CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 14-Mar-2014
Day Change Summary
Previous Current
13-Mar-2014 14-Mar-2014 Change Change % Previous Week
Open 0.9732 0.9817 0.0085 0.9% 0.9694
High 0.9849 0.9881 0.0032 0.3% 0.9881
Low 0.9722 0.9815 0.0093 1.0% 0.9668
Close 0.9839 0.9875 0.0036 0.4% 0.9875
Range 0.0127 0.0066 -0.0061 -48.0% 0.0213
ATR 0.0075 0.0074 -0.0001 -0.8% 0.0000
Volume 244,842 71,355 -173,487 -70.9% 763,301
Daily Pivots for day following 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0055 1.0031 0.9911
R3 0.9989 0.9965 0.9893
R2 0.9923 0.9923 0.9887
R1 0.9899 0.9899 0.9881 0.9911
PP 0.9857 0.9857 0.9857 0.9863
S1 0.9833 0.9833 0.9869 0.9845
S2 0.9791 0.9791 0.9863
S3 0.9725 0.9767 0.9857
S4 0.9659 0.9701 0.9839
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0447 1.0374 0.9992
R3 1.0234 1.0161 0.9934
R2 1.0021 1.0021 0.9914
R1 0.9948 0.9948 0.9895 0.9985
PP 0.9808 0.9808 0.9808 0.9826
S1 0.9735 0.9735 0.9855 0.9772
S2 0.9595 0.9595 0.9836
S3 0.9382 0.9522 0.9816
S4 0.9169 0.9309 0.9758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9881 0.9668 0.0213 2.2% 0.0069 0.7% 97% True False 152,660
10 0.9882 0.9637 0.0245 2.5% 0.0068 0.7% 97% False False 148,983
20 0.9882 0.9637 0.0245 2.5% 0.0069 0.7% 97% False False 142,956
40 0.9927 0.9533 0.0394 4.0% 0.0081 0.8% 87% False False 159,439
60 0.9927 0.9486 0.0441 4.5% 0.0079 0.8% 88% False False 140,446
80 1.0050 0.9486 0.0564 5.7% 0.0079 0.8% 69% False False 113,296
100 1.0318 0.9486 0.0832 8.4% 0.0075 0.8% 47% False False 90,676
120 1.0358 0.9486 0.0872 8.8% 0.0074 0.7% 45% False False 75,582
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0162
2.618 1.0054
1.618 0.9988
1.000 0.9947
0.618 0.9922
HIGH 0.9881
0.618 0.9856
0.500 0.9848
0.382 0.9840
LOW 0.9815
0.618 0.9774
1.000 0.9749
1.618 0.9708
2.618 0.9642
4.250 0.9535
Fisher Pivots for day following 14-Mar-2014
Pivot 1 day 3 day
R1 0.9866 0.9847
PP 0.9857 0.9819
S1 0.9848 0.9791

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

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