CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 0.9769 0.9756 -0.0013 -0.1% 0.9834
High 0.9798 0.9774 -0.0024 -0.2% 0.9840
Low 0.9752 0.9747 -0.0005 -0.1% 0.9734
Close 0.9759 0.9758 -0.0001 0.0% 0.9759
Range 0.0046 0.0027 -0.0019 -41.3% 0.0106
ATR 0.0044 0.0043 -0.0001 -2.7% 0.0000
Volume 7,911 34,479 26,568 335.8% 26,107
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9841 0.9826 0.9773
R3 0.9814 0.9799 0.9765
R2 0.9787 0.9787 0.9763
R1 0.9772 0.9772 0.9760 0.9780
PP 0.9760 0.9760 0.9760 0.9763
S1 0.9745 0.9745 0.9756 0.9753
S2 0.9733 0.9733 0.9753
S3 0.9706 0.9718 0.9751
S4 0.9679 0.9691 0.9743
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0096 1.0033 0.9817
R3 0.9990 0.9927 0.9788
R2 0.9884 0.9884 0.9778
R1 0.9821 0.9821 0.9769 0.9800
PP 0.9778 0.9778 0.9778 0.9767
S1 0.9715 0.9715 0.9749 0.9694
S2 0.9672 0.9672 0.9740
S3 0.9566 0.9609 0.9730
S4 0.9460 0.9503 0.9701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9798 0.9734 0.0064 0.7% 0.0034 0.3% 38% False False 11,476
10 0.9865 0.9734 0.0131 1.3% 0.0039 0.4% 18% False False 6,651
20 0.9925 0.9734 0.0191 2.0% 0.0041 0.4% 13% False False 3,513
40 0.9925 0.9700 0.0225 2.3% 0.0042 0.4% 26% False False 1,897
60 0.9925 0.9595 0.0330 3.4% 0.0046 0.5% 49% False False 1,297
80 0.9925 0.9595 0.0330 3.4% 0.0043 0.4% 49% False False 975
100 0.9931 0.9575 0.0356 3.6% 0.0038 0.4% 51% False False 781
120 0.9931 0.9515 0.0416 4.3% 0.0033 0.3% 58% False False 651
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9889
2.618 0.9845
1.618 0.9818
1.000 0.9801
0.618 0.9791
HIGH 0.9774
0.618 0.9764
0.500 0.9761
0.382 0.9757
LOW 0.9747
0.618 0.9730
1.000 0.9720
1.618 0.9703
2.618 0.9676
4.250 0.9632
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 0.9761 0.9769
PP 0.9760 0.9765
S1 0.9759 0.9762

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

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