CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 0.9694 0.9684 -0.0010 -0.1% 0.9840
High 0.9714 0.9724 0.0010 0.1% 0.9882
Low 0.9671 0.9668 -0.0003 0.0% 0.9637
Close 0.9691 0.9718 0.0027 0.3% 0.9681
Range 0.0043 0.0056 0.0013 30.2% 0.0245
ATR 0.0073 0.0072 -0.0001 -1.7% 0.0000
Volume 117,213 151,075 33,862 28.9% 726,538
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9871 0.9851 0.9749
R3 0.9815 0.9795 0.9733
R2 0.9759 0.9759 0.9728
R1 0.9739 0.9739 0.9723 0.9749
PP 0.9703 0.9703 0.9703 0.9709
S1 0.9683 0.9683 0.9713 0.9693
S2 0.9647 0.9647 0.9708
S3 0.9591 0.9627 0.9703
S4 0.9535 0.9571 0.9687
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0468 1.0320 0.9816
R3 1.0223 1.0075 0.9748
R2 0.9978 0.9978 0.9726
R1 0.9830 0.9830 0.9703 0.9782
PP 0.9733 0.9733 0.9733 0.9709
S1 0.9585 0.9585 0.9659 0.9537
S2 0.9488 0.9488 0.9636
S3 0.9243 0.9340 0.9614
S4 0.8998 0.9095 0.9546
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9793 0.9637 0.0156 1.6% 0.0062 0.6% 52% False False 141,636
10 0.9882 0.9637 0.0245 2.5% 0.0063 0.6% 33% False False 144,859
20 0.9882 0.9637 0.0245 2.5% 0.0066 0.7% 33% False False 136,805
40 0.9927 0.9533 0.0394 4.1% 0.0082 0.8% 47% False False 157,612
60 0.9927 0.9486 0.0441 4.5% 0.0079 0.8% 53% False False 138,924
80 1.0106 0.9486 0.0620 6.4% 0.0078 0.8% 37% False False 107,123
100 1.0318 0.9486 0.0832 8.6% 0.0075 0.8% 28% False False 85,730
120 1.0358 0.9486 0.0872 9.0% 0.0075 0.8% 27% False False 71,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9962
2.618 0.9871
1.618 0.9815
1.000 0.9780
0.618 0.9759
HIGH 0.9724
0.618 0.9703
0.500 0.9696
0.382 0.9689
LOW 0.9668
0.618 0.9633
1.000 0.9612
1.618 0.9577
2.618 0.9521
4.250 0.9430
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 0.9711 0.9706
PP 0.9703 0.9693
S1 0.9696 0.9681

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

View Archives - Comment on this page... - Back to Index of Symbols