CME Japanese Yen Future March 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 0.9599 0.9558 -0.0041 -0.4% 0.9502
High 0.9602 0.9573 -0.0029 -0.3% 0.9612
Low 0.9550 0.9515 -0.0035 -0.4% 0.9486
Close 0.9573 0.9544 -0.0029 -0.3% 0.9558
Range 0.0052 0.0058 0.0006 11.5% 0.0126
ATR 0.0071 0.0070 -0.0001 -1.3% 0.0000
Volume 114,603 133,613 19,010 16.6% 270,607
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9718 0.9689 0.9576
R3 0.9660 0.9631 0.9560
R2 0.9602 0.9602 0.9555
R1 0.9573 0.9573 0.9549 0.9559
PP 0.9544 0.9544 0.9544 0.9537
S1 0.9515 0.9515 0.9539 0.9501
S2 0.9486 0.9486 0.9533
S3 0.9428 0.9457 0.9528
S4 0.9370 0.9399 0.9512
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9930 0.9870 0.9627
R3 0.9804 0.9744 0.9593
R2 0.9678 0.9678 0.9581
R1 0.9618 0.9618 0.9570 0.9648
PP 0.9552 0.9552 0.9552 0.9567
S1 0.9492 0.9492 0.9546 0.9522
S2 0.9426 0.9426 0.9535
S3 0.9300 0.9366 0.9523
S4 0.9174 0.9240 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9629 0.9486 0.0143 1.5% 0.0074 0.8% 41% False False 114,094
10 0.9629 0.9486 0.0143 1.5% 0.0058 0.6% 41% False False 78,862
20 0.9796 0.9486 0.0310 3.2% 0.0072 0.8% 19% False False 93,940
40 1.0115 0.9486 0.0629 6.6% 0.0072 0.8% 9% False False 49,116
60 1.0318 0.9486 0.0832 8.7% 0.0069 0.7% 7% False False 32,786
80 1.0358 0.9486 0.0872 9.1% 0.0069 0.7% 7% False False 24,620
100 1.0358 0.9486 0.0872 9.1% 0.0061 0.6% 7% False False 19,697
120 1.0398 0.9486 0.0912 9.6% 0.0053 0.6% 6% False False 16,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9820
2.618 0.9725
1.618 0.9667
1.000 0.9631
0.618 0.9609
HIGH 0.9573
0.618 0.9551
0.500 0.9544
0.382 0.9537
LOW 0.9515
0.618 0.9479
1.000 0.9457
1.618 0.9421
2.618 0.9363
4.250 0.9269
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 0.9544 0.9572
PP 0.9544 0.9563
S1 0.9544 0.9553

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

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