CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 0.9602 0.9518 -0.0084 -0.9% 0.9606
High 0.9606 0.9548 -0.0058 -0.6% 0.9657
Low 0.9505 0.9496 -0.0009 -0.1% 0.9593
Close 0.9513 0.9539 0.0026 0.3% 0.9606
Range 0.0101 0.0052 -0.0049 -48.5% 0.0064
ATR 0.0047 0.0047 0.0000 0.8% 0.0000
Volume 178,797 137,556 -41,241 -23.1% 445,043
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9684 0.9663 0.9568
R3 0.9632 0.9611 0.9553
R2 0.9580 0.9580 0.9549
R1 0.9559 0.9559 0.9544 0.9570
PP 0.9528 0.9528 0.9528 0.9533
S1 0.9507 0.9507 0.9534 0.9518
S2 0.9476 0.9476 0.9529
S3 0.9424 0.9455 0.9525
S4 0.9372 0.9403 0.9510
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 0.9496 0.0161 1.7% 0.0053 0.6% 27% False True 120,196
10 0.9719 0.9496 0.0223 2.3% 0.0053 0.6% 19% False True 115,436
20 0.9854 0.9496 0.0358 3.8% 0.0048 0.5% 12% False True 112,149
40 0.9899 0.9496 0.0403 4.2% 0.0043 0.4% 11% False True 107,261
60 0.9956 0.9496 0.0460 4.8% 0.0044 0.5% 9% False True 101,936
80 0.9956 0.9496 0.0460 4.8% 0.0043 0.5% 9% False True 77,330
100 0.9956 0.9496 0.0460 4.8% 0.0043 0.5% 9% False True 61,920
120 0.9956 0.9496 0.0460 4.8% 0.0045 0.5% 9% False True 51,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9769
2.618 0.9684
1.618 0.9632
1.000 0.9600
0.618 0.9580
HIGH 0.9548
0.618 0.9528
0.500 0.9522
0.382 0.9516
LOW 0.9496
0.618 0.9464
1.000 0.9444
1.618 0.9412
2.618 0.9360
4.250 0.9275
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 0.9533 0.9572
PP 0.9528 0.9561
S1 0.9522 0.9550

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

View Archives - Comment on this page... - Back to Index of Symbols