CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.9342 0.9319 -0.0023 -0.2% 0.9513
High 0.9344 0.9343 -0.0001 0.0% 0.9524
Low 0.9311 0.9315 0.0004 0.0% 0.9311
Close 0.9318 0.9335 0.0017 0.2% 0.9318
Range 0.0033 0.0028 -0.0005 -15.2% 0.0213
ATR 0.0054 0.0052 -0.0002 -3.4% 0.0000
Volume 31,736 2,982 -28,754 -90.6% 898,429
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9415 0.9403 0.9350
R3 0.9387 0.9375 0.9343
R2 0.9359 0.9359 0.9340
R1 0.9347 0.9347 0.9338 0.9353
PP 0.9331 0.9331 0.9331 0.9334
S1 0.9319 0.9319 0.9332 0.9325
S2 0.9303 0.9303 0.9330
S3 0.9275 0.9291 0.9327
S4 0.9247 0.9263 0.9320
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 0.9440 0.9311 0.0129 1.4% 0.0046 0.5% 19% False False 143,586
10 0.9606 0.9311 0.0295 3.2% 0.0063 0.7% 8% False False 155,351
20 0.9782 0.9311 0.0471 5.0% 0.0054 0.6% 5% False False 126,719
40 0.9887 0.9311 0.0576 6.2% 0.0047 0.5% 4% False False 119,722
60 0.9956 0.9311 0.0645 6.9% 0.0046 0.5% 4% False False 111,237
80 0.9956 0.9311 0.0645 6.9% 0.0045 0.5% 4% False False 92,759
100 0.9956 0.9311 0.0645 6.9% 0.0045 0.5% 4% False False 74,277
120 0.9956 0.9311 0.0645 6.9% 0.0046 0.5% 4% False False 61,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9462
2.618 0.9416
1.618 0.9388
1.000 0.9371
0.618 0.9360
HIGH 0.9343
0.618 0.9332
0.500 0.9329
0.382 0.9326
LOW 0.9315
0.618 0.9298
1.000 0.9287
1.618 0.9270
2.618 0.9242
4.250 0.9196
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.9333 0.9344
PP 0.9331 0.9341
S1 0.9329 0.9338

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

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