CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 0.9830 0.9805 -0.0025 -0.3% 0.9864
High 0.9831 0.9829 -0.0002 0.0% 0.9883
Low 0.9768 0.9788 0.0020 0.2% 0.9768
Close 0.9788 0.9822 0.0034 0.3% 0.9788
Range 0.0063 0.0041 -0.0022 -34.9% 0.0115
ATR 0.0047 0.0046 0.0000 -0.8% 0.0000
Volume 117,839 98,491 -19,348 -16.4% 376,542
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9936 0.9920 0.9845
R3 0.9895 0.9879 0.9833
R2 0.9854 0.9854 0.9830
R1 0.9838 0.9838 0.9826 0.9846
PP 0.9813 0.9813 0.9813 0.9817
S1 0.9797 0.9797 0.9818 0.9805
S2 0.9772 0.9772 0.9814
S3 0.9731 0.9756 0.9811
S4 0.9690 0.9715 0.9799
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0158 1.0088 0.9851
R3 1.0043 0.9973 0.9820
R2 0.9928 0.9928 0.9809
R1 0.9858 0.9858 0.9799 0.9836
PP 0.9813 0.9813 0.9813 0.9802
S1 0.9743 0.9743 0.9777 0.9721
S2 0.9698 0.9698 0.9767
S3 0.9583 0.9628 0.9756
S4 0.9468 0.9513 0.9725
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% 0.0040 0.4% 47% False False 95,006
10 0.9956 0.9768 0.0188 1.9% 0.0050 0.5% 29% False False 98,207
20 0.9956 0.9747 0.0209 2.1% 0.0046 0.5% 36% False False 88,550
40 0.9956 0.9734 0.0222 2.3% 0.0043 0.4% 40% False False 45,182
60 0.9956 0.9700 0.0256 2.6% 0.0044 0.4% 48% False False 30,208
80 0.9956 0.9595 0.0361 3.7% 0.0047 0.5% 63% False False 22,680
100 0.9956 0.9595 0.0361 3.7% 0.0043 0.4% 63% False False 18,146
120 0.9956 0.9575 0.0381 3.9% 0.0039 0.4% 65% False False 15,121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0003
2.618 0.9936
1.618 0.9895
1.000 0.9870
0.618 0.9854
HIGH 0.9829
0.618 0.9813
0.500 0.9809
0.382 0.9804
LOW 0.9788
0.618 0.9763
1.000 0.9747
1.618 0.9722
2.618 0.9681
4.250 0.9614
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 0.9818 0.9820
PP 0.9813 0.9819
S1 0.9809 0.9817

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

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