CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 07-Aug-2014

Day Change Summary
	Previous	Current
	06-Aug-2014	07-Aug-2014	Change	Change %	Previous Week
Open	0.9758	0.9802	0.0044	0.5%	0.9837
High	0.9841	0.9812	-0.0029	-0.3%	0.9837
Low	0.9756	0.9770	0.0014	0.1%	0.9717
Close	0.9810	0.9809	-0.0001	0.0%	0.9760
Range	0.0085	0.0042	-0.0043	-50.6%	0.0120
ATR	0.0035	0.0036	0.0000	1.4%	0.0000
Volume	278	1,058	780	280.6%	1,676

Daily Pivots for day following 07-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9923	0.9908	0.9832
R3	0.9881	0.9866	0.9821
R2	0.9839	0.9839	0.9817
R1	0.9824	0.9824	0.9813	0.9832
PP	0.9797	0.9797	0.9797	0.9801
S1	0.9782	0.9782	0.9805	0.9790
S2	0.9755	0.9755	0.9801
S3	0.9713	0.9740	0.9797
S4	0.9671	0.9698	0.9786

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	0.9841	0.9720	0.0121	1.2%	0.0047	0.5%	74%	False	False	458
10	0.9841	0.9717	0.0124	1.3%	0.0040	0.4%	74%	False	False	376
20	0.9900	0.9717	0.0183	1.9%	0.0031	0.3%	50%	False	False	253
40	0.9902	0.9717	0.0185	1.9%	0.0028	0.3%	50%	False	False	180
60	0.9930	0.9717	0.0213	2.2%	0.0028	0.3%	43%	False	False	126
80	0.9930	0.9717	0.0213	2.2%	0.0024	0.2%	43%	False	False	95
100	0.9930	0.9618	0.0312	3.2%	0.0023	0.2%	61%	False	False	77
120	0.9930	0.9618	0.0312	3.2%	0.0022	0.2%	61%	False	False	65

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9991
2.618	0.9922
1.618	0.9880
1.000	0.9854
0.618	0.9838
HIGH	0.9812
0.618	0.9796
0.500	0.9791
0.382	0.9786
LOW	0.9770
0.618	0.9744
1.000	0.9728
1.618	0.9702
2.618	0.9660
4.250	0.9592

Fisher Pivots for day following 07-Aug-2014
Pivot	1 day	3 day
R1	0.9803	0.9800
PP	0.9797	0.9791
S1	0.9791	0.9783

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