CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 0.9835 0.9865 0.0030 0.3% 0.9672
High 0.9892 0.9868 -0.0024 -0.2% 0.9892
Low 0.9834 0.9823 -0.0011 -0.1% 0.9672
Close 0.9885 0.9841 -0.0044 -0.4% 0.9885
Range 0.0058 0.0045 -0.0013 -22.4% 0.0220
ATR 0.0047 0.0049 0.0001 2.2% 0.0000
Volume 31 8 -23 -74.2% 130
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9979 0.9955 0.9866
R3 0.9934 0.9910 0.9853
R2 0.9889 0.9889 0.9849
R1 0.9865 0.9865 0.9845 0.9855
PP 0.9844 0.9844 0.9844 0.9839
S1 0.9820 0.9820 0.9837 0.9810
S2 0.9799 0.9799 0.9833
S3 0.9754 0.9775 0.9829
S4 0.9709 0.9730 0.9816
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0476 1.0401 1.0006
R3 1.0256 1.0181 0.9946
R2 1.0036 1.0036 0.9925
R1 0.9961 0.9961 0.9905 0.9999
PP 0.9816 0.9816 0.9816 0.9835
S1 0.9741 0.9741 0.9865 0.9779
S2 0.9596 0.9596 0.9845
S3 0.9376 0.9521 0.9825
S4 0.9156 0.9301 0.9764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9892 0.9727 0.0165 1.7% 0.0040 0.4% 69% False False 26
10 0.9892 0.9672 0.0220 2.2% 0.0038 0.4% 77% False False 20
20 0.9892 0.9672 0.0220 2.2% 0.0034 0.3% 77% False False 12
40 0.9931 0.9592 0.0339 3.4% 0.0027 0.3% 73% False False 7
60 0.9931 0.9515 0.0416 4.2% 0.0020 0.2% 78% False False 5
80 1.0012 0.9515 0.0497 5.1% 0.0018 0.2% 66% False False 4
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0059
2.618 0.9986
1.618 0.9941
1.000 0.9913
0.618 0.9896
HIGH 0.9868
0.618 0.9851
0.500 0.9846
0.382 0.9840
LOW 0.9823
0.618 0.9795
1.000 0.9778
1.618 0.9750
2.618 0.9705
4.250 0.9632
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 0.9846 0.9838
PP 0.9844 0.9835
S1 0.9843 0.9832

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

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