CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 0.9562 0.9547 -0.0015 -0.2% 0.9495
High 0.9562 0.9563 0.0001 0.0% 0.9612
Low 0.9522 0.9533 0.0011 0.1% 0.9495
Close 0.9549 0.9554 0.0005 0.1% 0.9563
Range 0.0040 0.0030 -0.0010 -25.0% 0.0117
ATR 0.0053 0.0052 -0.0002 -3.1% 0.0000
Volume 50 188 138 276.0% 314
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9640 0.9627 0.9571
R3 0.9610 0.9597 0.9562
R2 0.9580 0.9580 0.9560
R1 0.9567 0.9567 0.9557 0.9574
PP 0.9550 0.9550 0.9550 0.9553
S1 0.9537 0.9537 0.9551 0.9544
S2 0.9520 0.9520 0.9549
S3 0.9490 0.9507 0.9546
S4 0.9460 0.9477 0.9538
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 0.9522 0.0109 1.1% 0.0052 0.5% 29% False False 128
10 0.9631 0.9495 0.0136 1.4% 0.0044 0.5% 43% False False 82
20 0.9788 0.9495 0.0293 3.1% 0.0046 0.5% 20% False False 89
40 1.0078 0.9495 0.0583 6.1% 0.0038 0.4% 10% False False 47
60 1.0293 0.9495 0.0798 8.4% 0.0027 0.3% 7% False False 32
80 1.0343 0.9495 0.0848 8.9% 0.0022 0.2% 7% False False 25
100 1.0343 0.9495 0.0848 8.9% 0.0018 0.2% 7% False False 22
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 0.0005
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9691
2.618 0.9642
1.618 0.9612
1.000 0.9593
0.618 0.9582
HIGH 0.9563
0.618 0.9552
0.500 0.9548
0.382 0.9544
LOW 0.9533
0.618 0.9514
1.000 0.9503
1.618 0.9484
2.618 0.9454
4.250 0.9406
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 0.9552 0.9564
PP 0.9550 0.9561
S1 0.9548 0.9557

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

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