CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 19-Jun-2014
Day Change Summary
Previous Current
18-Jun-2014 19-Jun-2014 Change Change % Previous Week
Open 0.9793 0.9817 0.0024 0.2% 0.9756
High 0.9820 0.9834 0.0014 0.1% 0.9848
Low 0.9762 0.9798 0.0036 0.4% 0.9747
Close 0.9798 0.9816 0.0018 0.2% 0.9808
Range 0.0058 0.0036 -0.0022 -37.9% 0.0101
ATR 0.0044 0.0043 -0.0001 -1.3% 0.0000
Volume 108,073 84,593 -23,480 -21.7% 356,317
Daily Pivots for day following 19-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9924 0.9906 0.9836
R3 0.9888 0.9870 0.9826
R2 0.9852 0.9852 0.9823
R1 0.9834 0.9834 0.9819 0.9825
PP 0.9816 0.9816 0.9816 0.9812
S1 0.9798 0.9798 0.9813 0.9789
S2 0.9780 0.9780 0.9809
S3 0.9744 0.9762 0.9806
S4 0.9708 0.9726 0.9796
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0104 1.0057 0.9864
R3 1.0003 0.9956 0.9836
R2 0.9902 0.9902 0.9827
R1 0.9855 0.9855 0.9817 0.9879
PP 0.9801 0.9801 0.9801 0.9813
S1 0.9754 0.9754 0.9799 0.9778
S2 0.9700 0.9700 0.9789
S3 0.9599 0.9653 0.9780
S4 0.9498 0.9552 0.9752
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9842 0.9762 0.0080 0.8% 0.0043 0.4% 68% False False 95,939
10 0.9848 0.9747 0.0101 1.0% 0.0043 0.4% 68% False False 72,151
20 0.9871 0.9734 0.0137 1.4% 0.0041 0.4% 60% False False 37,328
40 0.9925 0.9700 0.0225 2.3% 0.0044 0.4% 52% False False 18,838
60 0.9925 0.9595 0.0330 3.4% 0.0046 0.5% 67% False False 12,610
80 0.9925 0.9595 0.0330 3.4% 0.0043 0.4% 67% False False 9,464
100 0.9931 0.9595 0.0336 3.4% 0.0041 0.4% 66% False False 7,572
120 0.9931 0.9515 0.0416 4.2% 0.0035 0.4% 72% False False 6,310
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9987
2.618 0.9928
1.618 0.9892
1.000 0.9870
0.618 0.9856
HIGH 0.9834
0.618 0.9820
0.500 0.9816
0.382 0.9812
LOW 0.9798
0.618 0.9776
1.000 0.9762
1.618 0.9740
2.618 0.9704
4.250 0.9645
Fisher Pivots for day following 19-Jun-2014
Pivot 1 day 3 day
R1 0.9816 0.9810
PP 0.9816 0.9804
S1 0.9816 0.9798

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

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