CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 0.9853 0.9830 -0.0023 -0.2% 0.9802
High 0.9866 0.9831 -0.0035 -0.4% 0.9956
Low 0.9823 0.9768 -0.0055 -0.6% 0.9792
Close 0.9825 0.9788 -0.0037 -0.4% 0.9869
Range 0.0043 0.0063 0.0020 46.5% 0.0164
ATR 0.0045 0.0047 0.0001 2.8% 0.0000
Volume 93,120 117,839 24,719 26.5% 507,038
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9985 0.9949 0.9823
R3 0.9922 0.9886 0.9805
R2 0.9859 0.9859 0.9800
R1 0.9823 0.9823 0.9794 0.9810
PP 0.9796 0.9796 0.9796 0.9789
S1 0.9760 0.9760 0.9782 0.9747
S2 0.9733 0.9733 0.9776
S3 0.9670 0.9697 0.9771
S4 0.9607 0.9634 0.9753
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 0.9768 0.0115 1.2% 0.0042 0.4% 17% False True 95,652
10 0.9956 0.9768 0.0188 1.9% 0.0050 0.5% 11% False True 95,892
20 0.9956 0.9747 0.0209 2.1% 0.0046 0.5% 20% False False 84,021
40 0.9956 0.9734 0.0222 2.3% 0.0043 0.4% 24% False False 42,735
60 0.9956 0.9700 0.0256 2.6% 0.0044 0.5% 34% False False 28,572
80 0.9956 0.9595 0.0361 3.7% 0.0046 0.5% 53% False False 21,449
100 0.9956 0.9595 0.0361 3.7% 0.0043 0.4% 53% False False 17,161
120 0.9956 0.9575 0.0381 3.9% 0.0039 0.4% 56% False False 14,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0099
2.618 0.9996
1.618 0.9933
1.000 0.9894
0.618 0.9870
HIGH 0.9831
0.618 0.9807
0.500 0.9800
0.382 0.9792
LOW 0.9768
0.618 0.9729
1.000 0.9705
1.618 0.9666
2.618 0.9603
4.250 0.9500
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 0.9800 0.9824
PP 0.9796 0.9812
S1 0.9792 0.9800

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

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