CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 29-Jul-2014
Day Change Summary
Previous Current
28-Jul-2014 29-Jul-2014 Change Change % Previous Week
Open 0.9826 0.9821 -0.0005 -0.1% 0.9871
High 0.9832 0.9824 -0.0008 -0.1% 0.9887
Low 0.9816 0.9791 -0.0025 -0.3% 0.9812
Close 0.9819 0.9794 -0.0025 -0.3% 0.9826
Range 0.0016 0.0033 0.0017 106.3% 0.0075
ATR 0.0036 0.0035 0.0000 -0.5% 0.0000
Volume 53,493 105,956 52,463 98.1% 439,056
Daily Pivots for day following 29-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9902 0.9881 0.9812
R3 0.9869 0.9848 0.9803
R2 0.9836 0.9836 0.9800
R1 0.9815 0.9815 0.9797 0.9809
PP 0.9803 0.9803 0.9803 0.9800
S1 0.9782 0.9782 0.9791 0.9776
S2 0.9770 0.9770 0.9788
S3 0.9737 0.9749 0.9785
S4 0.9704 0.9716 0.9776
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0067 1.0021 0.9867
R3 0.9992 0.9946 0.9847
R2 0.9917 0.9917 0.9840
R1 0.9871 0.9871 0.9833 0.9857
PP 0.9842 0.9842 0.9842 0.9834
S1 0.9796 0.9796 0.9819 0.9782
S2 0.9767 0.9767 0.9812
S3 0.9692 0.9721 0.9805
S4 0.9617 0.9646 0.9785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9873 0.9791 0.0082 0.8% 0.0028 0.3% 4% False True 87,328
10 0.9896 0.9791 0.0105 1.1% 0.0029 0.3% 3% False True 87,866
20 0.9899 0.9768 0.0131 1.3% 0.0035 0.4% 20% False False 91,046
40 0.9956 0.9734 0.0222 2.3% 0.0039 0.4% 27% False False 80,508
60 0.9956 0.9734 0.0222 2.3% 0.0041 0.4% 27% False False 53,934
80 0.9956 0.9631 0.0325 3.3% 0.0043 0.4% 50% False False 40,496
100 0.9956 0.9595 0.0361 3.7% 0.0043 0.4% 55% False False 32,409
120 0.9956 0.9595 0.0361 3.7% 0.0041 0.4% 55% False False 27,008
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 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9964
2.618 0.9910
1.618 0.9877
1.000 0.9857
0.618 0.9844
HIGH 0.9824
0.618 0.9811
0.500 0.9808
0.382 0.9804
LOW 0.9791
0.618 0.9771
1.000 0.9758
1.618 0.9738
2.618 0.9705
4.250 0.9651
Fisher Pivots for day following 29-Jul-2014
Pivot 1 day 3 day
R1 0.9808 0.9813
PP 0.9803 0.9807
S1 0.9799 0.9800

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

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