CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 01-Dec-2014
Day Change Summary
Previous Current
28-Nov-2014 01-Dec-2014 Change Change % Previous Week
Open 0.8527 0.8433 -0.0094 -1.1% 0.8509
High 0.8527 0.8489 -0.0038 -0.4% 0.8529
Low 0.8442 0.8425 -0.0017 -0.2% 0.8442
Close 0.8442 0.8475 0.0033 0.4% 0.8442
Range 0.0085 0.0064 -0.0021 -24.7% 0.0087
ATR 0.0055 0.0056 0.0001 1.1% 0.0000
Volume 90 11 -79 -87.8% 142
Daily Pivots for day following 01-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8655 0.8629 0.8510
R3 0.8591 0.8565 0.8493
R2 0.8527 0.8527 0.8487
R1 0.8501 0.8501 0.8481 0.8514
PP 0.8463 0.8463 0.8463 0.8470
S1 0.8437 0.8437 0.8469 0.8450
S2 0.8399 0.8399 0.8463
S3 0.8335 0.8373 0.8457
S4 0.8271 0.8309 0.8440
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8732 0.8674 0.8490
R3 0.8645 0.8587 0.8466
R2 0.8558 0.8558 0.8458
R1 0.8500 0.8500 0.8450 0.8486
PP 0.8471 0.8471 0.8471 0.8464
S1 0.8413 0.8413 0.8434 0.8399
S2 0.8384 0.8384 0.8426
S3 0.8297 0.8326 0.8418
S4 0.8210 0.8239 0.8394
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8529 0.8425 0.0104 1.2% 0.0046 0.5% 48% False True 30
10 0.8612 0.8425 0.0187 2.2% 0.0040 0.5% 27% False True 22
20 0.8866 0.8425 0.0441 5.2% 0.0045 0.5% 11% False True 15
40 0.9489 0.8425 0.1064 12.6% 0.0035 0.4% 5% False True 9
60 0.9494 0.8425 0.1069 12.6% 0.0027 0.3% 5% False True 7
80 0.9831 0.8425 0.1406 16.6% 0.0022 0.3% 4% False True 6
Crabel Price Patterns
NR True
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 True
Bear Hook True
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8761
2.618 0.8657
1.618 0.8593
1.000 0.8553
0.618 0.8529
HIGH 0.8489
0.618 0.8465
0.500 0.8457
0.382 0.8449
LOW 0.8425
0.618 0.8385
1.000 0.8361
1.618 0.8321
2.618 0.8257
4.250 0.8153
Fisher Pivots for day following 01-Dec-2014
Pivot 1 day 3 day
R1 0.8469 0.8477
PP 0.8463 0.8476
S1 0.8457 0.8476

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

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