CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 18-Feb-2014
Day Change Summary
Previous Current
14-Feb-2014 18-Feb-2014 Change Change % Previous Week
Open 0.9781 0.9831 0.0050 0.5% 0.9751
High 0.9847 0.9865 0.0018 0.2% 0.9847
Low 0.9765 0.9734 -0.0031 -0.3% 0.9738
Close 0.9817 0.9775 -0.0042 -0.4% 0.9817
Range 0.0082 0.0131 0.0049 59.8% 0.0109
ATR 0.0086 0.0090 0.0003 3.7% 0.0000
Volume 122,401 203,495 81,094 66.3% 590,097
Daily Pivots for day following 18-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0184 1.0111 0.9847
R3 1.0053 0.9980 0.9811
R2 0.9922 0.9922 0.9799
R1 0.9849 0.9849 0.9787 0.9820
PP 0.9791 0.9791 0.9791 0.9777
S1 0.9718 0.9718 0.9763 0.9689
S2 0.9660 0.9660 0.9751
S3 0.9529 0.9587 0.9739
S4 0.9398 0.9456 0.9703
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0128 1.0081 0.9877
R3 1.0019 0.9972 0.9847
R2 0.9910 0.9910 0.9837
R1 0.9863 0.9863 0.9827 0.9887
PP 0.9801 0.9801 0.9801 0.9812
S1 0.9754 0.9754 0.9807 0.9778
S2 0.9692 0.9692 0.9797
S3 0.9583 0.9645 0.9787
S4 0.9474 0.9536 0.9757
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9734 0.0131 1.3% 0.0079 0.8% 31% True True 139,577
10 0.9927 0.9734 0.0193 2.0% 0.0084 0.9% 21% False True 155,547
20 0.9927 0.9541 0.0386 3.9% 0.0098 1.0% 61% False False 182,361
40 0.9927 0.9486 0.0441 4.5% 0.0083 0.8% 66% False False 140,820
60 1.0023 0.9486 0.0537 5.5% 0.0083 0.9% 54% False False 108,831
80 1.0318 0.9486 0.0832 8.5% 0.0078 0.8% 35% False False 81,678
100 1.0358 0.9486 0.0872 8.9% 0.0076 0.8% 33% False False 65,365
120 1.0358 0.9486 0.0872 8.9% 0.0072 0.7% 33% False False 54,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0422
2.618 1.0208
1.618 1.0077
1.000 0.9996
0.618 0.9946
HIGH 0.9865
0.618 0.9815
0.500 0.9800
0.382 0.9784
LOW 0.9734
0.618 0.9653
1.000 0.9603
1.618 0.9522
2.618 0.9391
4.250 0.9177
Fisher Pivots for day following 18-Feb-2014
Pivot 1 day 3 day
R1 0.9800 0.9800
PP 0.9791 0.9791
S1 0.9783 0.9783

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

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