CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 0.9772 0.9752 -0.0020 -0.2% 0.9831
High 0.9776 0.9789 0.0013 0.1% 0.9865
Low 0.9725 0.9740 0.0015 0.2% 0.9725
Close 0.9755 0.9757 0.0002 0.0% 0.9755
Range 0.0051 0.0049 -0.0002 -3.9% 0.0140
ATR 0.0084 0.0082 -0.0003 -3.0% 0.0000
Volume 103,791 90,654 -13,137 -12.7% 596,975
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9909 0.9882 0.9784
R3 0.9860 0.9833 0.9770
R2 0.9811 0.9811 0.9766
R1 0.9784 0.9784 0.9761 0.9798
PP 0.9762 0.9762 0.9762 0.9769
S1 0.9735 0.9735 0.9753 0.9749
S2 0.9713 0.9713 0.9748
S3 0.9664 0.9686 0.9744
S4 0.9615 0.9637 0.9730
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0202 1.0118 0.9832
R3 1.0062 0.9978 0.9794
R2 0.9922 0.9922 0.9781
R1 0.9838 0.9838 0.9768 0.9810
PP 0.9782 0.9782 0.9782 0.9768
S1 0.9698 0.9698 0.9742 0.9670
S2 0.9642 0.9642 0.9729
S3 0.9502 0.9558 0.9717
S4 0.9362 0.9418 0.9678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9725 0.0140 1.4% 0.0074 0.8% 23% False False 137,525
10 0.9865 0.9725 0.0140 1.4% 0.0069 0.7% 23% False False 127,772
20 0.9927 0.9672 0.0255 2.6% 0.0087 0.9% 33% False False 165,104
40 0.9927 0.9486 0.0441 4.5% 0.0084 0.9% 61% False False 145,199
60 0.9927 0.9486 0.0441 4.5% 0.0083 0.9% 61% False False 116,775
80 1.0250 0.9486 0.0764 7.8% 0.0079 0.8% 35% False False 87,727
100 1.0358 0.9486 0.0872 8.9% 0.0075 0.8% 31% False False 70,204
120 1.0358 0.9486 0.0872 8.9% 0.0072 0.7% 31% False False 58,514
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9997
2.618 0.9917
1.618 0.9868
1.000 0.9838
0.618 0.9819
HIGH 0.9789
0.618 0.9770
0.500 0.9765
0.382 0.9759
LOW 0.9740
0.618 0.9710
1.000 0.9691
1.618 0.9661
2.618 0.9612
4.250 0.9532
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 0.9765 0.9781
PP 0.9762 0.9773
S1 0.9760 0.9765

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

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