CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 12-Feb-2014

Day Change Summary
	Previous	Current
	11-Feb-2014	12-Feb-2014	Change	Change %	Previous Week
Open	0.9784	0.9743	-0.0041	-0.4%	0.9792
High	0.9798	0.9784	-0.0014	-0.1%	0.9927
Low	0.9738	0.9743	0.0005	0.1%	0.9751
Close	0.9745	0.9760	0.0015	0.2%	0.9777
Range	0.0060	0.0041	-0.0019	-31.7%	0.0176
ATR	0.0091	0.0087	-0.0004	-3.9%	0.0000
Volume	113,244	103,670	-9,574	-8.5%	1,013,617

Daily Pivots for day following 12-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9885	0.9864	0.9783
R3	0.9844	0.9823	0.9771
R2	0.9803	0.9803	0.9768
R1	0.9782	0.9782	0.9764	0.9793
PP	0.9762	0.9762	0.9762	0.9768
S1	0.9741	0.9741	0.9756	0.9752
S2	0.9721	0.9721	0.9752
S3	0.9680	0.9700	0.9749
S4	0.9639	0.9659	0.9737

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0346	1.0238	0.9874
R3	1.0170	1.0062	0.9825
R2	0.9994	0.9994	0.9809
R1	0.9886	0.9886	0.9793	0.9852
PP	0.9818	0.9818	0.9818	0.9802
S1	0.9710	0.9710	0.9761	0.9676
S2	0.9642	0.9642	0.9745
S3	0.9466	0.9534	0.9729
S4	0.9290	0.9358	0.9680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9879	0.9738	0.0141	1.4%	0.0073	0.7%	16%	False	False	132,664
10	0.9927	0.9717	0.0210	2.2%	0.0088	0.9%	20%	False	False	172,853
20	0.9927	0.9533	0.0394	4.0%	0.0091	0.9%	58%	False	False	173,623
40	0.9927	0.9486	0.0441	4.5%	0.0084	0.9%	62%	False	False	138,032
60	1.0050	0.9486	0.0564	5.8%	0.0081	0.8%	49%	False	False	100,836
80	1.0318	0.9486	0.0832	8.5%	0.0076	0.8%	33%	False	False	75,669
100	1.0358	0.9486	0.0872	8.9%	0.0074	0.8%	31%	False	False	60,564
120	1.0358	0.9486	0.0872	8.9%	0.0070	0.7%	31%	False	False	50,472

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.9958
2.618	0.9891
1.618	0.9850
1.000	0.9825
0.618	0.9809
HIGH	0.9784
0.618	0.9768
0.500	0.9764
0.382	0.9759
LOW	0.9743
0.618	0.9718
1.000	0.9702
1.618	0.9677
2.618	0.9636
4.250	0.9569

Fisher Pivots for day following 12-Feb-2014
Pivot	1 day	3 day
R1	0.9764	0.9772
PP	0.9762	0.9768
S1	0.9761	0.9764

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