CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 04-Dec-2014
Day Change Summary
Previous Current
03-Dec-2014 04-Dec-2014 Change Change % Previous Week
Open 0.8396 0.8364 -0.0032 -0.4% 0.8509
High 0.8400 0.8388 -0.0012 -0.1% 0.8529
Low 0.8365 0.8338 -0.0027 -0.3% 0.8442
Close 0.8365 0.8367 0.0002 0.0% 0.8442
Range 0.0035 0.0050 0.0015 42.9% 0.0087
ATR 0.0056 0.0056 0.0000 -0.8% 0.0000
Volume 29 49 20 69.0% 142
Daily Pivots for day following 04-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8514 0.8491 0.8395
R3 0.8464 0.8441 0.8381
R2 0.8414 0.8414 0.8376
R1 0.8391 0.8391 0.8372 0.8403
PP 0.8364 0.8364 0.8364 0.8370
S1 0.8341 0.8341 0.8362 0.8353
S2 0.8314 0.8314 0.8358
S3 0.8264 0.8291 0.8353
S4 0.8214 0.8241 0.8340
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8732 0.8674 0.8490
R3 0.8645 0.8587 0.8466
R2 0.8558 0.8558 0.8458
R1 0.8500 0.8500 0.8450 0.8486
PP 0.8471 0.8471 0.8471 0.8464
S1 0.8413 0.8413 0.8434 0.8399
S2 0.8384 0.8384 0.8426
S3 0.8297 0.8326 0.8418
S4 0.8210 0.8239 0.8394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8527 0.8338 0.0189 2.3% 0.0054 0.6% 15% False True 38
10 0.8529 0.8338 0.0191 2.3% 0.0045 0.5% 15% False True 29
20 0.8784 0.8338 0.0446 5.3% 0.0040 0.5% 7% False True 18
40 0.9489 0.8338 0.1151 13.8% 0.0037 0.4% 3% False True 11
60 0.9489 0.8338 0.1151 13.8% 0.0029 0.3% 3% False True 8
80 0.9801 0.8338 0.1463 17.5% 0.0024 0.3% 2% False True 7
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8601
2.618 0.8519
1.618 0.8469
1.000 0.8438
0.618 0.8419
HIGH 0.8388
0.618 0.8369
0.500 0.8363
0.382 0.8357
LOW 0.8338
0.618 0.8307
1.000 0.8288
1.618 0.8257
2.618 0.8207
4.250 0.8126
Fisher Pivots for day following 04-Dec-2014
Pivot 1 day 3 day
R1 0.8366 0.8388
PP 0.8364 0.8381
S1 0.8363 0.8374

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

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