CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 05-Aug-2014

Day Change Summary
	Previous	Current
	04-Aug-2014	05-Aug-2014	Change	Change %	Previous Week
Open	0.9754	0.9750	-0.0004	0.0%	0.9837
High	0.9767	0.9764	-0.0003	0.0%	0.9837
Low	0.9750	0.9724	-0.0026	-0.3%	0.9717
Close	0.9761	0.9759	-0.0002	0.0%	0.9760
Range	0.0017	0.0040	0.0023	135.3%	0.0120
ATR	0.0031	0.0031	0.0001	2.1%	0.0000
Volume	345	52	-293	-84.9%	1,676

Daily Pivots for day following 05-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9869	0.9854	0.9781
R3	0.9829	0.9814	0.9770
R2	0.9789	0.9789	0.9766
R1	0.9774	0.9774	0.9763	0.9782
PP	0.9749	0.9749	0.9749	0.9753
S1	0.9734	0.9734	0.9755	0.9742
S2	0.9709	0.9709	0.9752
S3	0.9669	0.9694	0.9748
S4	0.9629	0.9654	0.9737

Weekly Pivots for week ending 01-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0131	1.0066	0.9826
R3	1.0011	0.9946	0.9793
R2	0.9891	0.9891	0.9782
R1	0.9826	0.9826	0.9771	0.9799
PP	0.9771	0.9771	0.9771	0.9758
S1	0.9706	0.9706	0.9749	0.9679
S2	0.9651	0.9651	0.9738
S3	0.9531	0.9586	0.9727
S4	0.9411	0.9466	0.9694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9802	0.9717	0.0085	0.9%	0.0044	0.5%	49%	False	False	328
10	0.9876	0.9717	0.0159	1.6%	0.0033	0.3%	26%	False	False	298
20	0.9902	0.9717	0.0185	1.9%	0.0028	0.3%	23%	False	False	191
40	0.9902	0.9717	0.0185	1.9%	0.0027	0.3%	23%	False	False	148
60	0.9930	0.9717	0.0213	2.2%	0.0026	0.3%	20%	False	False	104
80	0.9930	0.9717	0.0213	2.2%	0.0023	0.2%	20%	False	False	79
100	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	45%	False	False	64
120	0.9930	0.9618	0.0312	3.2%	0.0021	0.2%	45%	False	False	54

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9934
2.618	0.9869
1.618	0.9829
1.000	0.9804
0.618	0.9789
HIGH	0.9764
0.618	0.9749
0.500	0.9744
0.382	0.9739
LOW	0.9724
0.618	0.9699
1.000	0.9684
1.618	0.9659
2.618	0.9619
4.250	0.9554

Fisher Pivots for day following 05-Aug-2014
Pivot	1 day	3 day
R1	0.9754	0.9755
PP	0.9749	0.9751
S1	0.9744	0.9747

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