CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 12-Feb-2014
Day Change Summary
Previous Current
11-Feb-2014 12-Feb-2014 Change Change % Previous Week
Open 0.9788 0.9756 -0.0032 -0.3% 0.9789
High 0.9800 0.9788 -0.0012 -0.1% 0.9930
Low 0.9744 0.9749 0.0005 0.1% 0.9758
Close 0.9749 0.9765 0.0016 0.2% 0.9782
Range 0.0056 0.0039 -0.0017 -30.4% 0.0172
ATR 0.0081 0.0078 -0.0003 -3.7% 0.0000
Volume 157 826 669 426.1% 1,271
Daily Pivots for day following 12-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9884 0.9864 0.9786
R3 0.9845 0.9825 0.9776
R2 0.9806 0.9806 0.9772
R1 0.9786 0.9786 0.9769 0.9796
PP 0.9767 0.9767 0.9767 0.9773
S1 0.9747 0.9747 0.9761 0.9757
S2 0.9728 0.9728 0.9758
S3 0.9689 0.9708 0.9754
S4 0.9650 0.9669 0.9744
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 0.9877 0.9744 0.0133 1.4% 0.0067 0.7% 16% False False 440
10 0.9930 0.9730 0.0200 2.0% 0.0080 0.8% 18% False False 331
20 0.9930 0.9548 0.0382 3.9% 0.0082 0.8% 57% False False 276
40 0.9930 0.9495 0.0435 4.5% 0.0068 0.7% 62% False False 191
60 1.0050 0.9495 0.0555 5.7% 0.0058 0.6% 49% False False 132
80 1.0293 0.9495 0.0798 8.2% 0.0045 0.5% 34% False False 99
100 1.0343 0.9495 0.0848 8.7% 0.0037 0.4% 32% False False 80
120 1.0343 0.9495 0.0848 8.7% 0.0032 0.3% 32% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9954
2.618 0.9890
1.618 0.9851
1.000 0.9827
0.618 0.9812
HIGH 0.9788
0.618 0.9773
0.500 0.9769
0.382 0.9764
LOW 0.9749
0.618 0.9725
1.000 0.9710
1.618 0.9686
2.618 0.9647
4.250 0.9583
Fisher Pivots for day following 12-Feb-2014
Pivot 1 day 3 day
R1 0.9769 0.9775
PP 0.9767 0.9771
S1 0.9766 0.9768

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

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