CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 16-Jun-2014
Day Change Summary
Previous Current
13-Jun-2014 16-Jun-2014 Change Change % Previous Week
Open 0.9815 0.9832 0.0017 0.2% 0.9766
High 0.9820 0.9832 0.0012 0.1% 0.9848
Low 0.9812 0.9832 0.0020 0.2% 0.9765
Close 0.9814 0.9832 0.0018 0.2% 0.9814
Range 0.0008 0.0000 -0.0008 -100.0% 0.0083
ATR 0.0033 0.0032 -0.0001 -3.2% 0.0000
Volume 36 12 -24 -66.7% 173
Daily Pivots for day following 16-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9832 0.9832 0.9832
R3 0.9832 0.9832 0.9832
R2 0.9832 0.9832 0.9832
R1 0.9832 0.9832 0.9832 0.9832
PP 0.9832 0.9832 0.9832 0.9832
S1 0.9832 0.9832 0.9832 0.9832
S2 0.9832 0.9832 0.9832
S3 0.9832 0.9832 0.9832
S4 0.9832 0.9832 0.9832
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0058 1.0019 0.9860
R3 0.9975 0.9936 0.9837
R2 0.9892 0.9892 0.9829
R1 0.9853 0.9853 0.9822 0.9873
PP 0.9809 0.9809 0.9809 0.9819
S1 0.9770 0.9770 0.9806 0.9790
S2 0.9726 0.9726 0.9799
S3 0.9643 0.9687 0.9791
S4 0.9560 0.9604 0.9768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9848 0.9778 0.0070 0.7% 0.0021 0.2% 77% False False 34
10 0.9848 0.9744 0.0104 1.1% 0.0020 0.2% 85% False False 29
20 0.9930 0.9744 0.0186 1.9% 0.0025 0.3% 47% False False 21
40 0.9930 0.9735 0.0195 2.0% 0.0021 0.2% 50% False False 13
60 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 69% False False 10
80 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 69% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.9832
2.618 0.9832
1.618 0.9832
1.000 0.9832
0.618 0.9832
HIGH 0.9832
0.618 0.9832
0.500 0.9832
0.382 0.9832
LOW 0.9832
0.618 0.9832
1.000 0.9832
1.618 0.9832
2.618 0.9832
4.250 0.9832
Fisher Pivots for day following 16-Jun-2014
Pivot 1 day 3 day
R1 0.9832 0.9830
PP 0.9832 0.9829
S1 0.9832 0.9827

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

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