CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 07-Apr-2014

Day Change Summary
	Previous	Current
	04-Apr-2014	07-Apr-2014	Change	Change %	Previous Week
Open	0.9625	0.9681	0.0056	0.6%	0.9725
High	0.9694	0.9713	0.0019	0.2%	0.9732
Low	0.9600	0.9675	0.0075	0.8%	0.9598
Close	0.9689	0.9700	0.0011	0.1%	0.9689
Range	0.0094	0.0038	-0.0056	-59.6%	0.0134
ATR	0.0066	0.0064	-0.0002	-3.0%	0.0000
Volume	141,110	100,584	-40,526	-28.7%	577,391

Daily Pivots for day following 07-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9810	0.9793	0.9721
R3	0.9772	0.9755	0.9710
R2	0.9734	0.9734	0.9707
R1	0.9717	0.9717	0.9703	0.9726
PP	0.9696	0.9696	0.9696	0.9700
S1	0.9679	0.9679	0.9697	0.9688
S2	0.9658	0.9658	0.9693
S3	0.9620	0.9641	0.9690
S4	0.9582	0.9603	0.9679

Weekly Pivots for week ending 04-Apr-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0075	1.0016	0.9763
R3	0.9941	0.9882	0.9726
R2	0.9807	0.9807	0.9714
R1	0.9748	0.9748	0.9701	0.9711
PP	0.9673	0.9673	0.9673	0.9654
S1	0.9614	0.9614	0.9677	0.9577
S2	0.9539	0.9539	0.9664
S3	0.9405	0.9480	0.9652
S4	0.9271	0.9346	0.9615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9713	0.9598	0.0115	1.2%	0.0054	0.6%	89%	True	False	109,043
10	0.9836	0.9598	0.0238	2.5%	0.0060	0.6%	43%	False	False	116,385
20	0.9886	0.9598	0.0288	3.0%	0.0064	0.7%	35%	False	False	115,747
40	0.9889	0.9598	0.0291	3.0%	0.0066	0.7%	35%	False	False	59,557
60	0.9930	0.9512	0.0418	4.3%	0.0074	0.8%	45%	False	False	39,778
80	0.9930	0.9495	0.0435	4.5%	0.0067	0.7%	47%	False	False	29,856
100	1.0078	0.9495	0.0583	6.0%	0.0060	0.6%	35%	False	False	23,886
120	1.0293	0.9495	0.0798	8.2%	0.0051	0.5%	26%	False	False	19,905

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9875
2.618	0.9812
1.618	0.9774
1.000	0.9751
0.618	0.9736
HIGH	0.9713
0.618	0.9698
0.500	0.9694
0.382	0.9690
LOW	0.9675
0.618	0.9652
1.000	0.9637
1.618	0.9614
2.618	0.9576
4.250	0.9514

Fisher Pivots for day following 07-Apr-2014
Pivot	1 day	3 day
R1	0.9698	0.9685
PP	0.9696	0.9670
S1	0.9694	0.9656

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