CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 09-May-2014
Day Change Summary
Previous Current
08-May-2014 09-May-2014 Change Change % Previous Week
Open 0.9827 0.9845 0.0018 0.2% 0.9794
High 0.9862 0.9850 -0.0012 -0.1% 0.9865
Low 0.9819 0.9827 0.0008 0.1% 0.9794
Close 0.9862 0.9832 -0.0030 -0.3% 0.9832
Range 0.0043 0.0023 -0.0020 -46.5% 0.0071
ATR 0.0050 0.0049 -0.0001 -2.2% 0.0000
Volume 611 502 -109 -17.8% 2,879
Daily Pivots for day following 09-May-2014
Classic Woodie Camarilla DeMark
R4 0.9905 0.9892 0.9845
R3 0.9882 0.9869 0.9838
R2 0.9859 0.9859 0.9836
R1 0.9846 0.9846 0.9834 0.9841
PP 0.9836 0.9836 0.9836 0.9834
S1 0.9823 0.9823 0.9830 0.9818
S2 0.9813 0.9813 0.9828
S3 0.9790 0.9800 0.9826
S4 0.9767 0.9777 0.9819
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.0043 1.0009 0.9871
R3 0.9972 0.9938 0.9852
R2 0.9901 0.9901 0.9845
R1 0.9867 0.9867 0.9839 0.9884
PP 0.9830 0.9830 0.9830 0.9839
S1 0.9796 0.9796 0.9825 0.9813
S2 0.9759 0.9759 0.9819
S3 0.9688 0.9725 0.9812
S4 0.9617 0.9654 0.9793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9794 0.0071 0.7% 0.0043 0.4% 54% False False 575
10 0.9865 0.9700 0.0165 1.7% 0.0047 0.5% 80% False False 385
20 0.9870 0.9700 0.0170 1.7% 0.0043 0.4% 78% False False 281
40 0.9892 0.9595 0.0297 3.0% 0.0049 0.5% 80% False False 189
60 0.9892 0.9595 0.0297 3.0% 0.0043 0.4% 80% False False 129
80 0.9931 0.9575 0.0356 3.6% 0.0037 0.4% 72% False False 97
100 0.9931 0.9515 0.0416 4.2% 0.0031 0.3% 76% False False 78
120 1.0016 0.9515 0.0501 5.1% 0.0027 0.3% 63% False False 65
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9948
2.618 0.9910
1.618 0.9887
1.000 0.9873
0.618 0.9864
HIGH 0.9850
0.618 0.9841
0.500 0.9839
0.382 0.9836
LOW 0.9827
0.618 0.9813
1.000 0.9804
1.618 0.9790
2.618 0.9767
4.250 0.9729
Fisher Pivots for day following 09-May-2014
Pivot 1 day 3 day
R1 0.9839 0.9839
PP 0.9836 0.9836
S1 0.9834 0.9834

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

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