CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 26-Mar-2014
Day Change Summary
Previous Current
25-Mar-2014 26-Mar-2014 Change Change % Previous Week
Open 0.9791 0.9777 -0.0014 -0.1% 0.9865
High 0.9798 0.9813 0.0015 0.2% 0.9871
Low 0.9767 0.9763 -0.0004 0.0% 0.9763
Close 0.9788 0.9807 0.0019 0.2% 0.9792
Range 0.0031 0.0050 0.0019 61.3% 0.0108
ATR 0.0048 0.0048 0.0000 0.4% 0.0000
Volume 39 126 87 223.1% 204
Daily Pivots for day following 26-Mar-2014
Classic Woodie Camarilla DeMark
R4 0.9944 0.9926 0.9835
R3 0.9894 0.9876 0.9821
R2 0.9844 0.9844 0.9816
R1 0.9826 0.9826 0.9812 0.9835
PP 0.9794 0.9794 0.9794 0.9799
S1 0.9776 0.9776 0.9802 0.9785
S2 0.9744 0.9744 0.9798
S3 0.9694 0.9726 0.9793
S4 0.9644 0.9676 0.9780
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 1.0133 1.0070 0.9851
R3 1.0025 0.9962 0.9822
R2 0.9917 0.9917 0.9812
R1 0.9854 0.9854 0.9802 0.9832
PP 0.9809 0.9809 0.9809 0.9797
S1 0.9746 0.9746 0.9782 0.9724
S2 0.9701 0.9701 0.9772
S3 0.9593 0.9638 0.9762
S4 0.9485 0.9530 0.9733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9813 0.9763 0.0050 0.5% 0.0035 0.4% 88% True True 78
10 0.9892 0.9763 0.0129 1.3% 0.0051 0.5% 34% False True 46
20 0.9892 0.9672 0.0220 2.2% 0.0039 0.4% 61% False False 31
40 0.9931 0.9672 0.0259 2.6% 0.0034 0.3% 52% False False 17
60 0.9931 0.9515 0.0416 4.2% 0.0025 0.3% 70% False False 11
80 0.9931 0.9515 0.0416 4.2% 0.0022 0.2% 70% False False 9
100 1.0241 0.9515 0.0726 7.4% 0.0019 0.2% 40% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0026
2.618 0.9944
1.618 0.9894
1.000 0.9863
0.618 0.9844
HIGH 0.9813
0.618 0.9794
0.500 0.9788
0.382 0.9782
LOW 0.9763
0.618 0.9732
1.000 0.9713
1.618 0.9682
2.618 0.9632
4.250 0.9551
Fisher Pivots for day following 26-Mar-2014
Pivot 1 day 3 day
R1 0.9801 0.9801
PP 0.9794 0.9794
S1 0.9788 0.9788

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

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