CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 18-Nov-2014
Day Change Summary
Previous Current
17-Nov-2014 18-Nov-2014 Change Change % Previous Week
Open 0.8648 0.8615 -0.0033 -0.4% 0.8803
High 0.8648 0.8615 -0.0033 -0.4% 0.8803
Low 0.8599 0.8592 -0.0007 -0.1% 0.8639
Close 0.8622 0.8592 -0.0030 -0.3% 0.8639
Range 0.0049 0.0023 -0.0026 -53.1% 0.0164
ATR 0.0060 0.0057 -0.0002 -3.5% 0.0000
Volume 1 3 2 200.0% 13
Daily Pivots for day following 18-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8669 0.8653 0.8605
R3 0.8646 0.8630 0.8598
R2 0.8623 0.8623 0.8596
R1 0.8607 0.8607 0.8594 0.8604
PP 0.8600 0.8600 0.8600 0.8598
S1 0.8584 0.8584 0.8590 0.8581
S2 0.8577 0.8577 0.8588
S3 0.8554 0.8561 0.8586
S4 0.8531 0.8538 0.8579
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9076 0.8729
R3 0.9022 0.8912 0.8684
R2 0.8858 0.8858 0.8669
R1 0.8748 0.8748 0.8654 0.8721
PP 0.8694 0.8694 0.8694 0.8680
S1 0.8584 0.8584 0.8624 0.8557
S2 0.8530 0.8530 0.8609
S3 0.8366 0.8420 0.8594
S4 0.8202 0.8256 0.8549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8691 0.8592 0.0099 1.2% 0.0014 0.2% 0% False True 1
10 0.8809 0.8592 0.0217 2.5% 0.0034 0.4% 0% False True 4
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8713
2.618 0.8675
1.618 0.8652
1.000 0.8638
0.618 0.8629
HIGH 0.8615
0.618 0.8606
0.500 0.8604
0.382 0.8601
LOW 0.8592
0.618 0.8578
1.000 0.8569
1.618 0.8555
2.618 0.8532
4.250 0.8494
Fisher Pivots for day following 18-Nov-2014
Pivot 1 day 3 day
R1 0.8604 0.8620
PP 0.8600 0.8611
S1 0.8596 0.8601

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

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