CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 22-Sep-2014

Day Change Summary
	Previous	Current
	19-Sep-2014	22-Sep-2014	Change	Change %	Previous Week
Open	0.9200	0.9176	-0.0024	-0.3%	0.9326
High	0.9217	0.9211	-0.0006	-0.1%	0.9369
Low	0.9143	0.9165	0.0022	0.2%	0.9143
Close	0.9186	0.9196	0.0010	0.1%	0.9186
Range	0.0074	0.0046	-0.0028	-37.8%	0.0226
ATR	0.0057	0.0057	-0.0001	-1.4%	0.0000
Volume	198,678	122,592	-76,086	-38.3%	777,666

Daily Pivots for day following 22-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9329	0.9308	0.9221
R3	0.9283	0.9262	0.9209
R2	0.9237	0.9237	0.9204
R1	0.9216	0.9216	0.9200	0.9227
PP	0.9191	0.9191	0.9191	0.9196
S1	0.9170	0.9170	0.9192	0.9181
S2	0.9145	0.9145	0.9188
S3	0.9099	0.9124	0.9183
S4	0.9053	0.9078	0.9171

Weekly Pivots for week ending 19-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9911	0.9774	0.9310
R3	0.9685	0.9548	0.9248
R2	0.9459	0.9459	0.9227
R1	0.9322	0.9322	0.9207	0.9278
PP	0.9233	0.9233	0.9233	0.9210
S1	0.9096	0.9096	0.9165	0.9052
S2	0.9007	0.9007	0.9145
S3	0.8781	0.8870	0.9124
S4	0.8555	0.8644	0.9062

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9369	0.9143	0.0226	2.5%	0.0065	0.7%	23%	False	False	163,020
10	0.9446	0.9143	0.0303	3.3%	0.0056	0.6%	17%	False	False	131,493
20	0.9662	0.9143	0.0519	5.6%	0.0057	0.6%	10%	False	False	70,851
40	0.9860	0.9143	0.0717	7.8%	0.0049	0.5%	7%	False	False	35,700
60	0.9902	0.9143	0.0759	8.3%	0.0041	0.4%	7%	False	False	23,847
80	0.9902	0.9143	0.0759	8.3%	0.0037	0.4%	7%	False	False	17,900
100	0.9930	0.9143	0.0787	8.6%	0.0034	0.4%	7%	False	False	14,322
120	0.9930	0.9143	0.0787	8.6%	0.0031	0.3%	7%	False	False	11,935

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.9407
2.618	0.9331
1.618	0.9285
1.000	0.9257
0.618	0.9239
HIGH	0.9211
0.618	0.9193
0.500	0.9188
0.382	0.9183
LOW	0.9165
0.618	0.9137
1.000	0.9119
1.618	0.9091
2.618	0.9045
4.250	0.8970

Fisher Pivots for day following 22-Sep-2014
Pivot	1 day	3 day
R1	0.9193	0.9194
PP	0.9191	0.9191
S1	0.9188	0.9189

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