CME Japanese Yen Future March 2015

Trading Metrics calculated at close of trading on 14-May-2014

Day Change Summary
	Previous	Current
	13-May-2014	14-May-2014	Change	Change %	Previous Week
Open	0.9798	0.9840	0.0042	0.4%	0.9816
High	0.9798	0.9849	0.0051	0.5%	0.9877
Low	0.9798	0.9840	0.0042	0.4%	0.9816
Close	0.9798	0.9849	0.0051	0.5%	0.9847
Range	0.0000	0.0009	0.0009		0.0061
ATR
Volume	11	11	0	0.0%	55

Daily Pivots for day following 14-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9873	0.9870	0.9854
R3	0.9864	0.9861	0.9851
R2	0.9855	0.9855	0.9851
R1	0.9852	0.9852	0.9850	0.9854
PP	0.9846	0.9846	0.9846	0.9847
S1	0.9843	0.9843	0.9848	0.9845
S2	0.9837	0.9837	0.9847
S3	0.9828	0.9834	0.9847
S4	0.9819	0.9825	0.9844

Weekly Pivots for week ending 09-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0030	0.9999	0.9881
R3	0.9969	0.9938	0.9864
R2	0.9908	0.9908	0.9858
R1	0.9877	0.9877	0.9853	0.9893
PP	0.9847	0.9847	0.9847	0.9854
S1	0.9816	0.9816	0.9841	0.9832
S2	0.9786	0.9786	0.9836
S3	0.9725	0.9755	0.9830
S4	0.9664	0.9694	0.9813

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9877	0.9798	0.0079	0.8%	0.0002	0.0%	65%	False	False	11
10	0.9877	0.9797	0.0080	0.8%	0.0001	0.0%	65%	False	False	9

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	0.0000
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.9887
2.618	0.9873
1.618	0.9864
1.000	0.9858
0.618	0.9855
HIGH	0.9849
0.618	0.9846
0.500	0.9845
0.382	0.9843
LOW	0.9840
0.618	0.9834
1.000	0.9831
1.618	0.9825
2.618	0.9816
4.250	0.9802

Fisher Pivots for day following 14-May-2014
Pivot	1 day	3 day
R1	0.9848	0.9841
PP	0.9846	0.9832
S1	0.9845	0.9824

Download as Excel Spreadsheet

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

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