CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 0.9605 0.9612 0.0007 0.1% 0.9531
High 0.9605 0.9612 0.0007 0.1% 0.9569
Low 0.9605 0.9584 -0.0021 -0.2% 0.9515
Close 0.9605 0.9584 -0.0021 -0.2% 0.9569
Range 0.0000 0.0028 0.0028 0.0054
ATR 0.0036 0.0036 -0.0001 -1.6% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9677 0.9659 0.9599
R3 0.9649 0.9631 0.9592
R2 0.9621 0.9621 0.9589
R1 0.9603 0.9603 0.9587 0.9598
PP 0.9593 0.9593 0.9593 0.9591
S1 0.9575 0.9575 0.9581 0.9570
S2 0.9565 0.9565 0.9579
S3 0.9537 0.9547 0.9576
S4 0.9509 0.9519 0.9569
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9713 0.9695 0.9599
R3 0.9659 0.9641 0.9584
R2 0.9605 0.9605 0.9579
R1 0.9587 0.9587 0.9574 0.9596
PP 0.9551 0.9551 0.9551 0.9556
S1 0.9533 0.9533 0.9564 0.9542
S2 0.9497 0.9497 0.9559
S3 0.9443 0.9479 0.9554
S4 0.9389 0.9425 0.9539
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9612 0.9515 0.0097 1.0% 0.0008 0.1% 71% True False 1
10 0.9634 0.9515 0.0119 1.2% 0.0009 0.1% 58% False False 1
20 0.9800 0.9515 0.0285 3.0% 0.0009 0.1% 24% False False 2
40 1.0175 0.9515 0.0660 6.9% 0.0009 0.1% 10% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9731
2.618 0.9685
1.618 0.9657
1.000 0.9640
0.618 0.9629
HIGH 0.9612
0.618 0.9601
0.500 0.9598
0.382 0.9595
LOW 0.9584
0.618 0.9567
1.000 0.9556
1.618 0.9539
2.618 0.9511
4.250 0.9465
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 0.9598 0.9584
PP 0.9593 0.9584
S1 0.9589 0.9584

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

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