CME Japanese Yen Future December 2014

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

Day Change Summary
	Previous	Current
	25-Sep-2014	26-Sep-2014	Change	Change %	Previous Week
Open	0.9175	0.9200	0.0025	0.3%	0.9176
High	0.9221	0.9225	0.0004	0.0%	0.9245
Low	0.9149	0.9130	-0.0019	-0.2%	0.9130
Close	0.9207	0.9149	-0.0058	-0.6%	0.9149
Range	0.0072	0.0095	0.0023	31.9%	0.0115
ATR	0.0058	0.0061	0.0003	4.5%	0.0000
Volume	185,590	173,542	-12,048	-6.5%	737,880

Daily Pivots for day following 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9453	0.9396	0.9201
R3	0.9358	0.9301	0.9175
R2	0.9263	0.9263	0.9166
R1	0.9206	0.9206	0.9158	0.9187
PP	0.9168	0.9168	0.9168	0.9159
S1	0.9111	0.9111	0.9140	0.9092
S2	0.9073	0.9073	0.9132
S3	0.8978	0.9016	0.9123
S4	0.8883	0.8921	0.9097

Weekly Pivots for week ending 26-Sep-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9520	0.9449	0.9212
R3	0.9405	0.9334	0.9181
R2	0.9290	0.9290	0.9170
R1	0.9219	0.9219	0.9160	0.9197
PP	0.9175	0.9175	0.9175	0.9164
S1	0.9104	0.9104	0.9138	0.9082
S2	0.9060	0.9060	0.9128
S3	0.8945	0.8989	0.9117
S4	0.8830	0.8874	0.9086

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9245	0.9130	0.0115	1.3%	0.0067	0.7%	17%	False	True	147,576
10	0.9369	0.9130	0.0239	2.6%	0.0065	0.7%	8%	False	True	151,554
20	0.9648	0.9130	0.0518	5.7%	0.0065	0.7%	4%	False	True	101,426
40	0.9860	0.9130	0.0730	8.0%	0.0053	0.6%	3%	False	True	51,054
60	0.9902	0.9130	0.0772	8.4%	0.0044	0.5%	2%	False	True	34,090
80	0.9902	0.9130	0.0772	8.4%	0.0039	0.4%	2%	False	True	25,590
100	0.9930	0.9130	0.0800	8.7%	0.0036	0.4%	2%	False	True	20,475
120	0.9930	0.9130	0.0800	8.7%	0.0033	0.4%	2%	False	True	17,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9629
2.618	0.9474
1.618	0.9379
1.000	0.9320
0.618	0.9284
HIGH	0.9225
0.618	0.9189
0.500	0.9178
0.382	0.9166
LOW	0.9130
0.618	0.9071
1.000	0.9035
1.618	0.8976
2.618	0.8881
4.250	0.8726

Fisher Pivots for day following 26-Sep-2014
Pivot	1 day	3 day
R1	0.9178	0.9179
PP	0.9168	0.9169
S1	0.9159	0.9159

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