CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 02-Jul-2014
Day Change Summary
Previous Current
01-Jul-2014 02-Jul-2014 Change Change % Previous Week
Open 0.9875 0.9853 -0.0022 -0.2% 0.9802
High 0.9880 0.9866 -0.0014 -0.1% 0.9956
Low 0.9848 0.9823 -0.0025 -0.3% 0.9792
Close 0.9856 0.9825 -0.0031 -0.3% 0.9869
Range 0.0032 0.0043 0.0011 34.4% 0.0164
ATR 0.0045 0.0045 0.0000 -0.4% 0.0000
Volume 85,065 93,120 8,055 9.5% 507,038
Daily Pivots for day following 02-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9967 0.9939 0.9849
R3 0.9924 0.9896 0.9837
R2 0.9881 0.9881 0.9833
R1 0.9853 0.9853 0.9829 0.9846
PP 0.9838 0.9838 0.9838 0.9834
S1 0.9810 0.9810 0.9821 0.9803
S2 0.9795 0.9795 0.9817
S3 0.9752 0.9767 0.9813
S4 0.9709 0.9724 0.9801
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0364 1.0281 0.9959
R3 1.0200 1.0117 0.9914
R2 1.0036 1.0036 0.9899
R1 0.9953 0.9953 0.9884 0.9995
PP 0.9872 0.9872 0.9872 0.9893
S1 0.9789 0.9789 0.9854 0.9831
S2 0.9708 0.9708 0.9839
S3 0.9544 0.9625 0.9824
S4 0.9380 0.9461 0.9779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9883 0.9822 0.0061 0.6% 0.0037 0.4% 5% False False 93,366
10 0.9956 0.9790 0.0166 1.7% 0.0047 0.5% 21% False False 92,567
20 0.9956 0.9740 0.0216 2.2% 0.0045 0.5% 39% False False 78,432
40 0.9956 0.9734 0.0222 2.3% 0.0043 0.4% 41% False False 39,806
60 0.9956 0.9700 0.0256 2.6% 0.0045 0.5% 49% False False 26,612
80 0.9956 0.9595 0.0361 3.7% 0.0046 0.5% 64% False False 19,976
100 0.9956 0.9595 0.0361 3.7% 0.0042 0.4% 64% False False 15,982
120 0.9956 0.9575 0.0381 3.9% 0.0038 0.4% 66% False False 13,319
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0049
2.618 0.9979
1.618 0.9936
1.000 0.9909
0.618 0.9893
HIGH 0.9866
0.618 0.9850
0.500 0.9845
0.382 0.9839
LOW 0.9823
0.618 0.9796
1.000 0.9780
1.618 0.9753
2.618 0.9710
4.250 0.9640
Fisher Pivots for day following 02-Jul-2014
Pivot 1 day 3 day
R1 0.9845 0.9853
PP 0.9838 0.9844
S1 0.9832 0.9834

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

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