CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 0.9591 0.9591 0.0000 0.0% 0.9610
High 0.9631 0.9621 -0.0010 -0.1% 0.9726
Low 0.9548 0.9562 0.0014 0.1% 0.9533
Close 0.9593 0.9581 -0.0012 -0.1% 0.9589
Range 0.0083 0.0059 -0.0024 -28.9% 0.0193
ATR 0.0075 0.0074 -0.0001 -1.5% 0.0000
Volume 172,509 107,551 -64,958 -37.7% 619,044
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9765 0.9732 0.9613
R3 0.9706 0.9673 0.9597
R2 0.9647 0.9647 0.9592
R1 0.9614 0.9614 0.9586 0.9601
PP 0.9588 0.9588 0.9588 0.9582
S1 0.9555 0.9555 0.9576 0.9542
S2 0.9529 0.9529 0.9570
S3 0.9470 0.9496 0.9565
S4 0.9411 0.9437 0.9549
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0195 1.0085 0.9695
R3 1.0002 0.9892 0.9642
R2 0.9809 0.9809 0.9624
R1 0.9699 0.9699 0.9607 0.9658
PP 0.9616 0.9616 0.9616 0.9595
S1 0.9506 0.9506 0.9571 0.9465
S2 0.9423 0.9423 0.9554
S3 0.9230 0.9313 0.9536
S4 0.9037 0.9120 0.9483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9533 0.0098 1.0% 0.0059 0.6% 49% False False 117,257
10 0.9726 0.9490 0.0236 2.5% 0.0079 0.8% 39% False False 133,429
20 0.9726 0.9486 0.0240 2.5% 0.0067 0.7% 40% False False 101,479
40 0.9910 0.9486 0.0424 4.4% 0.0076 0.8% 22% False False 79,037
60 1.0318 0.9486 0.0832 8.7% 0.0072 0.8% 11% False False 52,783
80 1.0358 0.9486 0.0872 9.1% 0.0071 0.7% 11% False False 39,615
100 1.0358 0.9486 0.0872 9.1% 0.0067 0.7% 11% False False 31,704
120 1.0398 0.9486 0.0912 9.5% 0.0058 0.6% 10% False False 26,421
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9872
2.618 0.9775
1.618 0.9716
1.000 0.9680
0.618 0.9657
HIGH 0.9621
0.618 0.9598
0.500 0.9592
0.382 0.9585
LOW 0.9562
0.618 0.9526
1.000 0.9503
1.618 0.9467
2.618 0.9408
4.250 0.9311
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 0.9592 0.9590
PP 0.9588 0.9587
S1 0.9585 0.9584

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

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