CME Japanese Yen Future June 2014


Trading Metrics calculated at close of trading on 09-Jun-2014
Day Change Summary
Previous Current
06-Jun-2014 09-Jun-2014 Change Change % Previous Week
Open 0.9765 0.9751 -0.0014 -0.1% 0.9823
High 0.9793 0.9768 -0.0025 -0.3% 0.9834
Low 0.9745 0.9742 -0.0003 0.0% 0.9728
Close 0.9753 0.9753 0.0000 0.0% 0.9753
Range 0.0048 0.0026 -0.0022 -45.8% 0.0106
ATR 0.0048 0.0046 -0.0002 -3.2% 0.0000
Volume 130,266 96,726 -33,540 -25.7% 620,828
Daily Pivots for day following 09-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9832 0.9819 0.9767
R3 0.9806 0.9793 0.9760
R2 0.9780 0.9780 0.9758
R1 0.9767 0.9767 0.9755 0.9774
PP 0.9754 0.9754 0.9754 0.9758
S1 0.9741 0.9741 0.9751 0.9748
S2 0.9728 0.9728 0.9748
S3 0.9702 0.9715 0.9746
S4 0.9676 0.9689 0.9739
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0090 1.0027 0.9811
R3 0.9984 0.9921 0.9782
R2 0.9878 0.9878 0.9772
R1 0.9815 0.9815 0.9763 0.9794
PP 0.9772 0.9772 0.9772 0.9761
S1 0.9709 0.9709 0.9743 0.9688
S2 0.9666 0.9666 0.9734
S3 0.9560 0.9603 0.9724
S4 0.9454 0.9497 0.9695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9793 0.9728 0.0065 0.7% 0.0035 0.4% 38% False False 113,787
10 0.9860 0.9728 0.0132 1.4% 0.0041 0.4% 19% False False 113,047
20 0.9920 0.9728 0.0192 2.0% 0.0045 0.5% 13% False False 111,760
40 0.9920 0.9687 0.0233 2.4% 0.0048 0.5% 28% False False 107,283
60 0.9920 0.9598 0.0322 3.3% 0.0054 0.6% 48% False False 113,841
80 0.9920 0.9598 0.0322 3.3% 0.0059 0.6% 48% False False 89,444
100 0.9930 0.9548 0.0382 3.9% 0.0063 0.6% 54% False False 71,611
120 0.9930 0.9495 0.0435 4.5% 0.0062 0.6% 59% False False 59,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 0.9879
2.618 0.9836
1.618 0.9810
1.000 0.9794
0.618 0.9784
HIGH 0.9768
0.618 0.9758
0.500 0.9755
0.382 0.9752
LOW 0.9742
0.618 0.9726
1.000 0.9716
1.618 0.9700
2.618 0.9674
4.250 0.9632
Fisher Pivots for day following 09-Jun-2014
Pivot 1 day 3 day
R1 0.9755 0.9764
PP 0.9754 0.9760
S1 0.9754 0.9757

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

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