CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 09-Jul-2014
Day Change Summary
Previous Current
08-Jul-2014 09-Jul-2014 Change Change % Previous Week
Open 0.9841 0.9847 0.0006 0.1% 0.9870
High 0.9861 0.9858 -0.0003 0.0% 0.9887
Low 0.9835 0.9835 0.0000 0.0% 0.9791
Close 0.9861 0.9858 -0.0003 0.0% 0.9795
Range 0.0026 0.0023 -0.0003 -11.5% 0.0096
ATR 0.0033 0.0032 0.0000 -1.5% 0.0000
Volume 46 30 -16 -34.8% 663
Daily Pivots for day following 09-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9919 0.9912 0.9871
R3 0.9896 0.9889 0.9864
R2 0.9873 0.9873 0.9862
R1 0.9866 0.9866 0.9860 0.9870
PP 0.9850 0.9850 0.9850 0.9852
S1 0.9843 0.9843 0.9856 0.9847
S2 0.9827 0.9827 0.9854
S3 0.9804 0.9820 0.9852
S4 0.9781 0.9797 0.9845
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 0.9861 0.9791 0.0070 0.7% 0.0029 0.3% 96% False False 94
10 0.9891 0.9791 0.0100 1.0% 0.0033 0.3% 67% False False 189
20 0.9891 0.9778 0.0113 1.1% 0.0026 0.3% 71% False False 105
40 0.9930 0.9744 0.0186 1.9% 0.0026 0.3% 61% False False 62
60 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 63% False False 42
80 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 77% False False 32
100 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 77% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9956
2.618 0.9918
1.618 0.9895
1.000 0.9881
0.618 0.9872
HIGH 0.9858
0.618 0.9849
0.500 0.9847
0.382 0.9844
LOW 0.9835
0.618 0.9821
1.000 0.9812
1.618 0.9798
2.618 0.9775
4.250 0.9737
Fisher Pivots for day following 09-Jul-2014
Pivot 1 day 3 day
R1 0.9854 0.9849
PP 0.9850 0.9840
S1 0.9847 0.9832

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

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