CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8509 0.8509 0.0000 0.0% 0.8608
High 0.8509 0.8515 0.0006 0.1% 0.8612
Low 0.8465 0.8500 0.0035 0.4% 0.8439
Close 0.8474 0.8500 0.0026 0.3% 0.8511
Range 0.0044 0.0015 -0.0029 -65.9% 0.0173
ATR 0.0056 0.0055 -0.0001 -1.9% 0.0000
Volume 4 41 37 925.0% 76
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8550 0.8540 0.8508
R3 0.8535 0.8525 0.8504
R2 0.8520 0.8520 0.8503
R1 0.8510 0.8510 0.8501 0.8508
PP 0.8505 0.8505 0.8505 0.8504
S1 0.8495 0.8495 0.8499 0.8493
S2 0.8490 0.8490 0.8497
S3 0.8475 0.8480 0.8496
S4 0.8460 0.8465 0.8492
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 0.8532 0.8439 0.0093 1.1% 0.0038 0.4% 66% False False 21
10 0.8719 0.8439 0.0280 3.3% 0.0029 0.3% 22% False False 13
20 0.9246 0.8439 0.0807 9.5% 0.0044 0.5% 8% False False 11
40 0.9489 0.8439 0.1050 12.4% 0.0032 0.4% 6% False False 7
60 0.9566 0.8439 0.1127 13.3% 0.0025 0.3% 5% False False 5
80 0.9849 0.8439 0.1410 16.6% 0.0020 0.2% 4% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8579
2.618 0.8554
1.618 0.8539
1.000 0.8530
0.618 0.8524
HIGH 0.8515
0.618 0.8509
0.500 0.8508
0.382 0.8506
LOW 0.8500
0.618 0.8491
1.000 0.8485
1.618 0.8476
2.618 0.8461
4.250 0.8436
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8508 0.8499
PP 0.8505 0.8497
S1 0.8503 0.8496

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

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