CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	0.9539	0.9541	0.0002	0.0%	0.9540
High	0.9565	0.9635	0.0070	0.7%	0.9635
Low	0.9521	0.9490	-0.0031	-0.3%	0.9490
Close	0.9549	0.9615	0.0066	0.7%	0.9615
Range	0.0044	0.0145	0.0101	229.5%	0.0145
ATR	0.0068	0.0074	0.0005	8.0%	0.0000
Volume	103,058	198,524	95,466	92.6%	693,523

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	0.9960	0.9695
R3	0.9870	0.9815	0.9655
R2	0.9725	0.9725	0.9642
R1	0.9670	0.9670	0.9628	0.9698
PP	0.9580	0.9580	0.9580	0.9594
S1	0.9525	0.9525	0.9602	0.9553
S2	0.9435	0.9435	0.9588
S3	0.9290	0.9380	0.9575
S4	0.9145	0.9235	0.9535

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0015	0.9960	0.9695
R3	0.9870	0.9815	0.9655
R2	0.9725	0.9725	0.9642
R1	0.9670	0.9670	0.9628	0.9698
PP	0.9580	0.9580	0.9580	0.9594
S1	0.9525	0.9525	0.9602	0.9553
S2	0.9435	0.9435	0.9588
S3	0.9290	0.9380	0.9575
S4	0.9145	0.9235	0.9535

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9635	0.9490	0.0145	1.5%	0.0079	0.8%	86%	True	True	138,704
10	0.9635	0.9486	0.0149	1.5%	0.0069	0.7%	87%	True	False	103,803
20	0.9793	0.9486	0.0307	3.2%	0.0074	0.8%	42%	False	False	101,547
40	1.0106	0.9486	0.0620	6.4%	0.0074	0.8%	21%	False	False	56,635
60	1.0318	0.9486	0.0832	8.7%	0.0070	0.7%	16%	False	False	37,809
80	1.0358	0.9486	0.0872	9.1%	0.0071	0.7%	15%	False	False	28,389
100	1.0358	0.9486	0.0872	9.1%	0.0063	0.7%	15%	False	False	22,713
120	1.0398	0.9486	0.0912	9.5%	0.0054	0.6%	14%	False	False	18,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.0251
2.618	1.0015
1.618	0.9870
1.000	0.9780
0.618	0.9725
HIGH	0.9635
0.618	0.9580
0.500	0.9563
0.382	0.9545
LOW	0.9490
0.618	0.9400
1.000	0.9345
1.618	0.9255
2.618	0.9110
4.250	0.8874

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	0.9598	0.9598
PP	0.9580	0.9580
S1	0.9563	0.9563

Download as Excel Spreadsheet

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

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