CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	0.9650	0.9705	0.0055	0.6%	0.9558
High	0.9730	0.9705	-0.0025	-0.3%	0.9638
Low	0.9650	0.9599	-0.0051	-0.5%	0.9512
Close	0.9724	0.9605	-0.0119	-1.2%	0.9620
Range	0.0080	0.0106	0.0026	32.5%	0.0126
ATR	0.0061	0.0065	0.0005	7.6%	0.0000
Volume	211	194	-17	-8.1%	600

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9954	0.9886	0.9663
R3	0.9848	0.9780	0.9634
R2	0.9742	0.9742	0.9624
R1	0.9674	0.9674	0.9615	0.9655
PP	0.9636	0.9636	0.9636	0.9627
S1	0.9568	0.9568	0.9595	0.9549
S2	0.9530	0.9530	0.9586
S3	0.9424	0.9462	0.9576
S4	0.9318	0.9356	0.9547

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	0.9730	0.9512	0.0218	2.3%	0.0076	0.8%	43%	False	False	151
10	0.9730	0.9504	0.0226	2.4%	0.0067	0.7%	45%	False	False	126
20	0.9770	0.9495	0.0275	2.9%	0.0053	0.6%	40%	False	False	106
40	1.0050	0.9495	0.0555	5.8%	0.0046	0.5%	20%	False	False	60
60	1.0293	0.9495	0.0798	8.3%	0.0033	0.3%	14%	False	False	40
80	1.0343	0.9495	0.0848	8.8%	0.0025	0.3%	13%	False	False	31
100	1.0343	0.9495	0.0848	8.8%	0.0022	0.2%	13%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0156
2.618	0.9983
1.618	0.9877
1.000	0.9811
0.618	0.9771
HIGH	0.9705
0.618	0.9665
0.500	0.9652
0.382	0.9639
LOW	0.9599
0.618	0.9533
1.000	0.9493
1.618	0.9427
2.618	0.9321
4.250	0.9149

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	0.9652	0.9621
PP	0.9636	0.9616
S1	0.9621	0.9610

Download as Excel Spreadsheet

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

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