CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 23-Apr-2014
Day Change Summary
Previous Current
22-Apr-2014 23-Apr-2014 Change Change % Previous Week
Open 0.9748 0.9748 0.0000 0.0% 0.9851
High 0.9765 0.9793 0.0028 0.3% 0.9865
Low 0.9748 0.9748 0.0000 0.0% 0.9764
Close 0.9751 0.9772 0.0021 0.2% 0.9774
Range 0.0017 0.0045 0.0028 164.7% 0.0101
ATR 0.0049 0.0049 0.0000 -0.6% 0.0000
Volume 22 17 -5 -22.7% 1,154
Daily Pivots for day following 23-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9906 0.9884 0.9797
R3 0.9861 0.9839 0.9784
R2 0.9816 0.9816 0.9780
R1 0.9794 0.9794 0.9776 0.9805
PP 0.9771 0.9771 0.9771 0.9777
S1 0.9749 0.9749 0.9768 0.9760
S2 0.9726 0.9726 0.9764
S3 0.9681 0.9704 0.9760
S4 0.9636 0.9659 0.9747
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 0.9819 0.9748 0.0071 0.7% 0.0034 0.3% 34% False True 144
10 0.9875 0.9748 0.0127 1.3% 0.0040 0.4% 19% False True 189
20 0.9875 0.9595 0.0280 2.9% 0.0050 0.5% 63% False False 155
40 0.9892 0.9595 0.0297 3.0% 0.0043 0.4% 60% False False 90
60 0.9931 0.9595 0.0336 3.4% 0.0039 0.4% 53% False False 61
80 0.9931 0.9515 0.0416 4.3% 0.0031 0.3% 62% False False 46
100 0.9931 0.9515 0.0416 4.3% 0.0027 0.3% 62% False False 37
120 1.0241 0.9515 0.0726 7.4% 0.0024 0.2% 35% False False 31
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9984
2.618 0.9911
1.618 0.9866
1.000 0.9838
0.618 0.9821
HIGH 0.9793
0.618 0.9776
0.500 0.9771
0.382 0.9765
LOW 0.9748
0.618 0.9720
1.000 0.9703
1.618 0.9675
2.618 0.9630
4.250 0.9557
Fisher Pivots for day following 23-Apr-2014
Pivot 1 day 3 day
R1 0.9772 0.9772
PP 0.9771 0.9771
S1 0.9771 0.9771

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

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