CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 21-Apr-2014
Day Change Summary
Previous Current
17-Apr-2014 21-Apr-2014 Change Change % Previous Week
Open 0.9793 0.9775 -0.0018 -0.2% 0.9851
High 0.9819 0.9775 -0.0044 -0.4% 0.9865
Low 0.9764 0.9748 -0.0016 -0.2% 0.9764
Close 0.9774 0.9751 -0.0023 -0.2% 0.9774
Range 0.0055 0.0027 -0.0028 -50.9% 0.0101
ATR 0.0053 0.0051 -0.0002 -3.5% 0.0000
Volume 480 93 -387 -80.6% 1,154
Daily Pivots for day following 21-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9839 0.9822 0.9766
R3 0.9812 0.9795 0.9758
R2 0.9785 0.9785 0.9756
R1 0.9768 0.9768 0.9753 0.9763
PP 0.9758 0.9758 0.9758 0.9756
S1 0.9741 0.9741 0.9749 0.9736
S2 0.9731 0.9731 0.9746
S3 0.9704 0.9714 0.9744
S4 0.9677 0.9687 0.9736
Weekly Pivots for week ending 18-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0104 1.0040 0.9830
R3 1.0003 0.9939 0.9802
R2 0.9902 0.9902 0.9793
R1 0.9838 0.9838 0.9783 0.9820
PP 0.9801 0.9801 0.9801 0.9792
S1 0.9737 0.9737 0.9765 0.9719
S2 0.9700 0.9700 0.9755
S3 0.9599 0.9636 0.9746
S4 0.9498 0.9535 0.9718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9748 0.0117 1.2% 0.0039 0.4% 3% False True 249
10 0.9875 0.9685 0.0190 1.9% 0.0052 0.5% 35% False False 219
20 0.9875 0.9595 0.0280 2.9% 0.0050 0.5% 56% False False 158
40 0.9892 0.9595 0.0297 3.0% 0.0043 0.4% 53% False False 89
60 0.9931 0.9595 0.0336 3.4% 0.0038 0.4% 46% False False 60
80 0.9931 0.9515 0.0416 4.3% 0.0030 0.3% 57% False False 45
100 0.9931 0.9515 0.0416 4.3% 0.0026 0.3% 57% False False 37
120 1.0264 0.9515 0.0749 7.7% 0.0023 0.2% 32% False False 31
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9890
2.618 0.9846
1.618 0.9819
1.000 0.9802
0.618 0.9792
HIGH 0.9775
0.618 0.9765
0.500 0.9762
0.382 0.9758
LOW 0.9748
0.618 0.9731
1.000 0.9721
1.618 0.9704
2.618 0.9677
4.250 0.9633
Fisher Pivots for day following 21-Apr-2014
Pivot 1 day 3 day
R1 0.9762 0.9784
PP 0.9758 0.9773
S1 0.9755 0.9762

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

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