CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 12-Nov-2014
Day Change Summary
Previous Current
11-Nov-2014 12-Nov-2014 Change Change % Previous Week
Open 0.8671 0.8719 0.0048 0.6% 0.8866
High 0.8671 0.8719 0.0048 0.6% 0.8866
Low 0.8644 0.8677 0.0033 0.4% 0.8692
Close 0.8663 0.8677 0.0014 0.2% 0.8753
Range 0.0027 0.0042 0.0015 55.6% 0.0174
ATR 0.0066 0.0065 -0.0001 -1.1% 0.0000
Volume 8 8 0 0.0% 42
Daily Pivots for day following 12-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8817 0.8789 0.8700
R3 0.8775 0.8747 0.8689
R2 0.8733 0.8733 0.8685
R1 0.8705 0.8705 0.8681 0.8698
PP 0.8691 0.8691 0.8691 0.8688
S1 0.8663 0.8663 0.8673 0.8656
S2 0.8649 0.8649 0.8669
S3 0.8607 0.8621 0.8665
S4 0.8565 0.8579 0.8654
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 0.8784 0.8644 0.0140 1.6% 0.0051 0.6% 24% False False 6
10 0.9190 0.8644 0.0546 6.3% 0.0060 0.7% 6% False False 10
20 0.9489 0.8644 0.0845 9.7% 0.0040 0.5% 4% False False 6
40 0.9489 0.8644 0.0845 9.7% 0.0029 0.3% 4% False False 4
60 0.9703 0.8644 0.1059 12.2% 0.0022 0.3% 3% False False 3
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 0.8898
2.618 0.8829
1.618 0.8787
1.000 0.8761
0.618 0.8745
HIGH 0.8719
0.618 0.8703
0.500 0.8698
0.382 0.8693
LOW 0.8677
0.618 0.8651
1.000 0.8635
1.618 0.8609
2.618 0.8567
4.250 0.8499
Fisher Pivots for day following 12-Nov-2014
Pivot 1 day 3 day
R1 0.8698 0.8714
PP 0.8691 0.8702
S1 0.8684 0.8689

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

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