CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 0.9558 0.9539 -0.0019 -0.2% 0.9502
High 0.9573 0.9565 -0.0008 -0.1% 0.9612
Low 0.9515 0.9521 0.0006 0.1% 0.9486
Close 0.9544 0.9549 0.0005 0.1% 0.9558
Range 0.0058 0.0044 -0.0014 -24.1% 0.0126
ATR 0.0070 0.0068 -0.0002 -2.7% 0.0000
Volume 133,613 103,058 -30,555 -22.9% 270,607
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9677 0.9657 0.9573
R3 0.9633 0.9613 0.9561
R2 0.9589 0.9589 0.9557
R1 0.9569 0.9569 0.9553 0.9579
PP 0.9545 0.9545 0.9545 0.9550
S1 0.9525 0.9525 0.9545 0.9535
S2 0.9501 0.9501 0.9541
S3 0.9457 0.9481 0.9537
S4 0.9413 0.9437 0.9525
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 0.9515 0.0114 1.2% 0.0066 0.7% 30% False False 117,623
10 0.9629 0.9486 0.0143 1.5% 0.0060 0.6% 44% False False 85,906
20 0.9796 0.9486 0.0310 3.2% 0.0070 0.7% 20% False False 96,696
40 1.0106 0.9486 0.0620 6.5% 0.0072 0.8% 10% False False 51,677
60 1.0318 0.9486 0.0832 8.7% 0.0069 0.7% 8% False False 34,502
80 1.0358 0.9486 0.0872 9.1% 0.0069 0.7% 7% False False 25,908
100 1.0358 0.9486 0.0872 9.1% 0.0062 0.6% 7% False False 20,728
120 1.0398 0.9486 0.0912 9.6% 0.0054 0.6% 7% False False 17,274
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9752
2.618 0.9680
1.618 0.9636
1.000 0.9609
0.618 0.9592
HIGH 0.9565
0.618 0.9548
0.500 0.9543
0.382 0.9538
LOW 0.9521
0.618 0.9494
1.000 0.9477
1.618 0.9450
2.618 0.9406
4.250 0.9334
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 0.9547 0.9559
PP 0.9545 0.9555
S1 0.9543 0.9552

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

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