CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 0.8818 0.8812 -0.0006 -0.1% 0.9290
High 0.8861 0.8812 -0.0049 -0.6% 0.9310
Low 0.8798 0.8740 -0.0058 -0.7% 0.8923
Close 0.8828 0.8740 -0.0088 -1.0% 0.8928
Range 0.0063 0.0072 0.0009 14.3% 0.0387
ATR 0.0064 0.0066 0.0002 2.7% 0.0000
Volume 8 7 -1 -12.5% 44
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8980 0.8932 0.8780
R3 0.8908 0.8860 0.8760
R2 0.8836 0.8836 0.8753
R1 0.8788 0.8788 0.8747 0.8776
PP 0.8764 0.8764 0.8764 0.8758
S1 0.8716 0.8716 0.8733 0.8704
S2 0.8692 0.8692 0.8727
S3 0.8620 0.8644 0.8720
S4 0.8548 0.8572 0.8700
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0215 0.9958 0.9141
R3 0.9828 0.9571 0.9034
R2 0.9441 0.9441 0.8999
R1 0.9184 0.9184 0.8963 0.9119
PP 0.9054 0.9054 0.9054 0.9021
S1 0.8797 0.8797 0.8893 0.8732
S2 0.8667 0.8667 0.8857
S3 0.8280 0.8410 0.8822
S4 0.7893 0.8023 0.8715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9190 0.8740 0.0450 5.1% 0.0069 0.8% 0% False True 13
10 0.9335 0.8740 0.0595 6.8% 0.0048 0.5% 0% False True 8
20 0.9489 0.8740 0.0749 8.6% 0.0033 0.4% 0% False True 5
40 0.9489 0.8740 0.0749 8.6% 0.0024 0.3% 0% False True 4
60 0.9801 0.8740 0.1061 12.1% 0.0018 0.2% 0% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9118
2.618 0.9000
1.618 0.8928
1.000 0.8884
0.618 0.8856
HIGH 0.8812
0.618 0.8784
0.500 0.8776
0.382 0.8768
LOW 0.8740
0.618 0.8696
1.000 0.8668
1.618 0.8624
2.618 0.8552
4.250 0.8434
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 0.8776 0.8803
PP 0.8764 0.8782
S1 0.8752 0.8761

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

View Archives - Comment on this page... - Back to Index of Symbols