CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 0.9775 0.9809 0.0034 0.3% 0.9834
High 0.9824 0.9848 0.0024 0.2% 0.9840
Low 0.9772 0.9795 0.0023 0.2% 0.9734
Close 0.9807 0.9842 0.0035 0.4% 0.9759
Range 0.0052 0.0053 0.0001 1.9% 0.0106
ATR 0.0043 0.0044 0.0001 1.7% 0.0000
Volume 71,654 83,627 11,973 16.7% 26,107
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9987 0.9968 0.9871
R3 0.9934 0.9915 0.9857
R2 0.9881 0.9881 0.9852
R1 0.9862 0.9862 0.9847 0.9872
PP 0.9828 0.9828 0.9828 0.9833
S1 0.9809 0.9809 0.9837 0.9819
S2 0.9775 0.9775 0.9832
S3 0.9722 0.9756 0.9827
S4 0.9669 0.9703 0.9813
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 0.9848 0.9747 0.0101 1.0% 0.0043 0.4% 94% True False 48,362
10 0.9857 0.9734 0.0123 1.2% 0.0042 0.4% 88% False False 26,222
20 0.9925 0.9734 0.0191 1.9% 0.0043 0.4% 57% False False 13,453
40 0.9925 0.9700 0.0225 2.3% 0.0043 0.4% 63% False False 6,863
60 0.9925 0.9595 0.0330 3.4% 0.0046 0.5% 75% False False 4,620
80 0.9925 0.9595 0.0330 3.4% 0.0042 0.4% 75% False False 3,468
100 0.9931 0.9592 0.0339 3.4% 0.0039 0.4% 74% False False 2,775
120 0.9931 0.9515 0.0416 4.2% 0.0034 0.3% 79% False False 2,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0073
2.618 0.9987
1.618 0.9934
1.000 0.9901
0.618 0.9881
HIGH 0.9848
0.618 0.9828
0.500 0.9822
0.382 0.9815
LOW 0.9795
0.618 0.9762
1.000 0.9742
1.618 0.9709
2.618 0.9656
4.250 0.9570
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 0.9835 0.9828
PP 0.9828 0.9815
S1 0.9822 0.9801

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

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