CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 0.8433 0.8438 0.0005 0.1% 0.8509
High 0.8489 0.8438 -0.0051 -0.6% 0.8529
Low 0.8425 0.8402 -0.0023 -0.3% 0.8442
Close 0.8475 0.8405 -0.0070 -0.8% 0.8442
Range 0.0064 0.0036 -0.0028 -43.8% 0.0087
ATR 0.0056 0.0057 0.0001 2.2% 0.0000
Volume 11 13 2 18.2% 142
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8523 0.8500 0.8425
R3 0.8487 0.8464 0.8415
R2 0.8451 0.8451 0.8412
R1 0.8428 0.8428 0.8408 0.8422
PP 0.8415 0.8415 0.8415 0.8412
S1 0.8392 0.8392 0.8402 0.8386
S2 0.8379 0.8379 0.8398
S3 0.8343 0.8356 0.8395
S4 0.8307 0.8320 0.8385
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 0.8402 0.0127 1.5% 0.0045 0.5% 2% False True 32
10 0.8612 0.8402 0.0210 2.5% 0.0043 0.5% 1% False True 23
20 0.8861 0.8402 0.0459 5.5% 0.0042 0.5% 1% False True 15
40 0.9489 0.8402 0.1087 12.9% 0.0036 0.4% 0% False True 10
60 0.9489 0.8402 0.1087 12.9% 0.0028 0.3% 0% False True 7
80 0.9817 0.8402 0.1415 16.8% 0.0023 0.3% 0% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8591
2.618 0.8532
1.618 0.8496
1.000 0.8474
0.618 0.8460
HIGH 0.8438
0.618 0.8424
0.500 0.8420
0.382 0.8416
LOW 0.8402
0.618 0.8380
1.000 0.8366
1.618 0.8344
2.618 0.8308
4.250 0.8249
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 0.8420 0.8465
PP 0.8415 0.8445
S1 0.8410 0.8425

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

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