CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 19-May-2014
Day Change Summary
Previous Current
16-May-2014 19-May-2014 Change Change % Previous Week
Open 0.9857 0.9860 0.0003 0.0% 0.9810
High 0.9870 0.9899 0.0029 0.3% 0.9880
Low 0.9846 0.9853 0.0007 0.1% 0.9778
Close 0.9859 0.9878 0.0019 0.2% 0.9859
Range 0.0024 0.0046 0.0022 91.7% 0.0102
ATR 0.0047 0.0047 0.0000 -0.2% 0.0000
Volume 355 821 466 131.3% 1,248
Daily Pivots for day following 19-May-2014
Classic Woodie Camarilla DeMark
R4 1.0015 0.9992 0.9903
R3 0.9969 0.9946 0.9891
R2 0.9923 0.9923 0.9886
R1 0.9900 0.9900 0.9882 0.9912
PP 0.9877 0.9877 0.9877 0.9882
S1 0.9854 0.9854 0.9874 0.9866
S2 0.9831 0.9831 0.9870
S3 0.9785 0.9808 0.9865
S4 0.9739 0.9762 0.9853
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.0145 1.0104 0.9915
R3 1.0043 1.0002 0.9887
R2 0.9941 0.9941 0.9878
R1 0.9900 0.9900 0.9868 0.9921
PP 0.9839 0.9839 0.9839 0.9849
S1 0.9798 0.9798 0.9850 0.9819
S2 0.9737 0.9737 0.9840
S3 0.9635 0.9696 0.9831
S4 0.9533 0.9594 0.9803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9899 0.9778 0.0121 1.2% 0.0043 0.4% 83% True False 351
10 0.9899 0.9778 0.0121 1.2% 0.0042 0.4% 83% True False 415
20 0.9899 0.9700 0.0199 2.0% 0.0044 0.4% 89% True False 312
40 0.9899 0.9595 0.0304 3.1% 0.0047 0.5% 93% True False 235
60 0.9899 0.9595 0.0304 3.1% 0.0043 0.4% 93% True False 163
80 0.9931 0.9595 0.0336 3.4% 0.0039 0.4% 84% False False 123
100 0.9931 0.9515 0.0416 4.2% 0.0033 0.3% 87% False False 99
120 0.9931 0.9515 0.0416 4.2% 0.0029 0.3% 87% False False 83
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 False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0095
2.618 1.0019
1.618 0.9973
1.000 0.9945
0.618 0.9927
HIGH 0.9899
0.618 0.9881
0.500 0.9876
0.382 0.9871
LOW 0.9853
0.618 0.9825
1.000 0.9807
1.618 0.9779
2.618 0.9733
4.250 0.9658
Fisher Pivots for day following 19-May-2014
Pivot 1 day 3 day
R1 0.9877 0.9869
PP 0.9877 0.9860
S1 0.9876 0.9852

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

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