CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 0.9729 0.9749 0.0020 0.2% 0.9826
High 0.9774 0.9767 -0.0007 -0.1% 0.9832
Low 0.9707 0.9736 0.0029 0.3% 0.9702
Close 0.9753 0.9754 0.0001 0.0% 0.9753
Range 0.0067 0.0031 -0.0036 -53.7% 0.0130
ATR 0.0041 0.0040 -0.0001 -1.8% 0.0000
Volume 184,335 80,588 -103,747 -56.3% 662,178
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9845 0.9831 0.9771
R3 0.9814 0.9800 0.9763
R2 0.9783 0.9783 0.9760
R1 0.9769 0.9769 0.9757 0.9776
PP 0.9752 0.9752 0.9752 0.9756
S1 0.9738 0.9738 0.9751 0.9745
S2 0.9721 0.9721 0.9748
S3 0.9690 0.9707 0.9745
S4 0.9659 0.9676 0.9737
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0152 1.0083 0.9825
R3 1.0022 0.9953 0.9789
R2 0.9892 0.9892 0.9777
R1 0.9823 0.9823 0.9765 0.9793
PP 0.9762 0.9762 0.9762 0.9747
S1 0.9693 0.9693 0.9741 0.9663
S2 0.9632 0.9632 0.9729
S3 0.9502 0.9563 0.9717
S4 0.9372 0.9433 0.9682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9824 0.9702 0.0122 1.3% 0.0052 0.5% 43% False False 137,854
10 0.9873 0.9702 0.0171 1.8% 0.0039 0.4% 30% False False 112,438
20 0.9899 0.9702 0.0197 2.0% 0.0037 0.4% 26% False False 100,486
40 0.9956 0.9702 0.0254 2.6% 0.0041 0.4% 20% False False 94,518
60 0.9956 0.9702 0.0254 2.6% 0.0041 0.4% 20% False False 63,617
80 0.9956 0.9700 0.0256 2.6% 0.0042 0.4% 21% False False 47,777
100 0.9956 0.9595 0.0361 3.7% 0.0045 0.5% 44% False False 38,241
120 0.9956 0.9595 0.0361 3.7% 0.0042 0.4% 44% False False 31,869
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9899
2.618 0.9848
1.618 0.9817
1.000 0.9798
0.618 0.9786
HIGH 0.9767
0.618 0.9755
0.500 0.9752
0.382 0.9748
LOW 0.9736
0.618 0.9717
1.000 0.9705
1.618 0.9686
2.618 0.9655
4.250 0.9604
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 0.9753 0.9750
PP 0.9752 0.9745
S1 0.9752 0.9741

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

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