CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 28-Oct-2014

Day Change Summary
	Previous	Current
	27-Oct-2014	28-Oct-2014	Change	Change %	Previous Week
Open	0.9241	0.9276	0.0035	0.4%	0.9347
High	0.9297	0.9289	-0.0008	-0.1%	0.9416
Low	0.9240	0.9245	0.0005	0.1%	0.9233
Close	0.9290	0.9255	-0.0035	-0.4%	0.9256
Range	0.0057	0.0044	-0.0013	-22.8%	0.0183
ATR	0.0077	0.0075	-0.0002	-3.0%	0.0000
Volume	116,082	130,159	14,077	12.1%	757,166

Daily Pivots for day following 28-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9395	0.9369	0.9279
R3	0.9351	0.9325	0.9267
R2	0.9307	0.9307	0.9263
R1	0.9281	0.9281	0.9259	0.9272
PP	0.9263	0.9263	0.9263	0.9259
S1	0.9237	0.9237	0.9251	0.9228
S2	0.9219	0.9219	0.9247
S3	0.9175	0.9193	0.9243
S4	0.9131	0.9149	0.9231

Weekly Pivots for week ending 24-Oct-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9851	0.9736	0.9357
R3	0.9668	0.9553	0.9306
R2	0.9485	0.9485	0.9290
R1	0.9370	0.9370	0.9273	0.9336
PP	0.9302	0.9302	0.9302	0.9285
S1	0.9187	0.9187	0.9239	0.9153
S2	0.9119	0.9119	0.9222
S3	0.8936	0.9004	0.9206
S4	0.8753	0.8821	0.9155

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9369	0.9233	0.0136	1.5%	0.0061	0.7%	16%	False	False	138,425
10	0.9510	0.9233	0.0277	3.0%	0.0079	0.9%	8%	False	False	191,758
20	0.9510	0.9088	0.0422	4.6%	0.0084	0.9%	40%	False	False	198,304
40	0.9560	0.9088	0.0472	5.1%	0.0073	0.8%	35%	False	False	157,691
60	0.9860	0.9088	0.0772	8.3%	0.0064	0.7%	22%	False	False	105,494
80	0.9902	0.9088	0.0814	8.8%	0.0054	0.6%	21%	False	False	79,168
100	0.9902	0.9088	0.0814	8.8%	0.0048	0.5%	21%	False	False	63,355
120	0.9930	0.9088	0.0842	9.1%	0.0045	0.5%	20%	False	False	52,799

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9476
2.618	0.9404
1.618	0.9360
1.000	0.9333
0.618	0.9316
HIGH	0.9289
0.618	0.9272
0.500	0.9267
0.382	0.9262
LOW	0.9245
0.618	0.9218
1.000	0.9201
1.618	0.9174
2.618	0.9130
4.250	0.9058

Fisher Pivots for day following 28-Oct-2014
Pivot	1 day	3 day
R1	0.9267	0.9267
PP	0.9263	0.9263
S1	0.9259	0.9259

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