CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 0.8520 0.8509 -0.0011 -0.1% 0.8608
High 0.8527 0.8509 -0.0018 -0.2% 0.8612
Low 0.8504 0.8465 -0.0039 -0.5% 0.8439
Close 0.8511 0.8474 -0.0037 -0.4% 0.8511
Range 0.0023 0.0044 0.0021 91.3% 0.0173
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 14 4 -10 -71.4% 76
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8615 0.8588 0.8498
R3 0.8571 0.8544 0.8486
R2 0.8527 0.8527 0.8482
R1 0.8500 0.8500 0.8478 0.8492
PP 0.8483 0.8483 0.8483 0.8478
S1 0.8456 0.8456 0.8470 0.8448
S2 0.8439 0.8439 0.8466
S3 0.8395 0.8412 0.8462
S4 0.8351 0.8368 0.8450
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9040 0.8948 0.8606
R3 0.8867 0.8775 0.8559
R2 0.8694 0.8694 0.8543
R1 0.8602 0.8602 0.8527 0.8562
PP 0.8521 0.8521 0.8521 0.8500
S1 0.8429 0.8429 0.8495 0.8389
S2 0.8348 0.8348 0.8479
S3 0.8175 0.8256 0.8463
S4 0.8002 0.8083 0.8416
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8612 0.8439 0.0173 2.0% 0.0042 0.5% 20% False False 14
10 0.8719 0.8439 0.0280 3.3% 0.0030 0.4% 13% False False 10
20 0.9277 0.8439 0.0838 9.9% 0.0043 0.5% 4% False False 9
40 0.9489 0.8439 0.1050 12.4% 0.0032 0.4% 3% False False 6
60 0.9566 0.8439 0.1127 13.3% 0.0025 0.3% 3% False False 4
80 0.9849 0.8439 0.1410 16.6% 0.0020 0.2% 2% False False 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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8696
2.618 0.8624
1.618 0.8580
1.000 0.8553
0.618 0.8536
HIGH 0.8509
0.618 0.8492
0.500 0.8487
0.382 0.8482
LOW 0.8465
0.618 0.8438
1.000 0.8421
1.618 0.8394
2.618 0.8350
4.250 0.8278
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 0.8487 0.8483
PP 0.8483 0.8480
S1 0.8478 0.8477

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

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