CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 18-Aug-2014

Day Change Summary
	Previous	Current
	15-Aug-2014	18-Aug-2014	Change	Change %	Previous Week
Open	0.9767	0.9773	0.0006	0.1%	0.9802
High	0.9796	0.9786	-0.0010	-0.1%	0.9806
Low	0.9745	0.9755	0.0010	0.1%	0.9745
Close	0.9780	0.9755	-0.0025	-0.3%	0.9780
Range	0.0051	0.0031	-0.0020	-39.2%	0.0061
ATR	0.0036	0.0035	0.0000	-0.9%	0.0000
Volume	318	627	309	97.2%	2,157

Daily Pivots for day following 18-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9858	0.9838	0.9772
R3	0.9827	0.9807	0.9764
R2	0.9796	0.9796	0.9761
R1	0.9776	0.9776	0.9758	0.9771
PP	0.9765	0.9765	0.9765	0.9763
S1	0.9745	0.9745	0.9752	0.9740
S2	0.9734	0.9734	0.9749
S3	0.9703	0.9714	0.9746
S4	0.9672	0.9683	0.9738

Weekly Pivots for week ending 15-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9960	0.9931	0.9814
R3	0.9899	0.9870	0.9797
R2	0.9838	0.9838	0.9791
R1	0.9809	0.9809	0.9786	0.9793
PP	0.9777	0.9777	0.9777	0.9769
S1	0.9748	0.9748	0.9774	0.9732
S2	0.9716	0.9716	0.9769
S3	0.9655	0.9687	0.9763
S4	0.9594	0.9626	0.9746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9800	0.9745	0.0055	0.6%	0.0032	0.3%	18%	False	False	455
10	0.9860	0.9724	0.0136	1.4%	0.0040	0.4%	23%	False	False	432
20	0.9877	0.9717	0.0160	1.6%	0.0036	0.4%	24%	False	False	369
40	0.9902	0.9717	0.0185	1.9%	0.0032	0.3%	21%	False	False	249
60	0.9902	0.9717	0.0185	1.9%	0.0028	0.3%	21%	False	False	173
80	0.9930	0.9717	0.0213	2.2%	0.0027	0.3%	18%	False	False	132
100	0.9930	0.9618	0.0312	3.2%	0.0024	0.3%	44%	False	False	106
120	0.9930	0.9618	0.0312	3.2%	0.0024	0.2%	44%	False	False	89

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9918
2.618	0.9867
1.618	0.9836
1.000	0.9817
0.618	0.9805
HIGH	0.9786
0.618	0.9774
0.500	0.9771
0.382	0.9767
LOW	0.9755
0.618	0.9736
1.000	0.9724
1.618	0.9705
2.618	0.9674
4.250	0.9623

Fisher Pivots for day following 18-Aug-2014
Pivot	1 day	3 day
R1	0.9771	0.9771
PP	0.9765	0.9765
S1	0.9760	0.9760

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