CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 10-Mar-2014
Day Change Summary
Previous Current
07-Mar-2014 10-Mar-2014 Change Change % Previous Week
Open 0.9704 0.9699 -0.0005 -0.1% 0.9853
High 0.9729 0.9719 -0.0010 -0.1% 0.9889
Low 0.9641 0.9676 0.0035 0.4% 0.9641
Close 0.9685 0.9695 0.0010 0.1% 0.9685
Range 0.0088 0.0043 -0.0045 -51.1% 0.0248
ATR 0.0075 0.0073 -0.0002 -3.1% 0.0000
Volume 7,646 23,546 15,900 208.0% 31,063
Daily Pivots for day following 10-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9826 0.9803 0.9719
R3 0.9783 0.9760 0.9707
R2 0.9740 0.9740 0.9703
R1 0.9717 0.9717 0.9699 0.9707
PP 0.9697 0.9697 0.9697 0.9692
S1 0.9674 0.9674 0.9691 0.9664
S2 0.9654 0.9654 0.9687
S3 0.9611 0.9631 0.9683
S4 0.9568 0.9588 0.9671
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0482 1.0332 0.9821
R3 1.0234 1.0084 0.9753
R2 0.9986 0.9986 0.9730
R1 0.9836 0.9836 0.9708 0.9787
PP 0.9738 0.9738 0.9738 0.9714
S1 0.9588 0.9588 0.9662 0.9539
S2 0.9490 0.9490 0.9640
S3 0.9242 0.9340 0.9617
S4 0.8994 0.9092 0.9549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9641 0.0224 2.3% 0.0075 0.8% 24% False False 10,532
10 0.9889 0.9641 0.0248 2.6% 0.0070 0.7% 22% False False 6,145
20 0.9889 0.9641 0.0248 2.6% 0.0068 0.7% 22% False False 3,367
40 0.9930 0.9512 0.0418 4.3% 0.0079 0.8% 44% False False 1,794
60 0.9930 0.9495 0.0435 4.5% 0.0068 0.7% 46% False False 1,226
80 1.0078 0.9495 0.0583 6.0% 0.0059 0.6% 34% False False 921
100 1.0293 0.9495 0.0798 8.2% 0.0048 0.5% 25% False False 737
120 1.0343 0.9495 0.0848 8.7% 0.0041 0.4% 24% False False 615
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9902
2.618 0.9832
1.618 0.9789
1.000 0.9762
0.618 0.9746
HIGH 0.9719
0.618 0.9703
0.500 0.9698
0.382 0.9692
LOW 0.9676
0.618 0.9649
1.000 0.9633
1.618 0.9606
2.618 0.9563
4.250 0.9493
Fisher Pivots for day following 10-Mar-2014
Pivot 1 day 3 day
R1 0.9698 0.9710
PP 0.9697 0.9705
S1 0.9696 0.9700

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

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