CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 26-Aug-2014

Day Change Summary
	Previous	Current
	25-Aug-2014	26-Aug-2014	Change	Change %	Previous Week
Open	0.9606	0.9618	0.0012	0.1%	0.9773
High	0.9632	0.9642	0.0010	0.1%	0.9786
Low	0.9599	0.9608	0.0009	0.1%	0.9606
Close	0.9625	0.9615	-0.0010	-0.1%	0.9630
Range	0.0033	0.0034	0.0001	3.0%	0.0180
ATR	0.0039	0.0039	0.0000	-1.0%	0.0000
Volume	1,289	969	-320	-24.8%	5,244

Daily Pivots for day following 26-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9724	0.9703	0.9634
R3	0.9690	0.9669	0.9624
R2	0.9656	0.9656	0.9621
R1	0.9635	0.9635	0.9618	0.9629
PP	0.9622	0.9622	0.9622	0.9618
S1	0.9601	0.9601	0.9612	0.9595
S2	0.9588	0.9588	0.9609
S3	0.9554	0.9567	0.9606
S4	0.9520	0.9533	0.9596

Weekly Pivots for week ending 22-Aug-2014
	Classic	Woodie	Camarilla	DeMark
R4	1.0214	1.0102	0.9729
R3	1.0034	0.9922	0.9680
R2	0.9854	0.9854	0.9663
R1	0.9742	0.9742	0.9647	0.9708
PP	0.9674	0.9674	0.9674	0.9657
S1	0.9562	0.9562	0.9614	0.9528
S2	0.9494	0.9494	0.9597
S3	0.9314	0.9382	0.9581
S4	0.9134	0.9202	0.9531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9725	0.9599	0.0126	1.3%	0.0048	0.5%	13%	False	False	1,273
10	0.9796	0.9599	0.0197	2.0%	0.0042	0.4%	8%	False	False	904
20	0.9860	0.9599	0.0261	2.7%	0.0043	0.4%	6%	False	False	639
40	0.9902	0.9599	0.0303	3.2%	0.0033	0.3%	5%	False	False	391
60	0.9902	0.9599	0.0303	3.2%	0.0030	0.3%	5%	False	False	287
80	0.9930	0.9599	0.0331	3.4%	0.0028	0.3%	5%	False	False	218
100	0.9930	0.9599	0.0331	3.4%	0.0027	0.3%	5%	False	False	175
120	0.9930	0.9599	0.0331	3.4%	0.0025	0.3%	5%	False	False	146

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9787
2.618	0.9731
1.618	0.9697
1.000	0.9676
0.618	0.9663
HIGH	0.9642
0.618	0.9629
0.500	0.9625
0.382	0.9621
LOW	0.9608
0.618	0.9587
1.000	0.9574
1.618	0.9553
2.618	0.9519
4.250	0.9464

Fisher Pivots for day following 26-Aug-2014
Pivot	1 day	3 day
R1	0.9625	0.9632
PP	0.9622	0.9626
S1	0.9618	0.9621

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