CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 08-Jul-2014

Day Change Summary
	Previous	Current
	07-Jul-2014	08-Jul-2014	Change	Change %	Previous Week
Open	0.9802	0.9841	0.0039	0.4%	0.9870
High	0.9831	0.9861	0.0030	0.3%	0.9887
Low	0.9802	0.9835	0.0033	0.3%	0.9791
Close	0.9828	0.9861	0.0033	0.3%	0.9795
Range	0.0029	0.0026	-0.0003	-10.3%	0.0096
ATR	0.0033	0.0033	0.0000	0.1%	0.0000
Volume	187	46	-141	-75.4%	663

Daily Pivots for day following 08-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9930	0.9922	0.9875
R3	0.9904	0.9896	0.9868
R2	0.9878	0.9878	0.9866
R1	0.9870	0.9870	0.9863	0.9874
PP	0.9852	0.9852	0.9852	0.9855
S1	0.9844	0.9844	0.9859	0.9848
S2	0.9826	0.9826	0.9856
S3	0.9800	0.9818	0.9854
S4	0.9774	0.9792	0.9847

Weekly Pivots for week ending 04-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0112	1.0050	0.9848
R3	1.0016	0.9954	0.9821
R2	0.9920	0.9920	0.9813
R1	0.9858	0.9858	0.9804	0.9841
PP	0.9824	0.9824	0.9824	0.9816
S1	0.9762	0.9762	0.9786	0.9745
S2	0.9728	0.9728	0.9777
S3	0.9632	0.9666	0.9769
S4	0.9536	0.9570	0.9742

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9880	0.9791	0.0089	0.9%	0.0029	0.3%	79%	False	False	136
10	0.9891	0.9791	0.0100	1.0%	0.0034	0.3%	70%	False	False	188
20	0.9891	0.9778	0.0113	1.1%	0.0026	0.3%	73%	False	False	106
40	0.9930	0.9744	0.0186	1.9%	0.0025	0.3%	63%	False	False	61
60	0.9930	0.9735	0.0195	2.0%	0.0022	0.2%	65%	False	False	41
80	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	78%	False	False	32
100	0.9930	0.9618	0.0312	3.2%	0.0020	0.2%	78%	False	False	26

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9972
2.618	0.9929
1.618	0.9903
1.000	0.9887
0.618	0.9877
HIGH	0.9861
0.618	0.9851
0.500	0.9848
0.382	0.9845
LOW	0.9835
0.618	0.9819
1.000	0.9809
1.618	0.9793
2.618	0.9767
4.250	0.9725

Fisher Pivots for day following 08-Jul-2014
Pivot	1 day	3 day
R1	0.9857	0.9849
PP	0.9852	0.9838
S1	0.9848	0.9826

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