CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 10-Apr-2014
Day Change Summary
Previous Current
09-Apr-2014 10-Apr-2014 Change Change % Previous Week
Open 0.9818 0.9802 -0.0016 -0.2% 0.9718
High 0.9835 0.9875 0.0040 0.4% 0.9723
Low 0.9801 0.9802 0.0001 0.0% 0.9595
Close 0.9835 0.9865 0.0030 0.3% 0.9694
Range 0.0034 0.0073 0.0039 114.7% 0.0128
ATR 0.0055 0.0057 0.0001 2.3% 0.0000
Volume 342 69 -273 -79.8% 656
Daily Pivots for day following 10-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0066 1.0039 0.9905
R3 0.9993 0.9966 0.9885
R2 0.9920 0.9920 0.9878
R1 0.9893 0.9893 0.9872 0.9907
PP 0.9847 0.9847 0.9847 0.9854
S1 0.9820 0.9820 0.9858 0.9834
S2 0.9774 0.9774 0.9852
S3 0.9701 0.9747 0.9845
S4 0.9628 0.9674 0.9825
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 0.9875 0.9631 0.0244 2.5% 0.0070 0.7% 96% True False 170
10 0.9875 0.9595 0.0280 2.8% 0.0058 0.6% 96% True False 149
20 0.9892 0.9595 0.0297 3.0% 0.0054 0.5% 91% False False 97
40 0.9892 0.9595 0.0297 3.0% 0.0043 0.4% 91% False False 54
60 0.9931 0.9575 0.0356 3.6% 0.0035 0.3% 81% False False 36
80 0.9931 0.9515 0.0416 4.2% 0.0028 0.3% 84% False False 28
100 1.0016 0.9515 0.0501 5.1% 0.0024 0.2% 70% False False 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0185
2.618 1.0066
1.618 0.9993
1.000 0.9948
0.618 0.9920
HIGH 0.9875
0.618 0.9847
0.500 0.9839
0.382 0.9830
LOW 0.9802
0.618 0.9757
1.000 0.9729
1.618 0.9684
2.618 0.9611
4.250 0.9492
Fisher Pivots for day following 10-Apr-2014
Pivot 1 day 3 day
R1 0.9856 0.9841
PP 0.9847 0.9816
S1 0.9839 0.9792

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

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