CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 07-Apr-2014
Day Change Summary
Previous Current
04-Apr-2014 07-Apr-2014 Change Change % Previous Week
Open 0.9631 0.9687 0.0056 0.6% 0.9718
High 0.9694 0.9717 0.0023 0.2% 0.9723
Low 0.9631 0.9685 0.0054 0.6% 0.9595
Close 0.9694 0.9705 0.0011 0.1% 0.9694
Range 0.0063 0.0032 -0.0031 -49.2% 0.0128
ATR 0.0050 0.0049 -0.0001 -2.6% 0.0000
Volume 105 83 -22 -21.0% 656
Daily Pivots for day following 07-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9798 0.9784 0.9723
R3 0.9766 0.9752 0.9714
R2 0.9734 0.9734 0.9711
R1 0.9720 0.9720 0.9708 0.9727
PP 0.9702 0.9702 0.9702 0.9706
S1 0.9688 0.9688 0.9702 0.9695
S2 0.9670 0.9670 0.9699
S3 0.9638 0.9656 0.9696
S4 0.9606 0.9624 0.9687
Weekly Pivots for week ending 04-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0055 1.0002 0.9764
R3 0.9927 0.9874 0.9729
R2 0.9799 0.9799 0.9717
R1 0.9746 0.9746 0.9706 0.9709
PP 0.9671 0.9671 0.9671 0.9652
S1 0.9618 0.9618 0.9682 0.9581
S2 0.9543 0.9543 0.9671
S3 0.9415 0.9490 0.9659
S4 0.9287 0.9362 0.9624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9717 0.9595 0.0122 1.3% 0.0041 0.4% 90% True False 108
10 0.9839 0.9595 0.0244 2.5% 0.0048 0.5% 45% False False 101
20 0.9892 0.9595 0.0297 3.1% 0.0046 0.5% 37% False False 69
40 0.9892 0.9595 0.0297 3.1% 0.0037 0.4% 37% False False 37
60 0.9931 0.9575 0.0356 3.7% 0.0031 0.3% 37% False False 25
80 0.9931 0.9515 0.0416 4.3% 0.0025 0.3% 46% False False 19
100 1.0087 0.9515 0.0572 5.9% 0.0022 0.2% 33% False False 16
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9853
2.618 0.9801
1.618 0.9769
1.000 0.9749
0.618 0.9737
HIGH 0.9717
0.618 0.9705
0.500 0.9701
0.382 0.9697
LOW 0.9685
0.618 0.9665
1.000 0.9653
1.618 0.9633
2.618 0.9601
4.250 0.9549
Fisher Pivots for day following 07-Apr-2014
Pivot 1 day 3 day
R1 0.9704 0.9689
PP 0.9702 0.9672
S1 0.9701 0.9656

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

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