CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 11-Jul-2014
Day Change Summary
Previous Current
10-Jul-2014 11-Jul-2014 Change Change % Previous Week
Open 0.9860 0.9879 0.0019 0.2% 0.9802
High 0.9902 0.9881 -0.0021 -0.2% 0.9902
Low 0.9860 0.9879 0.0019 0.2% 0.9802
Close 0.9886 0.9880 -0.0006 -0.1% 0.9880
Range 0.0042 0.0002 -0.0040 -95.2% 0.0100
ATR 0.0033 0.0031 -0.0002 -5.6% 0.0000
Volume 53 146 93 175.5% 462
Daily Pivots for day following 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9886 0.9885 0.9881
R3 0.9884 0.9883 0.9881
R2 0.9882 0.9882 0.9880
R1 0.9881 0.9881 0.9880 0.9882
PP 0.9880 0.9880 0.9880 0.9880
S1 0.9879 0.9879 0.9880 0.9880
S2 0.9878 0.9878 0.9880
S3 0.9876 0.9877 0.9879
S4 0.9874 0.9875 0.9879
Weekly Pivots for week ending 11-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0161 1.0121 0.9935
R3 1.0061 1.0021 0.9908
R2 0.9961 0.9961 0.9898
R1 0.9921 0.9921 0.9889 0.9941
PP 0.9861 0.9861 0.9861 0.9872
S1 0.9821 0.9821 0.9871 0.9841
S2 0.9761 0.9761 0.9862
S3 0.9661 0.9721 0.9853
S4 0.9561 0.9621 0.9825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9902 0.9802 0.0100 1.0% 0.0024 0.2% 78% False False 92
10 0.9902 0.9791 0.0111 1.1% 0.0027 0.3% 80% False False 132
20 0.9902 0.9788 0.0114 1.2% 0.0024 0.2% 81% False False 111
40 0.9930 0.9744 0.0186 1.9% 0.0026 0.3% 73% False False 66
60 0.9930 0.9735 0.0195 2.0% 0.0022 0.2% 74% False False 45
80 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 84% False False 35
100 0.9930 0.9618 0.0312 3.2% 0.0020 0.2% 84% False False 29
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9890
2.618 0.9886
1.618 0.9884
1.000 0.9883
0.618 0.9882
HIGH 0.9881
0.618 0.9880
0.500 0.9880
0.382 0.9880
LOW 0.9879
0.618 0.9878
1.000 0.9877
1.618 0.9876
2.618 0.9874
4.250 0.9871
Fisher Pivots for day following 11-Jul-2014
Pivot 1 day 3 day
R1 0.9880 0.9876
PP 0.9880 0.9872
S1 0.9880 0.9869

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

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