CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 28-May-2014

Day Change Summary
	Previous	Current
	27-May-2014	28-May-2014	Change	Change %	Previous Week
Open	0.9807	0.9804	-0.0003	0.0%	0.9854
High	0.9831	0.9840	0.0009	0.1%	0.9920
Low	0.9787	0.9801	0.0014	0.1%	0.9804
Close	0.9808	0.9819	0.0011	0.1%	0.9807
Range	0.0044	0.0039	-0.0005	-11.4%	0.0116
ATR	0.0052	0.0051	-0.0001	-1.7%	0.0000
Volume	111,680	93,324	-18,356	-16.4%	540,490

Daily Pivots for day following 28-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9937	0.9917	0.9840
R3	0.9898	0.9878	0.9830
R2	0.9859	0.9859	0.9826
R1	0.9839	0.9839	0.9823	0.9849
PP	0.9820	0.9820	0.9820	0.9825
S1	0.9800	0.9800	0.9815	0.9810
S2	0.9781	0.9781	0.9812
S3	0.9742	0.9761	0.9808
S4	0.9703	0.9722	0.9798

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0192	1.0115	0.9871
R3	1.0076	0.9999	0.9839
R2	0.9960	0.9960	0.9828
R1	0.9883	0.9883	0.9818	0.9864
PP	0.9844	0.9844	0.9844	0.9834
S1	0.9767	0.9767	0.9796	0.9748
S2	0.9728	0.9728	0.9786
S3	0.9612	0.9651	0.9775
S4	0.9496	0.9535	0.9743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9920	0.9787	0.0133	1.4%	0.0049	0.5%	24%	False	False	107,509
10	0.9920	0.9777	0.0143	1.5%	0.0050	0.5%	29%	False	False	113,506
20	0.9920	0.9687	0.0233	2.4%	0.0050	0.5%	57%	False	False	109,675
40	0.9920	0.9598	0.0322	3.3%	0.0053	0.5%	69%	False	False	109,866
60	0.9920	0.9598	0.0322	3.3%	0.0059	0.6%	69%	False	False	103,617
80	0.9930	0.9598	0.0332	3.4%	0.0063	0.6%	67%	False	False	77,912
100	0.9930	0.9512	0.0418	4.3%	0.0066	0.7%	73%	False	False	62,368
120	0.9930	0.9495	0.0435	4.4%	0.0063	0.6%	74%	False	False	51,983

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	0.0014
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	1.0006
2.618	0.9942
1.618	0.9903
1.000	0.9879
0.618	0.9864
HIGH	0.9840
0.618	0.9825
0.500	0.9821
0.382	0.9816
LOW	0.9801
0.618	0.9777
1.000	0.9762
1.618	0.9738
2.618	0.9699
4.250	0.9635

Fisher Pivots for day following 28-May-2014
Pivot	1 day	3 day
R1	0.9821	0.9818
PP	0.9820	0.9817
S1	0.9820	0.9816

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