CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 31-Oct-2013
Day Change Summary
Previous Current
30-Oct-2013 31-Oct-2013 Change Change % Previous Week
Open 1.0160 1.0190 0.0030 0.3% 1.0203
High 1.0160 1.0190 0.0030 0.3% 1.0293
Low 1.0160 1.0186 0.0026 0.3% 1.0203
Close 1.0160 1.0186 0.0026 0.3% 1.0289
Range 0.0000 0.0004 0.0004 0.0090
ATR 0.0038 0.0037 -0.0001 -1.5% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 31-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0199 1.0197 1.0188
R3 1.0195 1.0193 1.0187
R2 1.0191 1.0191 1.0187
R1 1.0189 1.0189 1.0186 1.0188
PP 1.0187 1.0187 1.0187 1.0187
S1 1.0185 1.0185 1.0186 1.0184
S2 1.0183 1.0183 1.0185
S3 1.0179 1.0181 1.0185
S4 1.0175 1.0177 1.0184
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 1.0532 1.0500 1.0339
R3 1.0442 1.0410 1.0314
R2 1.0352 1.0352 1.0306
R1 1.0320 1.0320 1.0297 1.0336
PP 1.0262 1.0262 1.0262 1.0270
S1 1.0230 1.0230 1.0281 1.0246
S2 1.0172 1.0172 1.0273
S3 1.0082 1.0140 1.0264
S4 0.9992 1.0050 1.0240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0289 1.0160 0.0129 1.3% 0.0001 0.0% 20% False False 3
10 1.0293 1.0160 0.0133 1.3% 0.0000 0.0% 20% False False 3
20 1.0343 1.0146 0.0197 1.9% 0.0004 0.0% 20% False False 3
40 1.0343 0.9986 0.0357 3.5% 0.0004 0.0% 56% False False 5
60 1.0410 0.9986 0.0424 4.2% 0.0003 0.0% 47% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0207
2.618 1.0200
1.618 1.0196
1.000 1.0194
0.618 1.0192
HIGH 1.0190
0.618 1.0188
0.500 1.0188
0.382 1.0188
LOW 1.0186
0.618 1.0184
1.000 1.0182
1.618 1.0180
2.618 1.0176
4.250 1.0169
Fisher Pivots for day following 31-Oct-2013
Pivot 1 day 3 day
R1 1.0188 1.0186
PP 1.0187 1.0185
S1 1.0187 1.0185

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

View Archives - Comment on this page... - Back to Index of Symbols