CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 0.9879 0.9874 -0.0005 -0.1% 0.9806
High 0.9930 0.9874 -0.0056 -0.6% 0.9891
Low 0.9876 0.9837 -0.0039 -0.4% 0.9790
Close 0.9876 0.9837 -0.0039 -0.4% 0.9867
Range 0.0054 0.0037 -0.0017 -31.5% 0.0101
ATR 0.0035 0.0035 0.0000 0.8% 0.0000
Volume 6 13 7 116.7% 64
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 0.9960 0.9936 0.9857
R3 0.9923 0.9899 0.9847
R2 0.9886 0.9886 0.9844
R1 0.9862 0.9862 0.9840 0.9856
PP 0.9849 0.9849 0.9849 0.9846
S1 0.9825 0.9825 0.9834 0.9819
S2 0.9812 0.9812 0.9830
S3 0.9775 0.9788 0.9827
S4 0.9738 0.9751 0.9817
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.0152 1.0111 0.9923
R3 1.0051 1.0010 0.9895
R2 0.9950 0.9950 0.9886
R1 0.9909 0.9909 0.9876 0.9930
PP 0.9849 0.9849 0.9849 0.9860
S1 0.9808 0.9808 0.9858 0.9829
S2 0.9748 0.9748 0.9848
S3 0.9647 0.9707 0.9839
S4 0.9546 0.9606 0.9811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9930 0.9837 0.0093 0.9% 0.0030 0.3% 0% False True 17
10 0.9930 0.9790 0.0140 1.4% 0.0026 0.3% 34% False False 12
20 0.9930 0.9735 0.0195 2.0% 0.0023 0.2% 52% False False 7
40 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 70% False False 5
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 70% False False 5
80 0.9941 0.9618 0.0323 3.3% 0.0019 0.2% 68% False False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0031
2.618 0.9971
1.618 0.9934
1.000 0.9911
0.618 0.9897
HIGH 0.9874
0.618 0.9860
0.500 0.9856
0.382 0.9851
LOW 0.9837
0.618 0.9814
1.000 0.9800
1.618 0.9777
2.618 0.9740
4.250 0.9680
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 0.9856 0.9884
PP 0.9849 0.9868
S1 0.9843 0.9853

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

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