CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 29-Apr-2014
Day Change Summary
Previous Current
28-Apr-2014 29-Apr-2014 Change Change % Previous Week
Open 0.9796 0.9763 -0.0033 -0.3% 0.9775
High 0.9803 0.9766 -0.0037 -0.4% 0.9814
Low 0.9750 0.9738 -0.0012 -0.1% 0.9748
Close 0.9771 0.9757 -0.0014 -0.1% 0.9800
Range 0.0053 0.0028 -0.0025 -47.2% 0.0066
ATR 0.0049 0.0048 -0.0001 -2.3% 0.0000
Volume 220 264 44 20.0% 422
Daily Pivots for day following 29-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9838 0.9825 0.9772
R3 0.9810 0.9797 0.9765
R2 0.9782 0.9782 0.9762
R1 0.9769 0.9769 0.9760 0.9762
PP 0.9754 0.9754 0.9754 0.9750
S1 0.9741 0.9741 0.9754 0.9734
S2 0.9726 0.9726 0.9752
S3 0.9698 0.9713 0.9749
S4 0.9670 0.9685 0.9742
Weekly Pivots for week ending 25-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9985 0.9959 0.9836
R3 0.9919 0.9893 0.9818
R2 0.9853 0.9853 0.9812
R1 0.9827 0.9827 0.9806 0.9840
PP 0.9787 0.9787 0.9787 0.9794
S1 0.9761 0.9761 0.9794 0.9774
S2 0.9721 0.9721 0.9788
S3 0.9655 0.9695 0.9782
S4 0.9589 0.9629 0.9764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9814 0.9738 0.0076 0.8% 0.0045 0.5% 25% False True 158
10 0.9853 0.9738 0.0115 1.2% 0.0039 0.4% 17% False True 197
20 0.9875 0.9595 0.0280 2.9% 0.0047 0.5% 58% False False 173
40 0.9892 0.9595 0.0297 3.0% 0.0046 0.5% 55% False False 109
60 0.9931 0.9595 0.0336 3.4% 0.0039 0.4% 48% False False 74
80 0.9931 0.9555 0.0376 3.9% 0.0033 0.3% 54% False False 55
100 0.9931 0.9515 0.0416 4.3% 0.0028 0.3% 58% False False 45
120 1.0241 0.9515 0.0726 7.4% 0.0026 0.3% 33% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9885
2.618 0.9839
1.618 0.9811
1.000 0.9794
0.618 0.9783
HIGH 0.9766
0.618 0.9755
0.500 0.9752
0.382 0.9749
LOW 0.9738
0.618 0.9721
1.000 0.9710
1.618 0.9693
2.618 0.9665
4.250 0.9619
Fisher Pivots for day following 29-Apr-2014
Pivot 1 day 3 day
R1 0.9755 0.9776
PP 0.9754 0.9770
S1 0.9752 0.9763

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

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