CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 0.9821 0.9791 -0.0030 -0.3% 0.9783
High 0.9824 0.9800 -0.0024 -0.2% 0.9861
Low 0.9788 0.9771 -0.0017 -0.2% 0.9782
Close 0.9790 0.9777 -0.0013 -0.1% 0.9826
Range 0.0036 0.0029 -0.0007 -19.4% 0.0079
ATR 0.0054 0.0052 -0.0002 -3.3% 0.0000
Volume 81,025 93,645 12,620 15.6% 517,364
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 0.9870 0.9852 0.9793
R3 0.9841 0.9823 0.9785
R2 0.9812 0.9812 0.9782
R1 0.9794 0.9794 0.9780 0.9789
PP 0.9783 0.9783 0.9783 0.9780
S1 0.9765 0.9765 0.9774 0.9760
S2 0.9754 0.9754 0.9772
S3 0.9725 0.9736 0.9769
S4 0.9696 0.9707 0.9761
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.0060 1.0022 0.9869
R3 0.9981 0.9943 0.9848
R2 0.9902 0.9902 0.9840
R1 0.9864 0.9864 0.9833 0.9883
PP 0.9823 0.9823 0.9823 0.9833
S1 0.9785 0.9785 0.9819 0.9804
S2 0.9744 0.9744 0.9812
S3 0.9665 0.9706 0.9804
S4 0.9586 0.9627 0.9783
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9861 0.9771 0.0090 0.9% 0.0041 0.4% 7% False True 102,837
10 0.9861 0.9687 0.0174 1.8% 0.0050 0.5% 52% False False 105,845
20 0.9861 0.9687 0.0174 1.8% 0.0049 0.5% 52% False False 100,483
40 0.9881 0.9598 0.0283 2.9% 0.0057 0.6% 63% False False 111,581
60 0.9889 0.9598 0.0291 3.0% 0.0062 0.6% 62% False False 84,904
80 0.9930 0.9548 0.0382 3.9% 0.0068 0.7% 60% False False 63,754
100 0.9930 0.9495 0.0435 4.4% 0.0065 0.7% 65% False False 51,023
120 1.0050 0.9495 0.0555 5.7% 0.0061 0.6% 51% False False 42,524
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9923
2.618 0.9876
1.618 0.9847
1.000 0.9829
0.618 0.9818
HIGH 0.9800
0.618 0.9789
0.500 0.9786
0.382 0.9782
LOW 0.9771
0.618 0.9753
1.000 0.9742
1.618 0.9724
2.618 0.9695
4.250 0.9648
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 0.9786 0.9814
PP 0.9783 0.9801
S1 0.9780 0.9789

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

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