618 1.0037
1.000 1.0037
0.618 1.0037
HIGH 1.0037
0.618 1.0037
0.500 1.0037
0.382 1.0037
LOW 1.0037
0.618 1.0037
1.000 1.0037
1.618 1.0037
2.618 1.0037
4.250 1.0037
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 1.0037 1.0115
PP 1.0037 1.0089
S1 1.0037 1.0063

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

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