CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 10-Feb-2014
Day Change Summary
Previous Current
07-Feb-2014 10-Feb-2014 Change Change % Previous Week
Open 0.9806 0.9752 -0.0054 -0.6% 0.9789
High 0.9862 0.9805 -0.0057 -0.6% 0.9930
Low 0.9758 0.9750 -0.0008 -0.1% 0.9758
Close 0.9782 0.9791 0.0009 0.1% 0.9782
Range 0.0104 0.0055 -0.0049 -47.1% 0.0172
ATR 0.0085 0.0083 -0.0002 -2.5% 0.0000
Volume 196 636 440 224.5% 1,271
Daily Pivots for day following 10-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9947 0.9924 0.9821
R3 0.9892 0.9869 0.9806
R2 0.9837 0.9837 0.9801
R1 0.9814 0.9814 0.9796 0.9826
PP 0.9782 0.9782 0.9782 0.9788
S1 0.9759 0.9759 0.9786 0.9771
S2 0.9727 0.9727 0.9781
S3 0.9672 0.9704 0.9776
S4 0.9617 0.9649 0.9761
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 0.9750 0.0180 1.8% 0.0084 0.9% 23% False True 357
10 0.9930 0.9680 0.0250 2.6% 0.0091 0.9% 44% False False 269
20 0.9930 0.9548 0.0382 3.9% 0.0086 0.9% 64% False False 247
40 0.9930 0.9495 0.0435 4.4% 0.0068 0.7% 68% False False 169
60 1.0078 0.9495 0.0583 6.0% 0.0056 0.6% 51% False False 115
80 1.0293 0.9495 0.0798 8.2% 0.0044 0.4% 37% False False 87
100 1.0343 0.9495 0.0848 8.7% 0.0036 0.4% 35% False False 71
120 1.0343 0.9495 0.0848 8.7% 0.0031 0.3% 35% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.0039
2.618 0.9949
1.618 0.9894
1.000 0.9860
0.618 0.9839
HIGH 0.9805
0.618 0.9784
0.500 0.9778
0.382 0.9771
LOW 0.9750
0.618 0.9716
1.000 0.9695
1.618 0.9661
2.618 0.9606
4.250 0.9516
Fisher Pivots for day following 10-Feb-2014
Pivot 1 day 3 day
R1 0.9787 0.9814
PP 0.9782 0.9806
S1 0.9778 0.9799

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

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