CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 15-Jan-2014

Day Change Summary
	Previous	Current
	14-Jan-2014	15-Jan-2014	Change	Change %	Previous Week
Open	0.9705	0.9604	-0.0101	-1.0%	0.9558
High	0.9705	0.9604	-0.0101	-1.0%	0.9638
Low	0.9599	0.9565	-0.0034	-0.4%	0.9512
Close	0.9605	0.9569	-0.0036	-0.4%	0.9620
Range	0.0106	0.0039	-0.0067	-63.2%	0.0126
ATR	0.0065	0.0063	-0.0002	-2.8%	0.0000
Volume	194	124	-70	-36.1%	600

Daily Pivots for day following 15-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9696	0.9672	0.9590
R3	0.9657	0.9633	0.9580
R2	0.9618	0.9618	0.9576
R1	0.9594	0.9594	0.9573	0.9587
PP	0.9579	0.9579	0.9579	0.9576
S1	0.9555	0.9555	0.9565	0.9548
S2	0.9540	0.9540	0.9562
S3	0.9501	0.9516	0.9558
S4	0.9462	0.9477	0.9548

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%	26%	False	False	165
10	0.9730	0.9504	0.0226	2.4%	0.0067	0.7%	29%	False	False	134
20	0.9770	0.9495	0.0275	2.9%	0.0054	0.6%	27%	False	False	112
40	1.0050	0.9495	0.0555	5.8%	0.0046	0.5%	13%	False	False	63
60	1.0293	0.9495	0.0798	8.3%	0.0033	0.3%	9%	False	False	42
80	1.0343	0.9495	0.0848	8.9%	0.0026	0.3%	9%	False	False	33
100	1.0343	0.9495	0.0848	8.9%	0.0022	0.2%	9%	False	False	28

Crabel Price Patterns
NR	True
NR4	True
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9770
2.618	0.9706
1.618	0.9667
1.000	0.9643
0.618	0.9628
HIGH	0.9604
0.618	0.9589
0.500	0.9585
0.382	0.9580
LOW	0.9565
0.618	0.9541
1.000	0.9526
1.618	0.9502
2.618	0.9463
4.250	0.9399

Fisher Pivots for day following 15-Jan-2014
Pivot	1 day	3 day
R1	0.9585	0.9648
PP	0.9579	0.9621
S1	0.9574	0.9595

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