CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8720 0.8692 -0.0028 -0.3% 0.8866
High 0.8781 0.8753 -0.0028 -0.3% 0.8866
Low 0.8720 0.8692 -0.0028 -0.3% 0.8692
Close 0.8721 0.8753 0.0032 0.4% 0.8753
Range 0.0061 0.0061 0.0000 0.0% 0.0174
ATR 0.0065 0.0065 0.0000 -0.5% 0.0000
Volume 5 9 4 80.0% 42
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8916 0.8895 0.8787
R3 0.8855 0.8834 0.8770
R2 0.8794 0.8794 0.8764
R1 0.8773 0.8773 0.8759 0.8784
PP 0.8733 0.8733 0.8733 0.8738
S1 0.8712 0.8712 0.8747 0.8723
S2 0.8672 0.8672 0.8742
S3 0.8611 0.8651 0.8736
S4 0.8550 0.8590 0.8719
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9197 0.8849
R3 0.9118 0.9023 0.8801
R2 0.8944 0.8944 0.8785
R1 0.8849 0.8849 0.8769 0.8810
PP 0.8770 0.8770 0.8770 0.8751
S1 0.8675 0.8675 0.8737 0.8636
S2 0.8596 0.8596 0.8721
S3 0.8422 0.8501 0.8705
S4 0.8248 0.8327 0.8657
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8866 0.8692 0.0174 2.0% 0.0069 0.8% 35% False True 8
10 0.9310 0.8692 0.0618 7.1% 0.0052 0.6% 10% False True 8
20 0.9489 0.8692 0.0797 9.1% 0.0039 0.4% 8% False True 6
40 0.9489 0.8692 0.0797 9.1% 0.0026 0.3% 8% False True 4
60 0.9801 0.8692 0.1109 12.7% 0.0020 0.2% 6% False True 4
Crabel Price Patterns
NR False
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 0.0003
Fibonacci Retracements and Extensions
4.250 0.9012
2.618 0.8913
1.618 0.8852
1.000 0.8814
0.618 0.8791
HIGH 0.8753
0.618 0.8730
0.500 0.8723
0.382 0.8715
LOW 0.8692
0.618 0.8654
1.000 0.8631
1.618 0.8593
2.618 0.8532
4.250 0.8433
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8743 0.8753
PP 0.8733 0.8752
S1 0.8723 0.8752

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

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