CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 0.9504 0.9547 0.0043 0.5% 0.9495
High 0.9568 0.9612 0.0044 0.5% 0.9612
Low 0.9504 0.9544 0.0040 0.4% 0.9495
Close 0.9560 0.9563 0.0003 0.0% 0.9563
Range 0.0064 0.0068 0.0004 6.3% 0.0117
ATR 0.0051 0.0052 0.0001 2.4% 0.0000
Volume 60 156 96 160.0% 314
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9777 0.9738 0.9600
R3 0.9709 0.9670 0.9582
R2 0.9641 0.9641 0.9575
R1 0.9602 0.9602 0.9569 0.9622
PP 0.9573 0.9573 0.9573 0.9583
S1 0.9534 0.9534 0.9557 0.9554
S2 0.9505 0.9505 0.9551
S3 0.9437 0.9466 0.9544
S4 0.9369 0.9398 0.9526
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 0.9908 0.9852 0.9627
R3 0.9791 0.9735 0.9595
R2 0.9674 0.9674 0.9584
R1 0.9618 0.9618 0.9574 0.9646
PP 0.9557 0.9557 0.9557 0.9571
S1 0.9501 0.9501 0.9552 0.9529
S2 0.9440 0.9440 0.9542
S3 0.9323 0.9384 0.9531
S4 0.9206 0.9267 0.9499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9612 0.9495 0.0117 1.2% 0.0048 0.5% 58% True False 63
10 0.9631 0.9495 0.0136 1.4% 0.0036 0.4% 50% False False 73
20 0.9846 0.9495 0.0351 3.7% 0.0048 0.5% 19% False False 66
40 1.0232 0.9495 0.0737 7.7% 0.0036 0.4% 9% False False 35
60 1.0305 0.9495 0.0810 8.5% 0.0026 0.3% 8% False False 24
80 1.0343 0.9495 0.0848 8.9% 0.0019 0.2% 8% False False 20
100 1.0343 0.9495 0.0848 8.9% 0.0017 0.2% 8% False False 17
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 0.0005
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9901
2.618 0.9790
1.618 0.9722
1.000 0.9680
0.618 0.9654
HIGH 0.9612
0.618 0.9586
0.500 0.9578
0.382 0.9570
LOW 0.9544
0.618 0.9502
1.000 0.9476
1.618 0.9434
2.618 0.9366
4.250 0.9255
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 0.9578 0.9561
PP 0.9573 0.9560
S1 0.9568 0.9558

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

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