CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 0.9601 0.9562 -0.0039 -0.4% 0.9495
High 0.9606 0.9562 -0.0044 -0.5% 0.9612
Low 0.9566 0.9522 -0.0044 -0.5% 0.9495
Close 0.9578 0.9549 -0.0029 -0.3% 0.9563
Range 0.0040 0.0040 0.0000 0.0% 0.0117
ATR 0.0053 0.0053 0.0000 0.4% 0.0000
Volume 102 50 -52 -51.0% 314
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9664 0.9647 0.9571
R3 0.9624 0.9607 0.9560
R2 0.9584 0.9584 0.9556
R1 0.9567 0.9567 0.9553 0.9556
PP 0.9544 0.9544 0.9544 0.9539
S1 0.9527 0.9527 0.9545 0.9516
S2 0.9504 0.9504 0.9542
S3 0.9464 0.9487 0.9538
S4 0.9424 0.9447 0.9527
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 0.9504 0.0127 1.3% 0.0058 0.6% 35% False False 103
10 0.9631 0.9495 0.0136 1.4% 0.0042 0.4% 40% False False 66
20 0.9788 0.9495 0.0293 3.1% 0.0048 0.5% 18% False False 80
40 1.0103 0.9495 0.0608 6.4% 0.0038 0.4% 9% False False 42
60 1.0293 0.9495 0.0798 8.4% 0.0027 0.3% 7% False False 29
80 1.0343 0.9495 0.0848 8.9% 0.0021 0.2% 6% False False 23
100 1.0343 0.9495 0.0848 8.9% 0.0018 0.2% 6% False False 20
Crabel Price Patterns
NR False
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 0.0004
Fibonacci Retracements and Extensions
4.250 0.9732
2.618 0.9667
1.618 0.9627
1.000 0.9602
0.618 0.9587
HIGH 0.9562
0.618 0.9547
0.500 0.9542
0.382 0.9537
LOW 0.9522
0.618 0.9497
1.000 0.9482
1.618 0.9457
2.618 0.9417
4.250 0.9352
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 0.9547 0.9577
PP 0.9544 0.9567
S1 0.9542 0.9558

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

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