CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 0.9847 0.9860 0.0013 0.1% 0.9870
High 0.9858 0.9902 0.0044 0.4% 0.9887
Low 0.9835 0.9860 0.0025 0.3% 0.9791
Close 0.9858 0.9886 0.0028 0.3% 0.9795
Range 0.0023 0.0042 0.0019 82.6% 0.0096
ATR 0.0032 0.0033 0.0001 2.6% 0.0000
Volume 30 53 23 76.7% 663
Daily Pivots for day following 10-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0009 0.9989 0.9909
R3 0.9967 0.9947 0.9898
R2 0.9925 0.9925 0.9894
R1 0.9905 0.9905 0.9890 0.9915
PP 0.9883 0.9883 0.9883 0.9888
S1 0.9863 0.9863 0.9882 0.9873
S2 0.9841 0.9841 0.9878
S3 0.9799 0.9821 0.9874
S4 0.9757 0.9779 0.9863
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 0.9902 0.9791 0.0111 1.1% 0.0032 0.3% 86% True False 96
10 0.9902 0.9791 0.0111 1.1% 0.0030 0.3% 86% True False 188
20 0.9902 0.9788 0.0114 1.2% 0.0026 0.3% 86% True False 107
40 0.9930 0.9744 0.0186 1.9% 0.0027 0.3% 76% False False 63
60 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 77% False False 43
80 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 86% False False 33
100 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 86% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0081
2.618 1.0012
1.618 0.9970
1.000 0.9944
0.618 0.9928
HIGH 0.9902
0.618 0.9886
0.500 0.9881
0.382 0.9876
LOW 0.9860
0.618 0.9834
1.000 0.9818
1.618 0.9792
2.618 0.9750
4.250 0.9682
Fisher Pivots for day following 10-Jul-2014
Pivot 1 day 3 day
R1 0.9884 0.9880
PP 0.9883 0.9874
S1 0.9881 0.9869

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

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