CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 01-Jul-2014

Day Change Summary
	Previous	Current
	30-Jun-2014	01-Jul-2014	Change	Change %	Previous Week
Open	0.9870	0.9880	0.0010	0.1%	0.9807
High	0.9887	0.9880	-0.0007	-0.1%	0.9891
Low	0.9870	0.9860	-0.0010	-0.1%	0.9801
Close	0.9887	0.9863	-0.0024	-0.2%	0.9875
Range	0.0017	0.0020	0.0003	17.6%	0.0090
ATR	0.0032	0.0032	0.0000	-1.2%	0.0000
Volume	214	238	24	11.2%	992

Daily Pivots for day following 01-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9928	0.9915	0.9874
R3	0.9908	0.9895	0.9869
R2	0.9888	0.9888	0.9867
R1	0.9875	0.9875	0.9865	0.9872
PP	0.9868	0.9868	0.9868	0.9866
S1	0.9855	0.9855	0.9861	0.9852
S2	0.9848	0.9848	0.9859
S3	0.9828	0.9835	0.9858
S4	0.9808	0.9815	0.9852

Weekly Pivots for week ending 27-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0126	1.0090	0.9925
R3	1.0036	1.0000	0.9900
R2	0.9946	0.9946	0.9892
R1	0.9910	0.9910	0.9883	0.9928
PP	0.9856	0.9856	0.9856	0.9865
S1	0.9820	0.9820	0.9867	0.9838
S2	0.9766	0.9766	0.9859
S3	0.9676	0.9730	0.9850
S4	0.9586	0.9640	0.9826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9891	0.9823	0.0068	0.7%	0.0036	0.4%	59%	False	False	284
10	0.9891	0.9788	0.0103	1.0%	0.0028	0.3%	73%	False	False	150
20	0.9891	0.9744	0.0147	1.5%	0.0023	0.2%	81%	False	False	89
40	0.9930	0.9744	0.0186	1.9%	0.0023	0.2%	64%	False	False	50
60	0.9930	0.9695	0.0235	2.4%	0.0022	0.2%	71%	False	False	34
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	79%	False	False	27
100	0.9930	0.9618	0.0312	3.2%	0.0018	0.2%	79%	False	False	22

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9965
2.618	0.9932
1.618	0.9912
1.000	0.9900
0.618	0.9892
HIGH	0.9880
0.618	0.9872
0.500	0.9870
0.382	0.9868
LOW	0.9860
0.618	0.9848
1.000	0.9840
1.618	0.9828
2.618	0.9808
4.250	0.9775

Fisher Pivots for day following 01-Jul-2014
Pivot	1 day	3 day
R1	0.9870	0.9863
PP	0.9868	0.9863
S1	0.9865	0.9863

Download as Excel Spreadsheet

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

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