CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 17-Apr-2014
Day Change Summary
Previous Current
16-Apr-2014 17-Apr-2014 Change Change % Previous Week
Open 0.9800 0.9785 -0.0015 -0.2% 0.9695
High 0.9800 0.9793 -0.0007 -0.1% 0.9872
Low 0.9794 0.9781 -0.0013 -0.1% 0.9695
Close 0.9794 0.9781 -0.0013 -0.1% 0.9860
Range 0.0006 0.0012 0.0006 100.0% 0.0177
ATR 0.0038 0.0036 -0.0002 -4.7% 0.0000
Volume 4 1 -3 -75.0% 24
Daily Pivots for day following 17-Apr-2014
Classic Woodie Camarilla DeMark
R4 0.9821 0.9813 0.9788
R3 0.9809 0.9801 0.9784
R2 0.9797 0.9797 0.9783
R1 0.9789 0.9789 0.9782 0.9787
PP 0.9785 0.9785 0.9785 0.9784
S1 0.9777 0.9777 0.9780 0.9775
S2 0.9773 0.9773 0.9779
S3 0.9761 0.9765 0.9778
S4 0.9749 0.9753 0.9774
Weekly Pivots for week ending 11-Apr-2014
Classic Woodie Camarilla DeMark
R4 1.0340 1.0277 0.9957
R3 1.0163 1.0100 0.9909
R2 0.9986 0.9986 0.9892
R1 0.9923 0.9923 0.9876 0.9955
PP 0.9809 0.9809 0.9809 0.9825
S1 0.9746 0.9746 0.9844 0.9778
S2 0.9632 0.9632 0.9828
S3 0.9455 0.9569 0.9811
S4 0.9278 0.9392 0.9763
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9865 0.9781 0.0084 0.9% 0.0010 0.1% 0% False True 3
10 0.9872 0.9695 0.0177 1.8% 0.0021 0.2% 49% False False 4
20 0.9872 0.9618 0.0254 2.6% 0.0015 0.2% 64% False False 4
40 0.9892 0.9618 0.0274 2.8% 0.0017 0.2% 59% False False 4
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9844
2.618 0.9824
1.618 0.9812
1.000 0.9805
0.618 0.9800
HIGH 0.9793
0.618 0.9788
0.500 0.9787
0.382 0.9786
LOW 0.9781
0.618 0.9774
1.000 0.9769
1.618 0.9762
2.618 0.9750
4.250 0.9730
Fisher Pivots for day following 17-Apr-2014
Pivot 1 day 3 day
R1 0.9787 0.9809
PP 0.9785 0.9799
S1 0.9783 0.9790

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

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