CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 05-May-2014

Day Change Summary
	Previous	Current
	02-May-2014	05-May-2014	Change	Change %	Previous Week
Open	0.9779	0.9794	0.0015	0.2%	0.9796
High	0.9797	0.9827	0.0030	0.3%	0.9808
Low	0.9700	0.9794	0.0094	1.0%	0.9700
Close	0.9790	0.9801	0.0011	0.1%	0.9790
Range	0.0097	0.0033	-0.0064	-66.0%	0.0108
ATR	0.0050	0.0049	-0.0001	-1.9%	0.0000
Volume	180	789	609	338.3%	975

Daily Pivots for day following 05-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9906	0.9887	0.9819
R3	0.9873	0.9854	0.9810
R2	0.9840	0.9840	0.9807
R1	0.9821	0.9821	0.9804	0.9831
PP	0.9807	0.9807	0.9807	0.9812
S1	0.9788	0.9788	0.9798	0.9798
S2	0.9774	0.9774	0.9795
S3	0.9741	0.9755	0.9792
S4	0.9708	0.9722	0.9783

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0090	1.0048	0.9849
R3	0.9982	0.9940	0.9820
R2	0.9874	0.9874	0.9810
R1	0.9832	0.9832	0.9800	0.9799
PP	0.9766	0.9766	0.9766	0.9750
S1	0.9724	0.9724	0.9780	0.9691
S2	0.9658	0.9658	0.9770
S3	0.9550	0.9616	0.9760
S4	0.9442	0.9508	0.9731

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9827	0.9700	0.0127	1.3%	0.0047	0.5%	80%	True	False	308
10	0.9827	0.9700	0.0127	1.3%	0.0045	0.5%	80%	True	False	209
20	0.9875	0.9685	0.0190	1.9%	0.0048	0.5%	61%	False	False	214
40	0.9892	0.9595	0.0297	3.0%	0.0048	0.5%	69%	False	False	139
60	0.9892	0.9595	0.0297	3.0%	0.0041	0.4%	69%	False	False	95
80	0.9931	0.9560	0.0371	3.8%	0.0035	0.4%	65%	False	False	71
100	0.9931	0.9515	0.0416	4.2%	0.0030	0.3%	69%	False	False	57
120	1.0101	0.9515	0.0586	6.0%	0.0026	0.3%	49%	False	False	48

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9967
2.618	0.9913
1.618	0.9880
1.000	0.9860
0.618	0.9847
HIGH	0.9827
0.618	0.9814
0.500	0.9811
0.382	0.9807
LOW	0.9794
0.618	0.9774
1.000	0.9761
1.618	0.9741
2.618	0.9708
4.250	0.9654

Fisher Pivots for day following 05-May-2014
Pivot	1 day	3 day
R1	0.9811	0.9789
PP	0.9807	0.9776
S1	0.9804	0.9764

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols