CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 20-Feb-2014

Day Change Summary
	Previous	Current
	19-Feb-2014	20-Feb-2014	Change	Change %	Previous Week
Open	0.9788	0.9794	0.0006	0.1%	0.9805
High	0.9788	0.9794	0.0006	0.1%	0.9836
Low	0.9788	0.9794	0.0006	0.1%	0.9764
Close	0.9788	0.9794	0.0006	0.1%	0.9836
Range
ATR	0.0054	0.0050	-0.0003	-6.3%	0.0000
Volume	1	1	0	0.0%	5

Daily Pivots for day following 20-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9794	0.9794	0.9794
R3	0.9794	0.9794	0.9794
R2	0.9794	0.9794	0.9794
R1	0.9794	0.9794	0.9794	0.9794
PP	0.9794	0.9794	0.9794	0.9794
S1	0.9794	0.9794	0.9794	0.9794
S2	0.9794	0.9794	0.9794
S3	0.9794	0.9794	0.9794
S4	0.9794	0.9794	0.9794

Weekly Pivots for week ending 14-Feb-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0028	1.0004	0.9876
R3	0.9956	0.9932	0.9856
R2	0.9884	0.9884	0.9849
R1	0.9860	0.9860	0.9843	0.9872
PP	0.9812	0.9812	0.9812	0.9818
S1	0.9788	0.9788	0.9829	0.9800
S2	0.9740	0.9740	0.9823
S3	0.9668	0.9716	0.9816
S4	0.9596	0.9644	0.9796

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9836	0.9769	0.0067	0.7%	0.0005	0.0%	37%	False	False	1
10	0.9836	0.9764	0.0072	0.7%	0.0006	0.1%	42%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	0.9794
2.618	0.9794
1.618	0.9794
1.000	0.9794
0.618	0.9794
HIGH	0.9794
0.618	0.9794
0.500	0.9794
0.382	0.9794
LOW	0.9794
0.618	0.9794
1.000	0.9794
1.618	0.9794
2.618	0.9794
4.250	0.9794

Fisher Pivots for day following 20-Feb-2014
Pivot	1 day	3 day
R1	0.9794	0.9790
PP	0.9794	0.9786
S1	0.9794	0.9782

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols