CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 09-Dec-2013
Day Change Summary
Previous Current
06-Dec-2013 09-Dec-2013 Change Change % Previous Week
Open 0.9828 0.9709 -0.0119 -1.2% 0.9727
High 0.9828 0.9709 -0.0119 -1.2% 0.9846
Low 0.9728 0.9698 -0.0030 -0.3% 0.9704
Close 0.9728 0.9698 -0.0030 -0.3% 0.9728
Range 0.0100 0.0011 -0.0089 -89.0% 0.0142
ATR 0.0053 0.0052 -0.0002 -3.1% 0.0000
Volume 8 13 5 62.5% 39
Daily Pivots for day following 09-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9735 0.9727 0.9704
R3 0.9724 0.9716 0.9701
R2 0.9713 0.9713 0.9700
R1 0.9705 0.9705 0.9699 0.9704
PP 0.9702 0.9702 0.9702 0.9701
S1 0.9694 0.9694 0.9697 0.9693
S2 0.9691 0.9691 0.9696
S3 0.9680 0.9683 0.9695
S4 0.9669 0.9672 0.9692
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0185 1.0099 0.9806
R3 1.0043 0.9957 0.9767
R2 0.9901 0.9901 0.9754
R1 0.9815 0.9815 0.9741 0.9858
PP 0.9759 0.9759 0.9759 0.9781
S1 0.9673 0.9673 0.9715 0.9716
S2 0.9617 0.9617 0.9702
S3 0.9475 0.9531 0.9689
S4 0.9333 0.9389 0.9650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9846 0.9698 0.0148 1.5% 0.0050 0.5% 0% False True 7
10 0.9891 0.9698 0.0193 2.0% 0.0037 0.4% 0% False True 8
20 1.0103 0.9698 0.0405 4.2% 0.0027 0.3% 0% False True 5
40 1.0293 0.9698 0.0595 6.1% 0.0016 0.2% 0% False True 4
60 1.0343 0.9698 0.0645 6.7% 0.0012 0.1% 0% False True 4
80 1.0343 0.9698 0.0645 6.7% 0.0011 0.1% 0% False True 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9756
2.618 0.9738
1.618 0.9727
1.000 0.9720
0.618 0.9716
HIGH 0.9709
0.618 0.9705
0.500 0.9704
0.382 0.9702
LOW 0.9698
0.618 0.9691
1.000 0.9687
1.618 0.9680
2.618 0.9669
4.250 0.9651
Fisher Pivots for day following 09-Dec-2013
Pivot 1 day 3 day
R1 0.9704 0.9772
PP 0.9702 0.9747
S1 0.9700 0.9723

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

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