CME Japanese Yen Future September 2014


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9538 0.9497 -0.0041 -0.4% 0.9602
High 0.9546 0.9553 0.0007 0.1% 0.9606
Low 0.9491 0.9461 -0.0030 -0.3% 0.9461
Close 0.9503 0.9518 0.0015 0.2% 0.9518
Range 0.0055 0.0092 0.0037 67.3% 0.0145
ATR 0.0048 0.0051 0.0003 6.6% 0.0000
Volume 158,155 177,594 19,439 12.3% 652,102
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9787 0.9744 0.9569
R3 0.9695 0.9652 0.9543
R2 0.9603 0.9603 0.9535
R1 0.9560 0.9560 0.9526 0.9582
PP 0.9511 0.9511 0.9511 0.9521
S1 0.9468 0.9468 0.9510 0.9490
S2 0.9419 0.9419 0.9501
S3 0.9327 0.9376 0.9493
S4 0.9235 0.9284 0.9467
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9963 0.9886 0.9598
R3 0.9818 0.9741 0.9558
R2 0.9673 0.9673 0.9545
R1 0.9596 0.9596 0.9531 0.9562
PP 0.9528 0.9528 0.9528 0.9512
S1 0.9451 0.9451 0.9505 0.9417
S2 0.9383 0.9383 0.9491
S3 0.9238 0.9306 0.9478
S4 0.9093 0.9161 0.9438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9648 0.9461 0.0187 2.0% 0.0069 0.7% 30% False True 150,123
10 0.9663 0.9461 0.0202 2.1% 0.0055 0.6% 28% False True 124,436
20 0.9854 0.9461 0.0393 4.1% 0.0049 0.5% 15% False True 114,123
40 0.9896 0.9461 0.0435 4.6% 0.0044 0.5% 13% False True 110,242
60 0.9956 0.9461 0.0495 5.2% 0.0045 0.5% 12% False True 105,602
80 0.9956 0.9461 0.0495 5.2% 0.0044 0.5% 12% False True 81,522
100 0.9956 0.9461 0.0495 5.2% 0.0044 0.5% 12% False True 65,275
120 0.9956 0.9461 0.0495 5.2% 0.0045 0.5% 12% False True 54,414
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9944
2.618 0.9794
1.618 0.9702
1.000 0.9645
0.618 0.9610
HIGH 0.9553
0.618 0.9518
0.500 0.9507
0.382 0.9496
LOW 0.9461
0.618 0.9404
1.000 0.9369
1.618 0.9312
2.618 0.9220
4.250 0.9070
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9514 0.9514
PP 0.9511 0.9511
S1 0.9507 0.9507

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

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