CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 20-Nov-2014

Day Change Summary
	Previous	Current
	19-Nov-2014	20-Nov-2014	Change	Change %	Previous Week
Open	0.8553	0.8465	-0.0088	-1.0%	0.8735
High	0.8562	0.8492	-0.0070	-0.8%	0.8784
Low	0.8470	0.8406	-0.0064	-0.8%	0.8561
Close	0.8485	0.8479	-0.0006	-0.1%	0.8605
Range	0.0092	0.0086	-0.0006	-6.5%	0.0223
ATR	0.0089	0.0088	0.0000	-0.2%	0.0000
Volume	191,396	260,710	69,314	36.2%	947,757

Daily Pivots for day following 20-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8717	0.8684	0.8526
R3	0.8631	0.8598	0.8503
R2	0.8545	0.8545	0.8495
R1	0.8512	0.8512	0.8487	0.8529
PP	0.8459	0.8459	0.8459	0.8467
S1	0.8426	0.8426	0.8471	0.8443
S2	0.8373	0.8373	0.8463
S3	0.8287	0.8340	0.8455
S4	0.8201	0.8254	0.8432

Weekly Pivots for week ending 14-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9319	0.9185	0.8728
R3	0.9096	0.8962	0.8666
R2	0.8873	0.8873	0.8646
R1	0.8739	0.8739	0.8625	0.8695
PP	0.8650	0.8650	0.8650	0.8628
S1	0.8516	0.8516	0.8585	0.8472
S2	0.8427	0.8427	0.8564
S3	0.8204	0.8293	0.8544
S4	0.7981	0.8070	0.8482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8663	0.8406	0.0257	3.0%	0.0086	1.0%	28%	False	True	210,063
10	0.8784	0.8406	0.0378	4.5%	0.0085	1.0%	19%	False	True	205,407
20	0.9297	0.8406	0.0891	10.5%	0.0091	1.1%	8%	False	True	207,908
40	0.9510	0.8406	0.1104	13.0%	0.0089	1.0%	7%	False	True	205,647
60	0.9662	0.8406	0.1256	14.8%	0.0080	0.9%	6%	False	True	168,028
80	0.9860	0.8406	0.1454	17.1%	0.0070	0.8%	5%	False	True	126,187
100	0.9902	0.8406	0.1496	17.6%	0.0061	0.7%	5%	False	True	100,978
120	0.9902	0.8406	0.1496	17.6%	0.0055	0.6%	5%	False	True	84,163

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8858
2.618	0.8717
1.618	0.8631
1.000	0.8578
0.618	0.8545
HIGH	0.8492
0.618	0.8459
0.500	0.8449
0.382	0.8439
LOW	0.8406
0.618	0.8353
1.000	0.8320
1.618	0.8267
2.618	0.8181
4.250	0.8041

Fisher Pivots for day following 20-Nov-2014
Pivot	1 day	3 day
R1	0.8469	0.8502
PP	0.8459	0.8494
S1	0.8449	0.8487

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