CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 07-Feb-2014

Day Change Summary
	Previous	Current
	06-Feb-2014	07-Feb-2014	Change	Change %	Previous Week
Open	0.9859	0.9806	-0.0053	-0.5%	0.9789
High	0.9877	0.9862	-0.0015	-0.2%	0.9930
Low	0.9796	0.9758	-0.0038	-0.4%	0.9758
Close	0.9799	0.9782	-0.0017	-0.2%	0.9782
Range	0.0081	0.0104	0.0023	28.4%	0.0172
ATR	0.0083	0.0085	0.0001	1.8%	0.0000
Volume	386	196	-190	-49.2%	1,271

Daily Pivots for day following 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0113	1.0051	0.9839
R3	1.0009	0.9947	0.9811
R2	0.9905	0.9905	0.9801
R1	0.9843	0.9843	0.9792	0.9822
PP	0.9801	0.9801	0.9801	0.9790
S1	0.9739	0.9739	0.9772	0.9718
S2	0.9697	0.9697	0.9763
S3	0.9593	0.9635	0.9753
S4	0.9489	0.9531	0.9725

Weekly Pivots for week ending 07-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0339	1.0233	0.9877
R3	1.0167	1.0061	0.9829
R2	0.9995	0.9995	0.9814
R1	0.9889	0.9889	0.9798	0.9856
PP	0.9823	0.9823	0.9823	0.9807
S1	0.9717	0.9717	0.9766	0.9684
S2	0.9651	0.9651	0.9750
S3	0.9479	0.9545	0.9735
S4	0.9307	0.9373	0.9687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9930	0.9758	0.0172	1.8%	0.0103	1.0%	14%	False	True	254
10	0.9930	0.9680	0.0250	2.6%	0.0093	1.0%	41%	False	False	272
20	0.9930	0.9512	0.0418	4.3%	0.0090	0.9%	65%	False	False	221
40	0.9930	0.9495	0.0435	4.4%	0.0068	0.7%	66%	False	False	155
60	1.0078	0.9495	0.0583	6.0%	0.0055	0.6%	49%	False	False	105
80	1.0293	0.9495	0.0798	8.2%	0.0043	0.4%	36%	False	False	79
100	1.0343	0.9495	0.0848	8.7%	0.0035	0.4%	34%	False	False	64
120	1.0343	0.9495	0.0848	8.7%	0.0030	0.3%	34%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0017
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.0304
2.618	1.0134
1.618	1.0030
1.000	0.9966
0.618	0.9926
HIGH	0.9862
0.618	0.9822
0.500	0.9810
0.382	0.9798
LOW	0.9758
0.618	0.9694
1.000	0.9654
1.618	0.9590
2.618	0.9486
4.250	0.9316

Fisher Pivots for day following 07-Feb-2014
Pivot	1 day	3 day
R1	0.9810	0.9842
PP	0.9801	0.9822
S1	0.9791	0.9802

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