CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 0.9806 0.9815 0.0009 0.1% 0.9766
High 0.9848 0.9820 -0.0028 -0.3% 0.9848
Low 0.9806 0.9812 0.0006 0.1% 0.9765
Close 0.9848 0.9814 -0.0034 -0.3% 0.9814
Range 0.0042 0.0008 -0.0034 -81.0% 0.0083
ATR 0.0032 0.0033 0.0000 0.8% 0.0000
Volume 64 36 -28 -43.8% 173
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9839 0.9835 0.9818
R3 0.9831 0.9827 0.9816
R2 0.9823 0.9823 0.9815
R1 0.9819 0.9819 0.9815 0.9817
PP 0.9815 0.9815 0.9815 0.9815
S1 0.9811 0.9811 0.9813 0.9809
S2 0.9807 0.9807 0.9813
S3 0.9799 0.9803 0.9812
S4 0.9791 0.9795 0.9810
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0058 1.0019 0.9860
R3 0.9975 0.9936 0.9837
R2 0.9892 0.9892 0.9829
R1 0.9853 0.9853 0.9822 0.9873
PP 0.9809 0.9809 0.9809 0.9819
S1 0.9770 0.9770 0.9806 0.9790
S2 0.9726 0.9726 0.9799
S3 0.9643 0.9687 0.9791
S4 0.9560 0.9604 0.9768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9848 0.9765 0.0083 0.8% 0.0022 0.2% 59% False False 34
10 0.9848 0.9744 0.0104 1.1% 0.0025 0.3% 67% False False 28
20 0.9930 0.9744 0.0186 1.9% 0.0025 0.3% 38% False False 22
40 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 41% False False 13
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 63% False False 10
80 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 63% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9854
2.618 0.9841
1.618 0.9833
1.000 0.9828
0.618 0.9825
HIGH 0.9820
0.618 0.9817
0.500 0.9816
0.382 0.9815
LOW 0.9812
0.618 0.9807
1.000 0.9804
1.618 0.9799
2.618 0.9791
4.250 0.9778
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 0.9816 0.9814
PP 0.9815 0.9813
S1 0.9815 0.9813

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

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