CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 0.9540 0.9599 0.0059 0.6% 0.9502
High 0.9629 0.9602 -0.0027 -0.3% 0.9612
Low 0.9531 0.9550 0.0019 0.2% 0.9486
Close 0.9594 0.9573 -0.0021 -0.2% 0.9558
Range 0.0098 0.0052 -0.0046 -46.9% 0.0126
ATR 0.0073 0.0071 -0.0001 -2.0% 0.0000
Volume 143,725 114,603 -29,122 -20.3% 270,607
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9731 0.9704 0.9602
R3 0.9679 0.9652 0.9587
R2 0.9627 0.9627 0.9583
R1 0.9600 0.9600 0.9578 0.9588
PP 0.9575 0.9575 0.9575 0.9569
S1 0.9548 0.9548 0.9568 0.9536
S2 0.9523 0.9523 0.9563
S3 0.9471 0.9496 0.9559
S4 0.9419 0.9444 0.9544
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9930 0.9870 0.9627
R3 0.9804 0.9744 0.9593
R2 0.9678 0.9678 0.9581
R1 0.9618 0.9618 0.9570 0.9648
PP 0.9552 0.9552 0.9552 0.9567
S1 0.9492 0.9492 0.9546 0.9522
S2 0.9426 0.9426 0.9535
S3 0.9300 0.9366 0.9523
S4 0.9174 0.9240 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9629 0.9486 0.0143 1.5% 0.0071 0.7% 61% False False 94,538
10 0.9641 0.9486 0.0155 1.6% 0.0056 0.6% 56% False False 69,528
20 0.9796 0.9486 0.0310 3.2% 0.0071 0.7% 28% False False 88,005
40 1.0210 0.9486 0.0724 7.6% 0.0074 0.8% 12% False False 45,791
60 1.0318 0.9486 0.0832 8.7% 0.0069 0.7% 10% False False 30,561
80 1.0358 0.9486 0.0872 9.1% 0.0069 0.7% 10% False False 22,950
100 1.0358 0.9486 0.0872 9.1% 0.0061 0.6% 10% False False 18,361
120 1.0398 0.9486 0.0912 9.5% 0.0053 0.6% 10% False False 15,302
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9823
2.618 0.9738
1.618 0.9686
1.000 0.9654
0.618 0.9634
HIGH 0.9602
0.618 0.9582
0.500 0.9576
0.382 0.9570
LOW 0.9550
0.618 0.9518
1.000 0.9498
1.618 0.9466
2.618 0.9414
4.250 0.9329
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 0.9576 0.9580
PP 0.9575 0.9578
S1 0.9574 0.9575

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

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