CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 0.9773 0.9750 -0.0023 -0.2% 0.9802
High 0.9786 0.9762 -0.0024 -0.2% 0.9806
Low 0.9755 0.9724 -0.0031 -0.3% 0.9745
Close 0.9755 0.9725 -0.0030 -0.3% 0.9780
Range 0.0031 0.0038 0.0007 22.6% 0.0061
ATR 0.0035 0.0036 0.0000 0.5% 0.0000
Volume 627 507 -120 -19.1% 2,157
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9851 0.9826 0.9746
R3 0.9813 0.9788 0.9735
R2 0.9775 0.9775 0.9732
R1 0.9750 0.9750 0.9728 0.9744
PP 0.9737 0.9737 0.9737 0.9734
S1 0.9712 0.9712 0.9722 0.9706
S2 0.9699 0.9699 0.9718
S3 0.9661 0.9674 0.9715
S4 0.9623 0.9636 0.9704
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 0.9796 0.9724 0.0072 0.7% 0.0036 0.4% 1% False True 534
10 0.9860 0.9724 0.0136 1.4% 0.0040 0.4% 1% False True 478
20 0.9876 0.9717 0.0159 1.6% 0.0037 0.4% 5% False False 388
40 0.9902 0.9717 0.0185 1.9% 0.0032 0.3% 4% False False 262
60 0.9902 0.9717 0.0185 1.9% 0.0028 0.3% 4% False False 182
80 0.9930 0.9717 0.0213 2.2% 0.0027 0.3% 4% False False 138
100 0.9930 0.9618 0.0312 3.2% 0.0025 0.3% 34% False False 111
120 0.9930 0.9618 0.0312 3.2% 0.0024 0.2% 34% False False 93
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9924
2.618 0.9861
1.618 0.9823
1.000 0.9800
0.618 0.9785
HIGH 0.9762
0.618 0.9747
0.500 0.9743
0.382 0.9739
LOW 0.9724
0.618 0.9701
1.000 0.9686
1.618 0.9663
2.618 0.9625
4.250 0.9563
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 0.9743 0.9760
PP 0.9737 0.9748
S1 0.9731 0.9737

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

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