CME Japanese Yen Future December 2014

Trading Metrics calculated at close of trading on 03-Dec-2014

Day Change Summary
	Previous	Current
	02-Dec-2014	03-Dec-2014	Change	Change %	Previous Week
Open	0.8450	0.8388	-0.0062	-0.7%	0.8483
High	0.8460	0.8396	-0.0064	-0.8%	0.8531
Low	0.8383	0.8343	-0.0040	-0.5%	0.8420
Close	0.8386	0.8346	-0.0040	-0.5%	0.8424
Range	0.0077	0.0053	-0.0024	-31.2%	0.0111
ATR	0.0083	0.0081	-0.0002	-2.6%	0.0000
Volume	134,393	142,887	8,494	6.3%	529,729

Daily Pivots for day following 03-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8521	0.8486	0.8375
R3	0.8468	0.8433	0.8361
R2	0.8415	0.8415	0.8356
R1	0.8380	0.8380	0.8351	0.8371
PP	0.8362	0.8362	0.8362	0.8357
S1	0.8327	0.8327	0.8341	0.8318
S2	0.8309	0.8309	0.8336
S3	0.8256	0.8274	0.8331
S4	0.8203	0.8221	0.8317

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8791	0.8719	0.8485
R3	0.8680	0.8608	0.8455
R2	0.8569	0.8569	0.8444
R1	0.8497	0.8497	0.8434	0.8478
PP	0.8458	0.8458	0.8458	0.8449
S1	0.8386	0.8386	0.8414	0.8367
S2	0.8347	0.8347	0.8404
S3	0.8236	0.8275	0.8393
S4	0.8125	0.8164	0.8363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8531	0.8343	0.0188	2.3%	0.0074	0.9%	2%	False	True	157,645
10	0.8562	0.8343	0.0219	2.6%	0.0075	0.9%	1%	False	True	171,378
20	0.8819	0.8343	0.0476	5.7%	0.0082	1.0%	1%	False	True	190,565
40	0.9510	0.8343	0.1167	14.0%	0.0084	1.0%	0%	False	True	197,763
60	0.9510	0.8343	0.1167	14.0%	0.0080	1.0%	0%	False	True	186,266
80	0.9800	0.8343	0.1457	17.5%	0.0073	0.9%	0%	False	True	141,915
100	0.9900	0.8343	0.1557	18.7%	0.0065	0.8%	0%	False	True	113,588
120	0.9902	0.8343	0.1559	18.7%	0.0058	0.7%	0%	False	True	94,675

Crabel Price Patterns
NR	True
NR4	True
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	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8621
2.618	0.8535
1.618	0.8482
1.000	0.8449
0.618	0.8429
HIGH	0.8396
0.618	0.8376
0.500	0.8370
0.382	0.8363
LOW	0.8343
0.618	0.8310
1.000	0.8290
1.618	0.8257
2.618	0.8204
4.250	0.8118

Fisher Pivots for day following 03-Dec-2014
Pivot	1 day	3 day
R1	0.8370	0.8415
PP	0.8362	0.8392
S1	0.8354	0.8369

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