CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 24-Dec-2014
Day Change Summary
Previous Current
23-Dec-2014 24-Dec-2014 Change Change % Previous Week
Open 0.8350 0.8330 -0.0020 -0.2% 0.8526
High 0.8350 0.8330 -0.0020 -0.2% 0.8639
Low 0.8311 0.8330 0.0019 0.2% 0.8391
Close 0.8311 0.8330 0.0019 0.2% 0.8395
Range 0.0039 0.0000 -0.0039 -100.0% 0.0248
ATR 0.0060 0.0057 -0.0003 -4.9% 0.0000
Volume 2 5 3 150.0% 8
Daily Pivots for day following 24-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8330 0.8330 0.8330
R3 0.8330 0.8330 0.8330
R2 0.8330 0.8330 0.8330
R1 0.8330 0.8330 0.8330 0.8330
PP 0.8330 0.8330 0.8330 0.8330
S1 0.8330 0.8330 0.8330 0.8330
S2 0.8330 0.8330 0.8330
S3 0.8330 0.8330 0.8330
S4 0.8330 0.8330 0.8330
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9219 0.9055 0.8531
R3 0.8971 0.8807 0.8463
R2 0.8723 0.8723 0.8440
R1 0.8559 0.8559 0.8418 0.8517
PP 0.8475 0.8475 0.8475 0.8454
S1 0.8311 0.8311 0.8372 0.8269
S2 0.8227 0.8227 0.8350
S3 0.7979 0.8063 0.8327
S4 0.7731 0.7815 0.8259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8444 0.8311 0.0133 1.6% 0.0023 0.3% 14% False False 3
10 0.8639 0.8311 0.0328 3.9% 0.0041 0.5% 6% False False 2
20 0.8639 0.8258 0.0381 4.6% 0.0027 0.3% 19% False False 2
40 0.9229 0.8258 0.0971 11.7% 0.0025 0.3% 7% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8330
2.618 0.8330
1.618 0.8330
1.000 0.8330
0.618 0.8330
HIGH 0.8330
0.618 0.8330
0.500 0.8330
0.382 0.8330
LOW 0.8330
0.618 0.8330
1.000 0.8330
1.618 0.8330
2.618 0.8330
4.250 0.8330
Fisher Pivots for day following 24-Dec-2014
Pivot 1 day 3 day
R1 0.8330 0.8351
PP 0.8330 0.8344
S1 0.8330 0.8337

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

View Archives - Comment on this page... - Back to Index of Symbols