CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 1.0139 1.0140 0.0001 0.0% 1.0105
High 1.0139 1.0140 0.0001 0.0% 1.0230
Low 1.0139 1.0140 0.0001 0.0% 1.0086
Close 1.0139 1.0140 0.0001 0.0% 1.0086
Range
ATR 0.0057 0.0053 -0.0004 -7.0% 0.0000
Volume 4 4 0 0.0% 52
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0140 1.0140 1.0140
R3 1.0140 1.0140 1.0140
R2 1.0140 1.0140 1.0140
R1 1.0140 1.0140 1.0140 1.0140
PP 1.0140 1.0140 1.0140 1.0140
S1 1.0140 1.0140 1.0140 1.0140
S2 1.0140 1.0140 1.0140
S3 1.0140 1.0140 1.0140
S4 1.0140 1.0140 1.0140
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0566 1.0470 1.0165
R3 1.0422 1.0326 1.0126
R2 1.0278 1.0278 1.0112
R1 1.0182 1.0182 1.0099 1.0158
PP 1.0134 1.0134 1.0134 1.0122
S1 1.0038 1.0038 1.0073 1.0014
S2 0.9990 0.9990 1.0060
S3 0.9846 0.9894 1.0046
S4 0.9702 0.9750 1.0007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0230 1.0086 0.0144 1.4% 0.0001 0.0% 38% False False 7
10 1.0230 1.0027 0.0203 2.0% 0.0001 0.0% 56% False False 9
20 1.0326 0.9986 0.0340 3.4% 0.0006 0.1% 45% False False 7
40 1.0410 0.9986 0.0424 4.2% 0.0003 0.0% 36% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0140
2.618 1.0140
1.618 1.0140
1.000 1.0140
0.618 1.0140
HIGH 1.0140
0.618 1.0140
0.500 1.0140
0.382 1.0140
LOW 1.0140
0.618 1.0140
1.000 1.0140
1.618 1.0140
2.618 1.0140
4.250 1.0140
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 1.0140 1.0131
PP 1.0140 1.0122
S1 1.0140 1.0113

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

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