CME Japanese Yen Future September 2014

Trading Metrics calculated at close of trading on 23-May-2014

Day Change Summary
	Previous	Current
	22-May-2014	23-May-2014	Change	Change %	Previous Week
Open	0.9867	0.9826	-0.0041	-0.4%	0.9860
High	0.9871	0.9844	-0.0027	-0.3%	0.9925
Low	0.9829	0.9809	-0.0020	-0.2%	0.9809
Close	0.9830	0.9813	-0.0017	-0.2%	0.9813
Range	0.0042	0.0035	-0.0007	-16.7%	0.0116
ATR	0.0048	0.0047	-0.0001	-2.0%	0.0000
Volume	666	257	-409	-61.4%	2,502

Daily Pivots for day following 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9927	0.9905	0.9832
R3	0.9892	0.9870	0.9823
R2	0.9857	0.9857	0.9819
R1	0.9835	0.9835	0.9816	0.9829
PP	0.9822	0.9822	0.9822	0.9819
S1	0.9800	0.9800	0.9810	0.9794
S2	0.9787	0.9787	0.9807
S3	0.9752	0.9765	0.9803
S4	0.9717	0.9730	0.9794

Weekly Pivots for week ending 23-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0197	1.0121	0.9877
R3	1.0081	1.0005	0.9845
R2	0.9965	0.9965	0.9834
R1	0.9889	0.9889	0.9824	0.9869
PP	0.9849	0.9849	0.9849	0.9839
S1	0.9773	0.9773	0.9802	0.9753
S2	0.9733	0.9733	0.9792
S3	0.9617	0.9657	0.9781
S4	0.9501	0.9541	0.9749

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9925	0.9809	0.0116	1.2%	0.0048	0.5%	3%	False	True	500
10	0.9925	0.9778	0.0147	1.5%	0.0043	0.4%	24%	False	False	375
20	0.9925	0.9700	0.0225	2.3%	0.0045	0.5%	50%	False	False	380
40	0.9925	0.9595	0.0330	3.4%	0.0047	0.5%	66%	False	False	271
60	0.9925	0.9595	0.0330	3.4%	0.0045	0.5%	66%	False	False	191
80	0.9931	0.9595	0.0336	3.4%	0.0040	0.4%	65%	False	False	144
100	0.9931	0.9515	0.0416	4.2%	0.0035	0.4%	72%	False	False	115
120	0.9931	0.9515	0.0416	4.2%	0.0031	0.3%	72%	False	False	97

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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9993
2.618	0.9936
1.618	0.9901
1.000	0.9879
0.618	0.9866
HIGH	0.9844
0.618	0.9831
0.500	0.9827
0.382	0.9822
LOW	0.9809
0.618	0.9787
1.000	0.9774
1.618	0.9752
2.618	0.9717
4.250	0.9660

Fisher Pivots for day following 23-May-2014
Pivot	1 day	3 day
R1	0.9827	0.9867
PP	0.9822	0.9849
S1	0.9818	0.9831

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