CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 0.9827 0.9829 0.0002 0.0% 0.9832
High 0.9891 0.9862 -0.0029 -0.3% 0.9832
Low 0.9823 0.9829 0.0006 0.1% 0.9788
Close 0.9828 0.9846 0.0018 0.2% 0.9805
Range 0.0068 0.0033 -0.0035 -51.5% 0.0044
ATR 0.0033 0.0033 0.0000 0.3% 0.0000
Volume 67 704 637 950.7% 83
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9945 0.9928 0.9864
R3 0.9912 0.9895 0.9855
R2 0.9879 0.9879 0.9852
R1 0.9862 0.9862 0.9849 0.9871
PP 0.9846 0.9846 0.9846 0.9850
S1 0.9829 0.9829 0.9843 0.9838
S2 0.9813 0.9813 0.9840
S3 0.9780 0.9796 0.9837
S4 0.9747 0.9763 0.9828
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 0.9891 0.9801 0.0090 0.9% 0.0033 0.3% 50% False False 163
10 0.9891 0.9788 0.0103 1.0% 0.0021 0.2% 56% False False 91
20 0.9891 0.9744 0.0147 1.5% 0.0023 0.2% 69% False False 58
40 0.9930 0.9735 0.0195 2.0% 0.0023 0.2% 57% False False 34
60 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 73% False False 24
80 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 73% False False 19
100 0.9930 0.9618 0.0312 3.2% 0.0019 0.2% 73% False False 16
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.0002
2.618 0.9948
1.618 0.9915
1.000 0.9895
0.618 0.9882
HIGH 0.9862
0.618 0.9849
0.500 0.9846
0.382 0.9842
LOW 0.9829
0.618 0.9809
1.000 0.9796
1.618 0.9776
2.618 0.9743
4.250 0.9689
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 0.9846 0.9846
PP 0.9846 0.9846
S1 0.9846 0.9846

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

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