CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 0.9821 0.9784 -0.0037 -0.4% 0.9681
High 0.9826 0.9821 -0.0005 -0.1% 0.9873
Low 0.9772 0.9762 -0.0010 -0.1% 0.9675
Close 0.9782 0.9769 -0.0013 -0.1% 0.9848
Range 0.0054 0.0059 0.0005 9.3% 0.0198
ATR 0.0065 0.0065 0.0000 -0.7% 0.0000
Volume 95,837 91,327 -4,510 -4.7% 710,583
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9961 0.9924 0.9801
R3 0.9902 0.9865 0.9785
R2 0.9843 0.9843 0.9780
R1 0.9806 0.9806 0.9774 0.9795
PP 0.9784 0.9784 0.9784 0.9779
S1 0.9747 0.9747 0.9764 0.9736
S2 0.9725 0.9725 0.9758
S3 0.9666 0.9688 0.9753
S4 0.9607 0.9629 0.9737
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0393 1.0318 0.9957
R3 1.0195 1.0120 0.9902
R2 0.9997 0.9997 0.9884
R1 0.9922 0.9922 0.9866 0.9960
PP 0.9799 0.9799 0.9799 0.9817
S1 0.9724 0.9724 0.9830 0.9762
S2 0.9601 0.9601 0.9812
S3 0.9403 0.9526 0.9794
S4 0.9205 0.9328 0.9739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9873 0.9762 0.0111 1.1% 0.0055 0.6% 6% False True 108,813
10 0.9873 0.9600 0.0273 2.8% 0.0068 0.7% 62% False False 126,933
20 0.9873 0.9598 0.0275 2.8% 0.0062 0.6% 62% False False 119,455
40 0.9889 0.9598 0.0291 3.0% 0.0066 0.7% 59% False False 85,134
60 0.9930 0.9548 0.0382 3.9% 0.0074 0.8% 58% False False 56,889
80 0.9930 0.9495 0.0435 4.5% 0.0068 0.7% 63% False False 42,691
100 0.9930 0.9495 0.0435 4.5% 0.0064 0.7% 63% False False 34,162
120 1.0289 0.9495 0.0794 8.1% 0.0055 0.6% 35% False False 28,469
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0072
2.618 0.9975
1.618 0.9916
1.000 0.9880
0.618 0.9857
HIGH 0.9821
0.618 0.9798
0.500 0.9792
0.382 0.9785
LOW 0.9762
0.618 0.9726
1.000 0.9703
1.618 0.9667
2.618 0.9608
4.250 0.9511
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 0.9792 0.9809
PP 0.9784 0.9796
S1 0.9777 0.9782

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

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