CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 17-Jul-2014
Day Change Summary
Previous Current
16-Jul-2014 17-Jul-2014 Change Change % Previous Week
Open 0.9843 0.9860 0.0017 0.2% 0.9802
High 0.9846 0.9887 0.0041 0.4% 0.9902
Low 0.9836 0.9860 0.0024 0.2% 0.9802
Close 0.9843 0.9883 0.0040 0.4% 0.9880
Range 0.0010 0.0027 0.0017 170.0% 0.0100
ATR 0.0029 0.0030 0.0001 3.6% 0.0000
Volume 139 62 -77 -55.4% 462
Daily Pivots for day following 17-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9958 0.9947 0.9898
R3 0.9931 0.9920 0.9890
R2 0.9904 0.9904 0.9888
R1 0.9893 0.9893 0.9885 0.9899
PP 0.9877 0.9877 0.9877 0.9879
S1 0.9866 0.9866 0.9881 0.9872
S2 0.9850 0.9850 0.9878
S3 0.9823 0.9839 0.9876
S4 0.9796 0.9812 0.9868
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 0.9887 0.9836 0.0051 0.5% 0.0018 0.2% 92% True False 92
10 0.9902 0.9791 0.0111 1.1% 0.0025 0.3% 83% False False 94
20 0.9902 0.9791 0.0111 1.1% 0.0027 0.3% 83% False False 123
40 0.9930 0.9744 0.0186 1.9% 0.0025 0.3% 75% False False 72
60 0.9930 0.9735 0.0195 2.0% 0.0023 0.2% 76% False False 50
80 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 85% False False 39
100 0.9930 0.9618 0.0312 3.2% 0.0021 0.2% 85% False False 32
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0002
2.618 0.9958
1.618 0.9931
1.000 0.9914
0.618 0.9904
HIGH 0.9887
0.618 0.9877
0.500 0.9874
0.382 0.9870
LOW 0.9860
0.618 0.9843
1.000 0.9833
1.618 0.9816
2.618 0.9789
4.250 0.9745
Fisher Pivots for day following 17-Jul-2014
Pivot 1 day 3 day
R1 0.9880 0.9876
PP 0.9877 0.9869
S1 0.9874 0.9862

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

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