CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 26-Feb-2014
Day Change Summary
Previous Current
25-Feb-2014 26-Feb-2014 Change Change % Previous Week
Open 0.9800 0.9790 -0.0010 -0.1% 0.9866
High 0.9800 0.9790 -0.0010 -0.1% 0.9866
Low 0.9800 0.9771 -0.0029 -0.3% 0.9744
Close 0.9800 0.9771 -0.0029 -0.3% 0.9766
Range 0.0000 0.0019 0.0019 0.0122
ATR 0.0047 0.0046 -0.0001 -2.8% 0.0000
Volume 3 3 0 0.0% 21
Daily Pivots for day following 26-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9834 0.9822 0.9781
R3 0.9815 0.9803 0.9776
R2 0.9796 0.9796 0.9774
R1 0.9784 0.9784 0.9773 0.9781
PP 0.9777 0.9777 0.9777 0.9776
S1 0.9765 0.9765 0.9769 0.9762
S2 0.9758 0.9758 0.9768
S3 0.9739 0.9746 0.9766
S4 0.9720 0.9727 0.9761
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 0.9845 0.9744 0.0101 1.0% 0.0028 0.3% 27% False False 4
10 0.9866 0.9744 0.0122 1.2% 0.0030 0.3% 22% False False 3
20 0.9931 0.9683 0.0248 2.5% 0.0030 0.3% 35% False False 3
40 0.9931 0.9515 0.0416 4.3% 0.0018 0.2% 62% False False 2
60 0.9931 0.9515 0.0416 4.3% 0.0016 0.2% 62% False False 2
80 1.0241 0.9515 0.0726 7.4% 0.0015 0.1% 35% False False 2
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9871
2.618 0.9840
1.618 0.9821
1.000 0.9809
0.618 0.9802
HIGH 0.9790
0.618 0.9783
0.500 0.9781
0.382 0.9778
LOW 0.9771
0.618 0.9759
1.000 0.9752
1.618 0.9740
2.618 0.9721
4.250 0.9690
Fisher Pivots for day following 26-Feb-2014
Pivot 1 day 3 day
R1 0.9781 0.9780
PP 0.9777 0.9777
S1 0.9774 0.9774

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

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