CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 0.9777 0.9790 0.0013 0.1% 0.9866
High 0.9777 0.9790 0.0013 0.1% 0.9866
Low 0.9744 0.9760 0.0016 0.2% 0.9744
Close 0.9766 0.9768 0.0002 0.0% 0.9766
Range 0.0033 0.0030 -0.0003 -9.1% 0.0122
ATR 0.0050 0.0049 -0.0001 -2.9% 0.0000
Volume 9 3 -6 -66.7% 21
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9863 0.9845 0.9785
R3 0.9833 0.9815 0.9776
R2 0.9803 0.9803 0.9774
R1 0.9785 0.9785 0.9771 0.9779
PP 0.9773 0.9773 0.9773 0.9770
S1 0.9755 0.9755 0.9765 0.9749
S2 0.9743 0.9743 0.9763
S3 0.9713 0.9725 0.9760
S4 0.9683 0.9695 0.9752
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% 0.0045 0.5% 20% False False 4
10 0.9866 0.9744 0.0122 1.2% 0.0030 0.3% 20% False False 4
20 0.9931 0.9683 0.0248 2.5% 0.0029 0.3% 34% False False 3
40 0.9931 0.9515 0.0416 4.3% 0.0019 0.2% 61% False False 2
60 0.9931 0.9515 0.0416 4.3% 0.0016 0.2% 61% False False 2
80 1.0241 0.9515 0.0726 7.4% 0.0014 0.1% 35% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9869
1.618 0.9839
1.000 0.9820
0.618 0.9809
HIGH 0.9790
0.618 0.9779
0.500 0.9775
0.382 0.9771
LOW 0.9760
0.618 0.9741
1.000 0.9730
1.618 0.9711
2.618 0.9681
4.250 0.9633
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 0.9775 0.9795
PP 0.9773 0.9786
S1 0.9770 0.9777

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

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