CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 0.9814 0.9802 -0.0012 -0.1% 0.9806
High 0.9826 0.9827 0.0001 0.0% 0.9837
Low 0.9790 0.9796 0.0006 0.1% 0.9762
Close 0.9799 0.9818 0.0019 0.2% 0.9799
Range 0.0036 0.0031 -0.0005 -13.9% 0.0075
ATR 0.0043 0.0042 -0.0001 -2.0% 0.0000
Volume 75,343 75,658 315 0.4% 432,625
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9907 0.9893 0.9835
R3 0.9876 0.9862 0.9827
R2 0.9845 0.9845 0.9824
R1 0.9831 0.9831 0.9821 0.9838
PP 0.9814 0.9814 0.9814 0.9817
S1 0.9800 0.9800 0.9815 0.9807
S2 0.9783 0.9783 0.9812
S3 0.9752 0.9769 0.9809
S4 0.9721 0.9738 0.9801
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0024 0.9987 0.9840
R3 0.9949 0.9912 0.9820
R2 0.9874 0.9874 0.9813
R1 0.9837 0.9837 0.9806 0.9818
PP 0.9799 0.9799 0.9799 0.9790
S1 0.9762 0.9762 0.9792 0.9743
S2 0.9724 0.9724 0.9785
S3 0.9649 0.9687 0.9778
S4 0.9574 0.9612 0.9758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9834 0.9762 0.0072 0.7% 0.0041 0.4% 78% False False 86,922
10 0.9848 0.9754 0.0094 1.0% 0.0042 0.4% 68% False False 83,012
20 0.9865 0.9734 0.0131 1.3% 0.0040 0.4% 64% False False 44,832
40 0.9925 0.9700 0.0225 2.3% 0.0043 0.4% 52% False False 22,606
60 0.9925 0.9595 0.0330 3.4% 0.0045 0.5% 68% False False 15,125
80 0.9925 0.9595 0.0330 3.4% 0.0044 0.4% 68% False False 11,351
100 0.9931 0.9595 0.0336 3.4% 0.0040 0.4% 66% False False 9,082
120 0.9931 0.9515 0.0416 4.2% 0.0036 0.4% 73% False False 7,568
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9959
2.618 0.9908
1.618 0.9877
1.000 0.9858
0.618 0.9846
HIGH 0.9827
0.618 0.9815
0.500 0.9812
0.382 0.9808
LOW 0.9796
0.618 0.9777
1.000 0.9765
1.618 0.9746
2.618 0.9715
4.250 0.9664
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 0.9816 0.9816
PP 0.9814 0.9814
S1 0.9812 0.9812

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

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