CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 19-Mar-2014
Day Change Summary
Previous Current
18-Mar-2014 19-Mar-2014 Change Change % Previous Week
Open 0.9826 0.9871 0.0045 0.5% 0.9672
High 0.9871 0.9871 0.0000 0.0% 0.9892
Low 0.9826 0.9763 -0.0063 -0.6% 0.9672
Close 0.9860 0.9766 -0.0094 -1.0% 0.9885
Range 0.0045 0.0108 0.0063 140.0% 0.0220
ATR 0.0048 0.0053 0.0004 8.8% 0.0000
Volume 3 14 11 366.7% 130
Daily Pivots for day following 19-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0124 1.0053 0.9825
R3 1.0016 0.9945 0.9796
R2 0.9908 0.9908 0.9786
R1 0.9837 0.9837 0.9776 0.9819
PP 0.9800 0.9800 0.9800 0.9791
S1 0.9729 0.9729 0.9756 0.9711
S2 0.9692 0.9692 0.9746
S3 0.9584 0.9621 0.9736
S4 0.9476 0.9513 0.9707
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 0.9763 0.0129 1.3% 0.0067 0.7% 2% False True 14
10 0.9892 0.9672 0.0220 2.3% 0.0047 0.5% 43% False False 18
20 0.9892 0.9672 0.0220 2.3% 0.0037 0.4% 43% False False 12
40 0.9931 0.9592 0.0339 3.5% 0.0031 0.3% 51% False False 7
60 0.9931 0.9515 0.0416 4.3% 0.0023 0.2% 60% False False 5
80 0.9931 0.9515 0.0416 4.3% 0.0020 0.2% 60% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0330
2.618 1.0154
1.618 1.0046
1.000 0.9979
0.618 0.9938
HIGH 0.9871
0.618 0.9830
0.500 0.9817
0.382 0.9804
LOW 0.9763
0.618 0.9696
1.000 0.9655
1.618 0.9588
2.618 0.9480
4.250 0.9304
Fisher Pivots for day following 19-Mar-2014
Pivot 1 day 3 day
R1 0.9817 0.9817
PP 0.9800 0.9800
S1 0.9783 0.9783

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

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