CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 0.9708 0.9596 -0.0112 -1.2% 0.9540
High 0.9719 0.9610 -0.0109 -1.1% 0.9635
Low 0.9591 0.9554 -0.0037 -0.4% 0.9490
Close 0.9600 0.9564 -0.0036 -0.4% 0.9615
Range 0.0128 0.0056 -0.0072 -56.3% 0.0145
ATR 0.0081 0.0079 -0.0002 -2.2% 0.0000
Volume 143,612 109,103 -34,509 -24.0% 693,523
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9744 0.9710 0.9595
R3 0.9688 0.9654 0.9579
R2 0.9632 0.9632 0.9574
R1 0.9598 0.9598 0.9569 0.9587
PP 0.9576 0.9576 0.9576 0.9571
S1 0.9542 0.9542 0.9559 0.9531
S2 0.9520 0.9520 0.9554
S3 0.9464 0.9486 0.9549
S4 0.9408 0.9430 0.9533
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 0.9726 0.9490 0.0236 2.5% 0.0099 1.0% 31% False False 144,700
10 0.9726 0.9486 0.0240 2.5% 0.0086 0.9% 33% False False 129,397
20 0.9793 0.9486 0.0307 3.2% 0.0076 0.8% 25% False False 102,460
40 1.0050 0.9486 0.0564 5.9% 0.0077 0.8% 14% False False 67,153
60 1.0318 0.9486 0.0832 8.7% 0.0071 0.7% 9% False False 44,834
80 1.0358 0.9486 0.0872 9.1% 0.0070 0.7% 9% False False 33,654
100 1.0358 0.9486 0.0872 9.1% 0.0066 0.7% 9% False False 26,932
120 1.0398 0.9486 0.0912 9.5% 0.0057 0.6% 9% False False 22,444
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9848
2.618 0.9757
1.618 0.9701
1.000 0.9666
0.618 0.9645
HIGH 0.9610
0.618 0.9589
0.500 0.9582
0.382 0.9575
LOW 0.9554
0.618 0.9519
1.000 0.9498
1.618 0.9463
2.618 0.9407
4.250 0.9316
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 0.9582 0.9640
PP 0.9576 0.9615
S1 0.9570 0.9589

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

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