CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 0.9842 0.9874 0.0032 0.3% 0.9805
High 0.9899 0.9884 -0.0015 -0.2% 0.9899
Low 0.9842 0.9867 0.0025 0.3% 0.9788
Close 0.9879 0.9873 -0.0006 -0.1% 0.9873
Range 0.0057 0.0017 -0.0040 -70.2% 0.0111
ATR 0.0046 0.0044 -0.0002 -4.5% 0.0000
Volume 131,782 66,290 -65,492 -49.7% 470,494
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9926 0.9916 0.9882
R3 0.9909 0.9899 0.9878
R2 0.9892 0.9892 0.9876
R1 0.9882 0.9882 0.9875 0.9879
PP 0.9875 0.9875 0.9875 0.9873
S1 0.9865 0.9865 0.9871 0.9862
S2 0.9858 0.9858 0.9870
S3 0.9841 0.9848 0.9868
S4 0.9824 0.9831 0.9864
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0186 1.0141 0.9934
R3 1.0075 1.0030 0.9904
R2 0.9964 0.9964 0.9893
R1 0.9919 0.9919 0.9883 0.9942
PP 0.9853 0.9853 0.9853 0.9865
S1 0.9808 0.9808 0.9863 0.9831
S2 0.9742 0.9742 0.9853
S3 0.9631 0.9697 0.9842
S4 0.9520 0.9586 0.9812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9899 0.9788 0.0111 1.1% 0.0039 0.4% 77% False False 94,098
10 0.9899 0.9768 0.0131 1.3% 0.0041 0.4% 80% False False 94,875
20 0.9956 0.9762 0.0194 2.0% 0.0045 0.5% 57% False False 95,455
40 0.9956 0.9734 0.0222 2.2% 0.0044 0.4% 63% False False 54,454
60 0.9956 0.9700 0.0256 2.6% 0.0043 0.4% 68% False False 36,394
80 0.9956 0.9595 0.0361 3.7% 0.0046 0.5% 77% False False 27,329
100 0.9956 0.9595 0.0361 3.7% 0.0043 0.4% 77% False False 21,865
120 0.9956 0.9592 0.0364 3.7% 0.0040 0.4% 77% False False 18,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 0.9956
2.618 0.9929
1.618 0.9912
1.000 0.9901
0.618 0.9895
HIGH 0.9884
0.618 0.9878
0.500 0.9876
0.382 0.9873
LOW 0.9867
0.618 0.9856
1.000 0.9850
1.618 0.9839
2.618 0.9822
4.250 0.9795
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 0.9876 0.9868
PP 0.9875 0.9864
S1 0.9874 0.9859

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

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