CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 18-Mar-2014
Day Change Summary
Previous Current
17-Mar-2014 18-Mar-2014 Change Change % Previous Week
Open 0.9865 0.9826 -0.0039 -0.4% 0.9672
High 0.9868 0.9871 0.0003 0.0% 0.9892
Low 0.9823 0.9826 0.0003 0.0% 0.9672
Close 0.9841 0.9860 0.0019 0.2% 0.9885
Range 0.0045 0.0045 0.0000 0.0% 0.0220
ATR 0.0049 0.0048 0.0000 -0.5% 0.0000
Volume 8 3 -5 -62.5% 130
Daily Pivots for day following 18-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9987 0.9969 0.9885
R3 0.9942 0.9924 0.9872
R2 0.9897 0.9897 0.9868
R1 0.9879 0.9879 0.9864 0.9888
PP 0.9852 0.9852 0.9852 0.9857
S1 0.9834 0.9834 0.9856 0.9843
S2 0.9807 0.9807 0.9852
S3 0.9762 0.9789 0.9848
S4 0.9717 0.9744 0.9835
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 0.9728 0.0164 1.7% 0.0049 0.5% 80% False False 25
10 0.9892 0.9672 0.0220 2.2% 0.0037 0.4% 85% False False 17
20 0.9892 0.9672 0.0220 2.2% 0.0031 0.3% 85% False False 12
40 0.9931 0.9592 0.0339 3.4% 0.0028 0.3% 79% False False 7
60 0.9931 0.9515 0.0416 4.2% 0.0021 0.2% 83% False False 5
80 1.0012 0.9515 0.0497 5.0% 0.0018 0.2% 69% False False 4
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.0062
2.618 0.9989
1.618 0.9944
1.000 0.9916
0.618 0.9899
HIGH 0.9871
0.618 0.9854
0.500 0.9849
0.382 0.9843
LOW 0.9826
0.618 0.9798
1.000 0.9781
1.618 0.9753
2.618 0.9708
4.250 0.9635
Fisher Pivots for day following 18-Mar-2014
Pivot 1 day 3 day
R1 0.9856 0.9859
PP 0.9852 0.9858
S1 0.9849 0.9858

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

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