CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9676 0.9651 -0.0025 -0.3% 0.9776
High 0.9676 0.9651 -0.0025 -0.3% 0.9776
Low 0.9664 0.9651 -0.0013 -0.1% 0.9651
Close 0.9664 0.9651 -0.0013 -0.1% 0.9651
Range 0.0012 0.0000 -0.0012 -100.0% 0.0125
ATR 0.0019 0.0018 0.0000 -2.2% 0.0000
Volume 3 1 -2 -66.7% 61
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9651 0.9651 0.9651
R3 0.9651 0.9651 0.9651
R2 0.9651 0.9651 0.9651
R1 0.9651 0.9651 0.9651 0.9651
PP 0.9651 0.9651 0.9651 0.9651
S1 0.9651 0.9651 0.9651 0.9651
S2 0.9651 0.9651 0.9651
S3 0.9651 0.9651 0.9651
S4 0.9651 0.9651 0.9651
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0068 0.9984 0.9720
R3 0.9943 0.9859 0.9685
R2 0.9818 0.9818 0.9674
R1 0.9734 0.9734 0.9662 0.9714
PP 0.9693 0.9693 0.9693 0.9682
S1 0.9609 0.9609 0.9640 0.9589
S2 0.9568 0.9568 0.9628
S3 0.9443 0.9484 0.9617
S4 0.9318 0.9359 0.9582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9776 0.9651 0.0125 1.3% 0.0009 0.1% 0% False True 12
10 0.9817 0.9651 0.0166 1.7% 0.0007 0.1% 0% False True 7
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9651
1.618 0.9651
1.000 0.9651
0.618 0.9651
HIGH 0.9651
0.618 0.9651
0.500 0.9651
0.382 0.9651
LOW 0.9651
0.618 0.9651
1.000 0.9651
1.618 0.9651
2.618 0.9651
4.250 0.9651
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9651 0.9677
PP 0.9651 0.9668
S1 0.9651 0.9660

These figures are updated between 7pm and 10pm EST after a trading day.

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