CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 0.9629 0.9623 -0.0006 -0.1% 0.9749
High 0.9629 0.9634 0.0005 0.1% 0.9758
Low 0.9629 0.9623 -0.0006 -0.1% 0.9618
Close 0.9629 0.9624 -0.0005 -0.1% 0.9629
Range 0.0000 0.0011 0.0011 0.0140
ATR 0.0045 0.0043 -0.0002 -5.4% 0.0000
Volume 5 1 -4 -80.0% 17
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 0.9660 0.9653 0.9630
R3 0.9649 0.9642 0.9627
R2 0.9638 0.9638 0.9626
R1 0.9631 0.9631 0.9625 0.9635
PP 0.9627 0.9627 0.9627 0.9629
S1 0.9620 0.9620 0.9623 0.9624
S2 0.9616 0.9616 0.9622
S3 0.9605 0.9609 0.9621
S4 0.9594 0.9598 0.9618
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 1.0088 0.9999 0.9706
R3 0.9948 0.9859 0.9668
R2 0.9808 0.9808 0.9655
R1 0.9719 0.9719 0.9642 0.9694
PP 0.9668 0.9668 0.9668 0.9656
S1 0.9579 0.9579 0.9616 0.9554
S2 0.9528 0.9528 0.9603
S3 0.9388 0.9439 0.9591
S4 0.9248 0.9299 0.9552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9758 0.9618 0.0140 1.5% 0.0003 0.0% 4% False False 2
10 0.9800 0.9618 0.0182 1.9% 0.0010 0.1% 3% False False 3
20 0.9899 0.9618 0.0281 2.9% 0.0011 0.1% 2% False False 2
40 1.0264 0.9618 0.0646 6.7% 0.0010 0.1% 1% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9681
2.618 0.9663
1.618 0.9652
1.000 0.9645
0.618 0.9641
HIGH 0.9634
0.618 0.9630
0.500 0.9629
0.382 0.9627
LOW 0.9623
0.618 0.9616
1.000 0.9612
1.618 0.9605
2.618 0.9594
4.250 0.9576
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 0.9629 0.9626
PP 0.9627 0.9625
S1 0.9626 0.9625

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

View Archives - Comment on this page... - Back to Index of Symbols