CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 0.9894 0.9842 -0.0052 -0.5% 0.9798
High 0.9927 0.9923 -0.0004 0.0% 0.9822
Low 0.9837 0.9829 -0.0008 -0.1% 0.9672
Close 0.9843 0.9873 0.0030 0.3% 0.9775
Range 0.0090 0.0094 0.0004 4.4% 0.0150
ATR 0.0095 0.0095 0.0000 -0.1% 0.0000
Volume 201,470 209,707 8,237 4.1% 1,010,756
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0157 1.0109 0.9925
R3 1.0063 1.0015 0.9899
R2 0.9969 0.9969 0.9890
R1 0.9921 0.9921 0.9882 0.9945
PP 0.9875 0.9875 0.9875 0.9887
S1 0.9827 0.9827 0.9864 0.9851
S2 0.9781 0.9781 0.9856
S3 0.9687 0.9733 0.9847
S4 0.9593 0.9639 0.9821
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0206 1.0141 0.9858
R3 1.0056 0.9991 0.9816
R2 0.9906 0.9906 0.9803
R1 0.9841 0.9841 0.9789 0.9799
PP 0.9756 0.9756 0.9756 0.9735
S1 0.9691 0.9691 0.9761 0.9649
S2 0.9606 0.9606 0.9748
S3 0.9456 0.9541 0.9734
S4 0.9306 0.9391 0.9693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9927 0.9717 0.0210 2.1% 0.0104 1.1% 74% False False 213,042
10 0.9927 0.9541 0.0386 3.9% 0.0116 1.2% 86% False False 222,286
20 0.9927 0.9490 0.0437 4.4% 0.0098 1.0% 88% False False 177,858
40 0.9927 0.9486 0.0441 4.5% 0.0084 0.9% 88% False False 132,931
60 1.0210 0.9486 0.0724 7.3% 0.0082 0.8% 53% False False 89,813
80 1.0318 0.9486 0.0832 8.4% 0.0076 0.8% 47% False False 67,385
100 1.0358 0.9486 0.0872 8.8% 0.0075 0.8% 44% False False 53,932
120 1.0358 0.9486 0.0872 8.8% 0.0067 0.7% 44% False False 44,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0323
2.618 1.0169
1.618 1.0075
1.000 1.0017
0.618 0.9981
HIGH 0.9923
0.618 0.9887
0.500 0.9876
0.382 0.9865
LOW 0.9829
0.618 0.9771
1.000 0.9735
1.618 0.9677
2.618 0.9583
4.250 0.9430
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 0.9876 0.9864
PP 0.9875 0.9855
S1 0.9874 0.9847

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

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