CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 0.9834 0.9774 -0.0060 -0.6% 0.9812
High 0.9840 0.9784 -0.0056 -0.6% 0.9865
Low 0.9764 0.9757 -0.0007 -0.1% 0.9795
Close 0.9766 0.9762 -0.0004 0.0% 0.9840
Range 0.0076 0.0027 -0.0049 -64.5% 0.0070
ATR 0.0046 0.0045 -0.0001 -3.0% 0.0000
Volume 3,204 5,237 2,033 63.5% 5,933
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9849 0.9832 0.9777
R3 0.9822 0.9805 0.9769
R2 0.9795 0.9795 0.9767
R1 0.9778 0.9778 0.9764 0.9773
PP 0.9768 0.9768 0.9768 0.9765
S1 0.9751 0.9751 0.9760 0.9746
S2 0.9741 0.9741 0.9757
S3 0.9714 0.9724 0.9755
S4 0.9687 0.9697 0.9747
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 1.0043 1.0012 0.9879
R3 0.9973 0.9942 0.9859
R2 0.9903 0.9903 0.9853
R1 0.9872 0.9872 0.9846 0.9888
PP 0.9833 0.9833 0.9833 0.9841
S1 0.9802 0.9802 0.9834 0.9818
S2 0.9763 0.9763 0.9827
S3 0.9693 0.9732 0.9821
S4 0.9623 0.9662 0.9802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9757 0.0108 1.1% 0.0042 0.4% 5% False True 2,595
10 0.9925 0.9757 0.0168 1.7% 0.0044 0.4% 3% False True 1,605
20 0.9925 0.9757 0.0168 1.7% 0.0043 0.4% 3% False True 1,010
40 0.9925 0.9685 0.0240 2.5% 0.0046 0.5% 32% False False 612
60 0.9925 0.9595 0.0330 3.4% 0.0046 0.5% 51% False False 430
80 0.9925 0.9595 0.0330 3.4% 0.0041 0.4% 51% False False 324
100 0.9931 0.9560 0.0371 3.8% 0.0037 0.4% 54% False False 259
120 0.9931 0.9515 0.0416 4.3% 0.0032 0.3% 59% False False 216
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9899
2.618 0.9855
1.618 0.9828
1.000 0.9811
0.618 0.9801
HIGH 0.9784
0.618 0.9774
0.500 0.9771
0.382 0.9767
LOW 0.9757
0.618 0.9740
1.000 0.9730
1.618 0.9713
2.618 0.9686
4.250 0.9642
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 0.9771 0.9807
PP 0.9768 0.9792
S1 0.9765 0.9777

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

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