CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 0.9838 0.9839 0.0001 0.0% 0.9805
High 0.9843 0.9891 0.0048 0.5% 0.9899
Low 0.9827 0.9836 0.0009 0.1% 0.9788
Close 0.9836 0.9876 0.0040 0.4% 0.9873
Range 0.0016 0.0055 0.0039 243.8% 0.0111
ATR 0.0041 0.0042 0.0001 2.5% 0.0000
Volume 57,101 125,707 68,606 120.1% 470,494
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0033 1.0009 0.9906
R3 0.9978 0.9954 0.9891
R2 0.9923 0.9923 0.9886
R1 0.9899 0.9899 0.9881 0.9911
PP 0.9868 0.9868 0.9868 0.9874
S1 0.9844 0.9844 0.9871 0.9856
S2 0.9813 0.9813 0.9866
S3 0.9758 0.9789 0.9861
S4 0.9703 0.9734 0.9846
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0186 1.0141 0.9934
R3 1.0075 1.0030 0.9904
R2 0.9964 0.9964 0.9893
R1 0.9919 0.9919 0.9883 0.9942
PP 0.9853 0.9853 0.9853 0.9865
S1 0.9808 0.9808 0.9863 0.9831
S2 0.9742 0.9742 0.9853
S3 0.9631 0.9697 0.9842
S4 0.9520 0.9586 0.9812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9891 0.9827 0.0064 0.6% 0.0030 0.3% 77% True False 84,967
10 0.9899 0.9768 0.0131 1.3% 0.0040 0.4% 82% False False 94,687
20 0.9956 0.9768 0.0188 1.9% 0.0043 0.4% 57% False False 93,627
40 0.9956 0.9734 0.0222 2.2% 0.0043 0.4% 64% False False 63,368
60 0.9956 0.9700 0.0256 2.6% 0.0044 0.4% 69% False False 42,358
80 0.9956 0.9595 0.0361 3.7% 0.0045 0.5% 78% False False 31,808
100 0.9956 0.9595 0.0361 3.7% 0.0043 0.4% 78% False False 25,451
120 0.9956 0.9595 0.0361 3.7% 0.0041 0.4% 78% False False 21,209
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 True
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0125
2.618 1.0035
1.618 0.9980
1.000 0.9946
0.618 0.9925
HIGH 0.9891
0.618 0.9870
0.500 0.9864
0.382 0.9857
LOW 0.9836
0.618 0.9802
1.000 0.9781
1.618 0.9747
2.618 0.9692
4.250 0.9602
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 0.9872 0.9870
PP 0.9868 0.9865
S1 0.9864 0.9859

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

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