CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 03-Mar-2014

Day Change Summary
	Previous	Current
	28-Feb-2014	03-Mar-2014	Change	Change %	Previous Week
Open	0.9793	0.9853	0.0060	0.6%	0.9758
High	0.9851	0.9889	0.0038	0.4%	0.9851
Low	0.9780	0.9830	0.0050	0.5%	0.9746
Close	0.9830	0.9864	0.0034	0.3%	0.9830
Range	0.0071	0.0059	-0.0012	-16.9%	0.0105
ATR	0.0073	0.0072	-0.0001	-1.4%	0.0000
Volume	3,297	1,948	-1,349	-40.9%	7,178

Daily Pivots for day following 03-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0038	1.0010	0.9896
R3	0.9979	0.9951	0.9880
R2	0.9920	0.9920	0.9875
R1	0.9892	0.9892	0.9869	0.9906
PP	0.9861	0.9861	0.9861	0.9868
S1	0.9833	0.9833	0.9859	0.9847
S2	0.9802	0.9802	0.9853
S3	0.9743	0.9774	0.9848
S4	0.9684	0.9715	0.9832

Weekly Pivots for week ending 28-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0124	1.0082	0.9888
R3	1.0019	0.9977	0.9859
R2	0.9914	0.9914	0.9849
R1	0.9872	0.9872	0.9840	0.9893
PP	0.9809	0.9809	0.9809	0.9820
S1	0.9767	0.9767	0.9820	0.9788
S2	0.9704	0.9704	0.9811
S3	0.9599	0.9662	0.9801
S4	0.9494	0.9557	0.9772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9889	0.9750	0.0139	1.4%	0.0065	0.7%	82%	True	False	1,758
10	0.9889	0.9731	0.0158	1.6%	0.0068	0.7%	84%	True	False	1,231
20	0.9930	0.9731	0.0199	2.0%	0.0075	0.8%	67%	False	False	798
40	0.9930	0.9512	0.0418	4.2%	0.0076	0.8%	84%	False	False	494
60	0.9930	0.9495	0.0435	4.4%	0.0066	0.7%	85%	False	False	349
80	1.0232	0.9495	0.0737	7.5%	0.0055	0.6%	50%	False	False	262
100	1.0336	0.9495	0.0841	8.5%	0.0045	0.5%	44%	False	False	210
120	1.0343	0.9495	0.0848	8.6%	0.0038	0.4%	44%	False	False	176

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0140
2.618	1.0043
1.618	0.9984
1.000	0.9948
0.618	0.9925
HIGH	0.9889
0.618	0.9866
0.500	0.9860
0.382	0.9853
LOW	0.9830
0.618	0.9794
1.000	0.9771
1.618	0.9735
2.618	0.9676
4.250	0.9579

Fisher Pivots for day following 03-Mar-2014
Pivot	1 day	3 day
R1	0.9863	0.9852
PP	0.9861	0.9839
S1	0.9860	0.9827

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