CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 0.9547 0.9545 -0.0002 0.0% 0.9558
High 0.9563 0.9638 0.0075 0.8% 0.9638
Low 0.9533 0.9512 -0.0021 -0.2% 0.9512
Close 0.9554 0.9620 0.0066 0.7% 0.9620
Range 0.0030 0.0126 0.0096 320.0% 0.0126
ATR 0.0052 0.0057 0.0005 10.3% 0.0000
Volume 188 112 -76 -40.4% 600
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9968 0.9920 0.9689
R3 0.9842 0.9794 0.9655
R2 0.9716 0.9716 0.9643
R1 0.9668 0.9668 0.9632 0.9692
PP 0.9590 0.9590 0.9590 0.9602
S1 0.9542 0.9542 0.9608 0.9566
S2 0.9464 0.9464 0.9597
S3 0.9338 0.9416 0.9585
S4 0.9212 0.9290 0.9551
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9968 0.9920 0.9689
R3 0.9842 0.9794 0.9655
R2 0.9716 0.9716 0.9643
R1 0.9668 0.9668 0.9632 0.9692
PP 0.9590 0.9590 0.9590 0.9602
S1 0.9542 0.9542 0.9608 0.9566
S2 0.9464 0.9464 0.9597
S3 0.9338 0.9416 0.9585
S4 0.9212 0.9290 0.9551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9638 0.9512 0.0126 1.3% 0.0063 0.7% 86% True True 120
10 0.9638 0.9495 0.0143 1.5% 0.0056 0.6% 87% True False 91
20 0.9770 0.9495 0.0275 2.9% 0.0050 0.5% 45% False False 91
40 1.0078 0.9495 0.0583 6.1% 0.0041 0.4% 21% False False 50
60 1.0293 0.9495 0.0798 8.3% 0.0029 0.3% 16% False False 34
80 1.0343 0.9495 0.0848 8.8% 0.0023 0.2% 15% False False 26
100 1.0343 0.9495 0.0848 8.8% 0.0020 0.2% 15% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0174
2.618 0.9968
1.618 0.9842
1.000 0.9764
0.618 0.9716
HIGH 0.9638
0.618 0.9590
0.500 0.9575
0.382 0.9560
LOW 0.9512
0.618 0.9434
1.000 0.9386
1.618 0.9308
2.618 0.9182
4.250 0.8977
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 0.9605 0.9605
PP 0.9590 0.9590
S1 0.9575 0.9575

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

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