CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 27-Mar-2014

Day Change Summary
	Previous	Current
	26-Mar-2014	27-Mar-2014	Change	Change %	Previous Week
Open	0.9777	0.9839	0.0062	0.6%	0.9865
High	0.9813	0.9839	0.0026	0.3%	0.9871
Low	0.9763	0.9772	0.0009	0.1%	0.9763
Close	0.9807	0.9796	-0.0011	-0.1%	0.9792
Range	0.0050	0.0067	0.0017	34.0%	0.0108
ATR	0.0048	0.0049	0.0001	2.9%	0.0000
Volume	126	14	-112	-88.9%	204

Daily Pivots for day following 27-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0003	0.9967	0.9833
R3	0.9936	0.9900	0.9814
R2	0.9869	0.9869	0.9808
R1	0.9833	0.9833	0.9802	0.9818
PP	0.9802	0.9802	0.9802	0.9795
S1	0.9766	0.9766	0.9790	0.9751
S2	0.9735	0.9735	0.9784
S3	0.9668	0.9699	0.9778
S4	0.9601	0.9632	0.9759

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	0.9839	0.9763	0.0076	0.8%	0.0043	0.4%	43%	True	False	67
10	0.9892	0.9763	0.0129	1.3%	0.0050	0.5%	26%	False	False	46
20	0.9892	0.9672	0.0220	2.2%	0.0041	0.4%	56%	False	False	31
40	0.9931	0.9672	0.0259	2.6%	0.0033	0.3%	48%	False	False	17
60	0.9931	0.9515	0.0416	4.2%	0.0026	0.3%	68%	False	False	12
80	0.9931	0.9515	0.0416	4.2%	0.0023	0.2%	68%	False	False	9
100	1.0241	0.9515	0.0726	7.4%	0.0020	0.2%	39%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.0124
2.618	1.0014
1.618	0.9947
1.000	0.9906
0.618	0.9880
HIGH	0.9839
0.618	0.9813
0.500	0.9806
0.382	0.9798
LOW	0.9772
0.618	0.9731
1.000	0.9705
1.618	0.9664
2.618	0.9597
4.250	0.9487

Fisher Pivots for day following 27-Mar-2014
Pivot	1 day	3 day
R1	0.9806	0.9801
PP	0.9802	0.9799
S1	0.9799	0.9798

Download as Excel Spreadsheet

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

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