CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 21-Feb-2014
Day Change Summary
Previous Current
20-Feb-2014 21-Feb-2014 Change Change % Previous Week
Open 0.9845 0.9777 -0.0068 -0.7% 0.9866
High 0.9845 0.9777 -0.0068 -0.7% 0.9866
Low 0.9786 0.9744 -0.0042 -0.4% 0.9744
Close 0.9786 0.9766 -0.0020 -0.2% 0.9766
Range 0.0059 0.0033 -0.0026 -44.1% 0.0122
ATR 0.0051 0.0050 -0.0001 -1.2% 0.0000
Volume 4 9 5 125.0% 21
Daily Pivots for day following 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9861 0.9847 0.9784
R3 0.9828 0.9814 0.9775
R2 0.9795 0.9795 0.9772
R1 0.9781 0.9781 0.9769 0.9772
PP 0.9762 0.9762 0.9762 0.9758
S1 0.9748 0.9748 0.9763 0.9739
S2 0.9729 0.9729 0.9760
S3 0.9696 0.9715 0.9757
S4 0.9663 0.9682 0.9748
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 1.0158 1.0084 0.9833
R3 1.0036 0.9962 0.9800
R2 0.9914 0.9914 0.9788
R1 0.9840 0.9840 0.9777 0.9816
PP 0.9792 0.9792 0.9792 0.9780
S1 0.9718 0.9718 0.9755 0.9694
S2 0.9670 0.9670 0.9744
S3 0.9548 0.9596 0.9732
S4 0.9426 0.9474 0.9699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9866 0.9744 0.0122 1.2% 0.0040 0.4% 18% False True 5
10 0.9866 0.9744 0.0122 1.2% 0.0029 0.3% 18% False True 4
20 0.9931 0.9683 0.0248 2.5% 0.0029 0.3% 33% False False 3
40 0.9931 0.9515 0.0416 4.3% 0.0018 0.2% 60% False False 2
60 0.9931 0.9515 0.0416 4.3% 0.0016 0.2% 60% False False 2
80 1.0264 0.9515 0.0749 7.7% 0.0014 0.1% 34% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9917
2.618 0.9863
1.618 0.9830
1.000 0.9810
0.618 0.9797
HIGH 0.9777
0.618 0.9764
0.500 0.9761
0.382 0.9757
LOW 0.9744
0.618 0.9724
1.000 0.9711
1.618 0.9691
2.618 0.9658
4.250 0.9604
Fisher Pivots for day following 21-Feb-2014
Pivot 1 day 3 day
R1 0.9764 0.9795
PP 0.9762 0.9785
S1 0.9761 0.9776

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

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