CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9361 0.9342 -0.0019 -0.2% 0.9513
High 0.9377 0.9344 -0.0033 -0.4% 0.9524
Low 0.9329 0.9311 -0.0018 -0.2% 0.9311
Close 0.9341 0.9318 -0.0023 -0.2% 0.9318
Range 0.0048 0.0033 -0.0015 -31.3% 0.0213
ATR 0.0055 0.0054 -0.0002 -2.9% 0.0000
Volume 229,267 31,736 -197,531 -86.2% 898,429
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9423 0.9404 0.9336
R3 0.9390 0.9371 0.9327
R2 0.9357 0.9357 0.9324
R1 0.9338 0.9338 0.9321 0.9331
PP 0.9324 0.9324 0.9324 0.9321
S1 0.9305 0.9305 0.9315 0.9298
S2 0.9291 0.9291 0.9312
S3 0.9258 0.9272 0.9309
S4 0.9225 0.9239 0.9300
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 1.0023 0.9884 0.9435
R3 0.9810 0.9671 0.9377
R2 0.9597 0.9597 0.9357
R1 0.9458 0.9458 0.9338 0.9421
PP 0.9384 0.9384 0.9384 0.9366
S1 0.9245 0.9245 0.9298 0.9208
S2 0.9171 0.9171 0.9279
S3 0.8958 0.9032 0.9259
S4 0.8745 0.8819 0.9201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9524 0.9311 0.0213 2.3% 0.0060 0.6% 3% False True 179,685
10 0.9648 0.9311 0.0337 3.6% 0.0065 0.7% 2% False True 164,904
20 0.9792 0.9311 0.0481 5.2% 0.0055 0.6% 1% False True 134,255
40 0.9896 0.9311 0.0585 6.3% 0.0047 0.5% 1% False True 122,082
60 0.9956 0.9311 0.0645 6.9% 0.0046 0.5% 1% False True 112,597
80 0.9956 0.9311 0.0645 6.9% 0.0045 0.5% 1% False True 92,725
100 0.9956 0.9311 0.0645 6.9% 0.0045 0.5% 1% False True 74,248
120 0.9956 0.9311 0.0645 6.9% 0.0046 0.5% 1% False True 61,899
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9484
2.618 0.9430
1.618 0.9397
1.000 0.9377
0.618 0.9364
HIGH 0.9344
0.618 0.9331
0.500 0.9328
0.382 0.9324
LOW 0.9311
0.618 0.9291
1.000 0.9278
1.618 0.9258
2.618 0.9225
4.250 0.9171
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.9328 0.9371
PP 0.9324 0.9353
S1 0.9321 0.9336

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

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