CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 0.9807 0.9833 0.0026 0.3% 0.9832
High 0.9828 0.9833 0.0005 0.1% 0.9832
Low 0.9807 0.9801 -0.0006 -0.1% 0.9788
Close 0.9824 0.9818 -0.0006 -0.1% 0.9805
Range 0.0021 0.0032 0.0011 52.4% 0.0044
ATR 0.0029 0.0030 0.0000 0.6% 0.0000
Volume 3 18 15 500.0% 83
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9913 0.9898 0.9836
R3 0.9881 0.9866 0.9827
R2 0.9849 0.9849 0.9824
R1 0.9834 0.9834 0.9821 0.9826
PP 0.9817 0.9817 0.9817 0.9813
S1 0.9802 0.9802 0.9815 0.9794
S2 0.9785 0.9785 0.9812
S3 0.9753 0.9770 0.9809
S4 0.9721 0.9738 0.9800
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9940 0.9917 0.9829
R3 0.9896 0.9873 0.9817
R2 0.9852 0.9852 0.9813
R1 0.9829 0.9829 0.9809 0.9819
PP 0.9808 0.9808 0.9808 0.9803
S1 0.9785 0.9785 0.9801 0.9775
S2 0.9764 0.9764 0.9797
S3 0.9720 0.9741 0.9793
S4 0.9676 0.9697 0.9781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9833 0.9788 0.0045 0.5% 0.0020 0.2% 67% True False 16
10 0.9848 0.9778 0.0070 0.7% 0.0020 0.2% 57% False False 21
20 0.9863 0.9744 0.0119 1.2% 0.0020 0.2% 62% False False 22
40 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 43% False False 15
60 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 64% False False 11
80 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 64% False False 9
100 0.9941 0.9618 0.0323 3.3% 0.0019 0.2% 62% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9969
2.618 0.9917
1.618 0.9885
1.000 0.9865
0.618 0.9853
HIGH 0.9833
0.618 0.9821
0.500 0.9817
0.382 0.9813
LOW 0.9801
0.618 0.9781
1.000 0.9769
1.618 0.9749
2.618 0.9717
4.250 0.9665
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 0.9818 0.9818
PP 0.9817 0.9817
S1 0.9817 0.9817

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

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