CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 23-Jan-2014

Day Change Summary
	Previous	Current
	22-Jan-2014	23-Jan-2014	Change	Change %	Previous Week
Open	0.9593	0.9574	-0.0019	-0.2%	0.9650
High	0.9624	0.9715	0.0091	0.9%	0.9730
Low	0.9575	0.9548	-0.0027	-0.3%	0.9551
Close	0.9586	0.9700	0.0114	1.2%	0.9594
Range	0.0049	0.0167	0.0118	240.8%	0.0179
ATR	0.0060	0.0068	0.0008	12.8%	0.0000
Volume	141	113	-28	-19.9%	714

Daily Pivots for day following 23-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0155	1.0095	0.9792
R3	0.9988	0.9928	0.9746
R2	0.9821	0.9821	0.9731
R1	0.9761	0.9761	0.9715	0.9791
PP	0.9654	0.9654	0.9654	0.9670
S1	0.9594	0.9594	0.9685	0.9624
S2	0.9487	0.9487	0.9669
S3	0.9320	0.9427	0.9654
S4	0.9153	0.9260	0.9608

Weekly Pivots for week ending 17-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0162	1.0057	0.9692
R3	0.9983	0.9878	0.9643
R2	0.9804	0.9804	0.9627
R1	0.9699	0.9699	0.9610	0.9662
PP	0.9625	0.9625	0.9625	0.9607
S1	0.9520	0.9520	0.9578	0.9483
S2	0.9446	0.9446	0.9561
S3	0.9267	0.9341	0.9545
S4	0.9088	0.9162	0.9496

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9715	0.9548	0.0167	1.7%	0.0073	0.8%	91%	True	True	97
10	0.9730	0.9512	0.0218	2.2%	0.0075	0.8%	86%	False	False	131
20	0.9730	0.9495	0.0235	2.4%	0.0058	0.6%	87%	False	False	99
40	0.9891	0.9495	0.0396	4.1%	0.0052	0.5%	52%	False	False	75
60	1.0255	0.9495	0.0760	7.8%	0.0039	0.4%	27%	False	False	50
80	1.0343	0.9495	0.0848	8.7%	0.0031	0.3%	24%	False	False	39
100	1.0343	0.9495	0.0848	8.7%	0.0025	0.3%	24%	False	False	32
120	1.0410	0.9495	0.0915	9.4%	0.0021	0.2%	22%	False	False	29

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	0.0015
Widest range in 125 trading days

Fibonacci Retracements and Extensions
4.250	1.0425
2.618	1.0152
1.618	0.9985
1.000	0.9882
0.618	0.9818
HIGH	0.9715
0.618	0.9651
0.500	0.9632
0.382	0.9612
LOW	0.9548
0.618	0.9445
1.000	0.9381
1.618	0.9278
2.618	0.9111
4.250	0.8838

Fisher Pivots for day following 23-Jan-2014
Pivot	1 day	3 day
R1	0.9677	0.9677
PP	0.9654	0.9654
S1	0.9632	0.9632

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