CME Japanese Yen Future June 2014

Trading Metrics calculated at close of trading on 05-Jun-2014

Day Change Summary
	Previous	Current
	04-Jun-2014	05-Jun-2014	Change	Change %	Previous Week
Open	0.9753	0.9734	-0.0019	-0.2%	0.9807
High	0.9762	0.9772	0.0010	0.1%	0.9860
Low	0.9728	0.9734	0.0006	0.1%	0.9787
Close	0.9737	0.9761	0.0024	0.2%	0.9834
Range	0.0034	0.0038	0.0004	11.8%	0.0073
ATR	0.0048	0.0048	-0.0001	-1.5%	0.0000
Volume	102,943	145,578	42,635	41.4%	412,923

Daily Pivots for day following 05-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9870	0.9853	0.9782
R3	0.9832	0.9815	0.9771
R2	0.9794	0.9794	0.9768
R1	0.9777	0.9777	0.9764	0.9786
PP	0.9756	0.9756	0.9756	0.9760
S1	0.9739	0.9739	0.9758	0.9748
S2	0.9718	0.9718	0.9754
S3	0.9680	0.9701	0.9751
S4	0.9642	0.9663	0.9740

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0046	1.0013	0.9874
R3	0.9973	0.9940	0.9854
R2	0.9900	0.9900	0.9847
R1	0.9867	0.9867	0.9841	0.9884
PP	0.9827	0.9827	0.9827	0.9835
S1	0.9794	0.9794	0.9827	0.9811
S2	0.9754	0.9754	0.9821
S3	0.9681	0.9721	0.9814
S4	0.9608	0.9648	0.9794

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9854	0.9728	0.0126	1.3%	0.0042	0.4%	26%	False	False	117,530
10	0.9867	0.9728	0.0139	1.4%	0.0042	0.4%	24%	False	False	109,009
20	0.9920	0.9728	0.0192	2.0%	0.0045	0.5%	17%	False	False	110,424
40	0.9920	0.9687	0.0233	2.4%	0.0049	0.5%	32%	False	False	108,566
60	0.9920	0.9598	0.0322	3.3%	0.0056	0.6%	51%	False	False	113,594
80	0.9920	0.9598	0.0322	3.3%	0.0059	0.6%	51%	False	False	86,619
100	0.9930	0.9548	0.0382	3.9%	0.0064	0.7%	56%	False	False	69,345
120	0.9930	0.9495	0.0435	4.5%	0.0062	0.6%	61%	False	False	57,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9934
2.618	0.9871
1.618	0.9833
1.000	0.9810
0.618	0.9795
HIGH	0.9772
0.618	0.9757
0.500	0.9753
0.382	0.9749
LOW	0.9734
0.618	0.9711
1.000	0.9696
1.618	0.9673
2.618	0.9635
4.250	0.9573

Fisher Pivots for day following 05-Jun-2014
Pivot	1 day	3 day
R1	0.9758	0.9759
PP	0.9756	0.9756
S1	0.9753	0.9754

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