CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 10-Dec-2014
Day Change Summary
Previous Current
09-Dec-2014 10-Dec-2014 Change Change % Previous Week
Open 0.8316 0.8382 0.0066 0.8% 0.8433
High 0.8489 0.8502 0.0013 0.2% 0.8489
Low 0.8298 0.8382 0.0084 1.0% 0.8243
Close 0.8389 0.8489 0.0100 1.2% 0.8257
Range 0.0191 0.0120 -0.0071 -37.2% 0.0246
ATR 0.0072 0.0075 0.0003 4.8% 0.0000
Volume 219 149 -70 -32.0% 151
Daily Pivots for day following 10-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8818 0.8773 0.8555
R3 0.8698 0.8653 0.8522
R2 0.8578 0.8578 0.8511
R1 0.8533 0.8533 0.8500 0.8556
PP 0.8458 0.8458 0.8458 0.8469
S1 0.8413 0.8413 0.8478 0.8436
S2 0.8338 0.8338 0.8467
S3 0.8218 0.8293 0.8456
S4 0.8098 0.8173 0.8423
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9068 0.8908 0.8392
R3 0.8822 0.8662 0.8325
R2 0.8576 0.8576 0.8302
R1 0.8416 0.8416 0.8280 0.8373
PP 0.8330 0.8330 0.8330 0.8308
S1 0.8170 0.8170 0.8234 0.8127
S2 0.8084 0.8084 0.8212
S3 0.7838 0.7924 0.8189
S4 0.7592 0.7678 0.8122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8502 0.8229 0.0273 3.2% 0.0116 1.4% 95% True False 107
10 0.8529 0.8229 0.0300 3.5% 0.0082 1.0% 87% False False 68
20 0.8719 0.8229 0.0490 5.8% 0.0056 0.7% 53% False False 41
40 0.9489 0.8229 0.1260 14.8% 0.0049 0.6% 21% False False 23
60 0.9489 0.8229 0.1260 14.8% 0.0037 0.4% 21% False False 16
80 0.9745 0.8229 0.1516 17.9% 0.0030 0.4% 17% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8816
1.618 0.8696
1.000 0.8622
0.618 0.8576
HIGH 0.8502
0.618 0.8456
0.500 0.8442
0.382 0.8428
LOW 0.8382
0.618 0.8308
1.000 0.8262
1.618 0.8188
2.618 0.8068
4.250 0.7872
Fisher Pivots for day following 10-Dec-2014
Pivot 1 day 3 day
R1 0.8473 0.8448
PP 0.8458 0.8407
S1 0.8442 0.8366

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

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