CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 0.9780 0.9820 0.0040 0.4% 0.9783
High 0.9833 0.9875 0.0042 0.4% 0.9861
Low 0.9777 0.9794 0.0017 0.2% 0.9782
Close 0.9827 0.9851 0.0024 0.2% 0.9826
Range 0.0056 0.0081 0.0025 44.6% 0.0079
ATR 0.0053 0.0055 0.0002 3.8% 0.0000
Volume 102,270 186,881 84,611 82.7% 517,364
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 1.0083 1.0048 0.9896
R3 1.0002 0.9967 0.9873
R2 0.9921 0.9921 0.9866
R1 0.9886 0.9886 0.9858 0.9904
PP 0.9840 0.9840 0.9840 0.9849
S1 0.9805 0.9805 0.9844 0.9823
S2 0.9759 0.9759 0.9836
S3 0.9678 0.9724 0.9829
S4 0.9597 0.9643 0.9806
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 0.9875 0.9771 0.0104 1.1% 0.0048 0.5% 77% True False 109,198
10 0.9875 0.9687 0.0188 1.9% 0.0055 0.6% 87% True False 116,034
20 0.9875 0.9687 0.0188 1.9% 0.0051 0.5% 87% True False 103,360
40 0.9875 0.9598 0.0277 2.8% 0.0056 0.6% 91% True False 111,943
60 0.9889 0.9598 0.0291 3.0% 0.0061 0.6% 87% False False 89,696
80 0.9930 0.9548 0.0382 3.9% 0.0068 0.7% 79% False False 67,367
100 0.9930 0.9495 0.0435 4.4% 0.0065 0.7% 82% False False 53,913
120 0.9977 0.9495 0.0482 4.9% 0.0062 0.6% 74% False False 44,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0219
2.618 1.0087
1.618 1.0006
1.000 0.9956
0.618 0.9925
HIGH 0.9875
0.618 0.9844
0.500 0.9835
0.382 0.9825
LOW 0.9794
0.618 0.9744
1.000 0.9713
1.618 0.9663
2.618 0.9582
4.250 0.9450
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 0.9846 0.9842
PP 0.9840 0.9832
S1 0.9835 0.9823

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

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