CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 1.0009 1.0004 -0.0005 0.0% 1.0103
High 1.0009 1.0004 -0.0005 0.0% 1.0103
Low 1.0009 0.9992 -0.0017 -0.2% 0.9992
Close 1.0009 0.9992 -0.0017 -0.2% 0.9992
Range 0.0000 0.0012 0.0012 0.0111
ATR 0.0043 0.0042 -0.0002 -4.3% 0.0000
Volume 3 3 0 0.0% 16
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0032 1.0024 0.9999
R3 1.0020 1.0012 0.9995
R2 1.0008 1.0008 0.9994
R1 1.0000 1.0000 0.9993 0.9998
PP 0.9996 0.9996 0.9996 0.9995
S1 0.9988 0.9988 0.9991 0.9986
S2 0.9984 0.9984 0.9990
S3 0.9972 0.9976 0.9989
S4 0.9960 0.9964 0.9985
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 1.0362 1.0288 1.0053
R3 1.0251 1.0177 1.0023
R2 1.0140 1.0140 1.0012
R1 1.0066 1.0066 1.0002 1.0048
PP 1.0029 1.0029 1.0029 1.0020
S1 0.9955 0.9955 0.9982 0.9937
S2 0.9918 0.9918 0.9972
S3 0.9807 0.9844 0.9961
S4 0.9696 0.9733 0.9931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0103 0.9992 0.0111 1.1% 0.0005 0.0% 0% False True 3
10 1.0232 0.9992 0.0240 2.4% 0.0013 0.1% 0% False True 2
20 1.0293 0.9992 0.0301 3.0% 0.0007 0.1% 0% False True 2
40 1.0343 0.9992 0.0351 3.5% 0.0005 0.1% 0% False True 3
60 1.0343 0.9986 0.0357 3.6% 0.0006 0.1% 2% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0055
2.618 1.0035
1.618 1.0023
1.000 1.0016
0.618 1.0011
HIGH 1.0004
0.618 0.9999
0.500 0.9998
0.382 0.9997
LOW 0.9992
0.618 0.9985
1.000 0.9980
1.618 0.9973
2.618 0.9961
4.250 0.9941
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 0.9998 1.0035
PP 0.9996 1.0021
S1 0.9994 1.0006

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

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