CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 0.9547 0.9558 0.0011 0.1% 0.9495
High 0.9612 0.9631 0.0019 0.2% 0.9612
Low 0.9544 0.9551 0.0007 0.1% 0.9495
Close 0.9563 0.9599 0.0036 0.4% 0.9563
Range 0.0068 0.0080 0.0012 17.6% 0.0117
ATR 0.0052 0.0054 0.0002 3.8% 0.0000
Volume 156 148 -8 -5.1% 314
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9834 0.9796 0.9643
R3 0.9754 0.9716 0.9621
R2 0.9674 0.9674 0.9614
R1 0.9636 0.9636 0.9606 0.9655
PP 0.9594 0.9594 0.9594 0.9603
S1 0.9556 0.9556 0.9592 0.9575
S2 0.9514 0.9514 0.9584
S3 0.9434 0.9476 0.9577
S4 0.9354 0.9396 0.9555
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9908 0.9852 0.9627
R3 0.9791 0.9735 0.9595
R2 0.9674 0.9674 0.9584
R1 0.9618 0.9618 0.9574 0.9646
PP 0.9557 0.9557 0.9557 0.9571
S1 0.9501 0.9501 0.9552 0.9529
S2 0.9440 0.9440 0.9542
S3 0.9323 0.9384 0.9531
S4 0.9206 0.9267 0.9499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9631 0.9495 0.0136 1.4% 0.0056 0.6% 76% True False 92
10 0.9631 0.9495 0.0136 1.4% 0.0041 0.4% 76% True False 77
20 0.9828 0.9495 0.0333 3.5% 0.0049 0.5% 31% False False 73
40 1.0232 0.9495 0.0737 7.7% 0.0038 0.4% 14% False False 39
60 1.0293 0.9495 0.0798 8.3% 0.0026 0.3% 13% False False 27
80 1.0343 0.9495 0.0848 8.8% 0.0020 0.2% 12% False False 21
100 1.0343 0.9495 0.0848 8.8% 0.0017 0.2% 12% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9971
2.618 0.9840
1.618 0.9760
1.000 0.9711
0.618 0.9680
HIGH 0.9631
0.618 0.9600
0.500 0.9591
0.382 0.9582
LOW 0.9551
0.618 0.9502
1.000 0.9471
1.618 0.9422
2.618 0.9342
4.250 0.9211
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 0.9596 0.9589
PP 0.9594 0.9578
S1 0.9591 0.9568

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

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