CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 0.9688 0.9715 0.0027 0.3% 0.9853
High 0.9728 0.9756 0.0028 0.3% 0.9889
Low 0.9673 0.9704 0.0031 0.3% 0.9641
Close 0.9722 0.9743 0.0021 0.2% 0.9685
Range 0.0055 0.0052 -0.0003 -5.5% 0.0248
ATR 0.0072 0.0070 -0.0001 -2.0% 0.0000
Volume 47,185 90,332 43,147 91.4% 31,063
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9890 0.9869 0.9772
R3 0.9838 0.9817 0.9757
R2 0.9786 0.9786 0.9753
R1 0.9765 0.9765 0.9748 0.9776
PP 0.9734 0.9734 0.9734 0.9740
S1 0.9713 0.9713 0.9738 0.9724
S2 0.9682 0.9682 0.9733
S3 0.9630 0.9661 0.9729
S4 0.9578 0.9609 0.9714
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 0.9779 0.9641 0.0138 1.4% 0.0072 0.7% 74% False False 36,671
10 0.9889 0.9641 0.0248 2.5% 0.0068 0.7% 41% False False 19,767
20 0.9889 0.9641 0.0248 2.5% 0.0068 0.7% 41% False False 10,204
40 0.9930 0.9548 0.0382 3.9% 0.0077 0.8% 51% False False 5,224
60 0.9930 0.9495 0.0435 4.5% 0.0068 0.7% 57% False False 3,516
80 1.0050 0.9495 0.0555 5.7% 0.0060 0.6% 45% False False 2,639
100 1.0293 0.9495 0.0798 8.2% 0.0049 0.5% 31% False False 2,112
120 1.0343 0.9495 0.0848 8.7% 0.0042 0.4% 29% False False 1,761
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9977
2.618 0.9892
1.618 0.9840
1.000 0.9808
0.618 0.9788
HIGH 0.9756
0.618 0.9736
0.500 0.9730
0.382 0.9724
LOW 0.9704
0.618 0.9672
1.000 0.9652
1.618 0.9620
2.618 0.9568
4.250 0.9483
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 0.9739 0.9734
PP 0.9734 0.9724
S1 0.9730 0.9715

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

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