CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 0.9798 0.9747 -0.0051 -0.5% 0.9591
High 0.9816 0.9756 -0.0060 -0.6% 0.9806
Low 0.9717 0.9686 -0.0031 -0.3% 0.9541
Close 0.9733 0.9724 -0.0009 -0.1% 0.9777
Range 0.0099 0.0070 -0.0029 -29.3% 0.0265
ATR 0.0087 0.0086 -0.0001 -1.4% 0.0000
Volume 216,069 147,532 -68,537 -31.7% 829,259
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9932 0.9898 0.9763
R3 0.9862 0.9828 0.9743
R2 0.9792 0.9792 0.9737
R1 0.9758 0.9758 0.9730 0.9740
PP 0.9722 0.9722 0.9722 0.9713
S1 0.9688 0.9688 0.9718 0.9670
S2 0.9652 0.9652 0.9711
S3 0.9582 0.9618 0.9705
S4 0.9512 0.9548 0.9686
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0503 1.0405 0.9923
R3 1.0238 1.0140 0.9850
R2 0.9973 0.9973 0.9826
R1 0.9875 0.9875 0.9801 0.9924
PP 0.9708 0.9708 0.9708 0.9733
S1 0.9610 0.9610 0.9753 0.9659
S2 0.9443 0.9443 0.9728
S3 0.9178 0.9345 0.9704
S4 0.8913 0.9080 0.9631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9816 0.9541 0.0275 2.8% 0.0110 1.1% 67% False False 204,070
10 0.9816 0.9533 0.0283 2.9% 0.0092 0.9% 67% False False 164,269
20 0.9816 0.9486 0.0330 3.4% 0.0084 0.9% 72% False False 138,801
40 0.9845 0.9486 0.0359 3.7% 0.0082 0.8% 66% False False 101,648
60 1.0250 0.9486 0.0764 7.9% 0.0077 0.8% 31% False False 67,993
80 1.0358 0.9486 0.0872 9.0% 0.0072 0.7% 27% False False 51,021
100 1.0358 0.9486 0.0872 9.0% 0.0071 0.7% 27% False False 40,832
120 1.0398 0.9486 0.0912 9.4% 0.0062 0.6% 26% False False 34,027
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 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0054
2.618 0.9939
1.618 0.9869
1.000 0.9826
0.618 0.9799
HIGH 0.9756
0.618 0.9729
0.500 0.9721
0.382 0.9713
LOW 0.9686
0.618 0.9643
1.000 0.9616
1.618 0.9573
2.618 0.9503
4.250 0.9389
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 0.9723 0.9736
PP 0.9722 0.9732
S1 0.9721 0.9728

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

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