CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9642 0.9602 -0.0040 -0.4% 0.9606
High 0.9648 0.9606 -0.0042 -0.4% 0.9657
Low 0.9605 0.9505 -0.0100 -1.0% 0.9593
Close 0.9606 0.9513 -0.0093 -1.0% 0.9606
Range 0.0043 0.0101 0.0058 134.9% 0.0064
ATR 0.0043 0.0047 0.0004 9.7% 0.0000
Volume 98,517 178,797 80,280 81.5% 445,043
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9844 0.9780 0.9569
R3 0.9743 0.9679 0.9541
R2 0.9642 0.9642 0.9532
R1 0.9578 0.9578 0.9522 0.9560
PP 0.9541 0.9541 0.9541 0.9532
S1 0.9477 0.9477 0.9504 0.9459
S2 0.9440 0.9440 0.9494
S3 0.9339 0.9376 0.9485
S4 0.9238 0.9275 0.9457
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9811 0.9772 0.9641
R3 0.9747 0.9708 0.9624
R2 0.9683 0.9683 0.9618
R1 0.9644 0.9644 0.9612 0.9638
PP 0.9619 0.9619 0.9619 0.9616
S1 0.9580 0.9580 0.9600 0.9574
S2 0.9555 0.9555 0.9594
S3 0.9491 0.9516 0.9588
S4 0.9427 0.9452 0.9571
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9657 0.9505 0.0152 1.6% 0.0051 0.5% 5% False True 110,845
10 0.9756 0.9505 0.0251 2.6% 0.0051 0.5% 3% False True 109,357
20 0.9854 0.9505 0.0349 3.7% 0.0047 0.5% 2% False True 111,619
40 0.9899 0.9505 0.0394 4.1% 0.0042 0.4% 2% False True 106,052
60 0.9956 0.9505 0.0451 4.7% 0.0043 0.5% 2% False True 100,218
80 0.9956 0.9505 0.0451 4.7% 0.0043 0.4% 2% False True 75,617
100 0.9956 0.9505 0.0451 4.7% 0.0043 0.5% 2% False True 60,546
120 0.9956 0.9505 0.0451 4.7% 0.0045 0.5% 2% False True 50,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.0035
2.618 0.9870
1.618 0.9769
1.000 0.9707
0.618 0.9668
HIGH 0.9606
0.618 0.9567
0.500 0.9556
0.382 0.9544
LOW 0.9505
0.618 0.9443
1.000 0.9404
1.618 0.9342
2.618 0.9241
4.250 0.9076
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9556 0.9581
PP 0.9541 0.9558
S1 0.9527 0.9536

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

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