CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9643 0.9631 -0.0012 -0.1% 0.9771
High 0.9652 0.9663 0.0011 0.1% 0.9782
Low 0.9621 0.9599 -0.0022 -0.2% 0.9599
Close 0.9636 0.9623 -0.0013 -0.1% 0.9623
Range 0.0031 0.0064 0.0033 106.5% 0.0183
ATR 0.0044 0.0045 0.0001 3.4% 0.0000
Volume 102,911 147,217 44,306 43.1% 535,840
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9820 0.9786 0.9658
R3 0.9756 0.9722 0.9641
R2 0.9692 0.9692 0.9635
R1 0.9658 0.9658 0.9629 0.9643
PP 0.9628 0.9628 0.9628 0.9621
S1 0.9594 0.9594 0.9617 0.9579
S2 0.9564 0.9564 0.9611
S3 0.9500 0.9530 0.9605
S4 0.9436 0.9466 0.9588
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0217 1.0103 0.9724
R3 1.0034 0.9920 0.9673
R2 0.9851 0.9851 0.9657
R1 0.9737 0.9737 0.9640 0.9703
PP 0.9668 0.9668 0.9668 0.9651
S1 0.9554 0.9554 0.9606 0.9520
S2 0.9485 0.9485 0.9589
S3 0.9302 0.9371 0.9573
S4 0.9119 0.9188 0.9522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9782 0.9599 0.0183 1.9% 0.0051 0.5% 13% False True 107,168
10 0.9804 0.9599 0.0205 2.1% 0.0042 0.4% 12% False True 101,989
20 0.9854 0.9599 0.0255 2.6% 0.0047 0.5% 9% False True 117,565
40 0.9899 0.9599 0.0300 3.1% 0.0041 0.4% 8% False True 104,875
60 0.9956 0.9599 0.0357 3.7% 0.0043 0.4% 7% False True 90,293
80 0.9956 0.9599 0.0357 3.7% 0.0043 0.4% 7% False True 67,854
100 0.9956 0.9595 0.0361 3.8% 0.0044 0.5% 8% False False 54,317
120 0.9956 0.9595 0.0361 3.8% 0.0044 0.5% 8% False False 45,273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9935
2.618 0.9831
1.618 0.9767
1.000 0.9727
0.618 0.9703
HIGH 0.9663
0.618 0.9639
0.500 0.9631
0.382 0.9623
LOW 0.9599
0.618 0.9559
1.000 0.9535
1.618 0.9495
2.618 0.9431
4.250 0.9327
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9631 0.9659
PP 0.9628 0.9647
S1 0.9626 0.9635

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

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