CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 0.9684 0.9805 0.0121 1.2% 0.9597
High 0.9812 0.9817 0.0005 0.1% 0.9812
Low 0.9662 0.9737 0.0075 0.8% 0.9548
Close 0.9782 0.9738 -0.0044 -0.4% 0.9782
Range 0.0150 0.0080 -0.0070 -46.7% 0.0264
ATR 0.0073 0.0074 0.0000 0.6% 0.0000
Volume 574 664 90 15.7% 874
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0004 0.9951 0.9782
R3 0.9924 0.9871 0.9760
R2 0.9844 0.9844 0.9753
R1 0.9791 0.9791 0.9745 0.9778
PP 0.9764 0.9764 0.9764 0.9757
S1 0.9711 0.9711 0.9731 0.9698
S2 0.9684 0.9684 0.9723
S3 0.9604 0.9631 0.9716
S4 0.9524 0.9551 0.9694
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 1.0506 1.0408 0.9927
R3 1.0242 1.0144 0.9855
R2 0.9978 0.9978 0.9830
R1 0.9880 0.9880 0.9806 0.9929
PP 0.9714 0.9714 0.9714 0.9739
S1 0.9616 0.9616 0.9758 0.9665
S2 0.9450 0.9450 0.9734
S3 0.9186 0.9352 0.9709
S4 0.8922 0.9088 0.9637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9817 0.9548 0.0269 2.8% 0.0104 1.1% 71% True False 307
10 0.9817 0.9548 0.0269 2.8% 0.0082 0.8% 71% True False 225
20 0.9817 0.9495 0.0322 3.3% 0.0069 0.7% 75% True False 158
40 0.9873 0.9495 0.0378 3.9% 0.0057 0.6% 64% False False 105
60 1.0232 0.9495 0.0737 7.6% 0.0043 0.4% 33% False False 71
80 1.0343 0.9495 0.0848 8.7% 0.0033 0.3% 29% False False 54
100 1.0343 0.9495 0.0848 8.7% 0.0027 0.3% 29% False False 44
120 1.0410 0.9495 0.0915 9.4% 0.0023 0.2% 27% False False 39
Crabel Price Patterns
NR True
NR4 False
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0157
2.618 1.0026
1.618 0.9946
1.000 0.9897
0.618 0.9866
HIGH 0.9817
0.618 0.9786
0.500 0.9777
0.382 0.9768
LOW 0.9737
0.618 0.9688
1.000 0.9657
1.618 0.9608
2.618 0.9528
4.250 0.9397
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 0.9777 0.9720
PP 0.9764 0.9701
S1 0.9751 0.9683

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

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