CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 0.8416 0.8402 -0.0014 -0.2% 0.8574
High 0.8416 0.8402 -0.0014 -0.2% 0.8598
Low 0.8406 0.8343 -0.0063 -0.7% 0.8437
Close 0.8416 0.8359 -0.0057 -0.7% 0.8437
Range 0.0010 0.0059 0.0049 490.0% 0.0161
ATR
Volume 7 2 -5 -71.4% 83
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8545 0.8511 0.8391
R3 0.8486 0.8452 0.8375
R2 0.8427 0.8427 0.8370
R1 0.8393 0.8393 0.8364 0.8381
PP 0.8368 0.8368 0.8368 0.8362
S1 0.8334 0.8334 0.8354 0.8322
S2 0.8309 0.8309 0.8348
S3 0.8250 0.8275 0.8343
S4 0.8191 0.8216 0.8327
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8974 0.8866 0.8526
R3 0.8813 0.8705 0.8481
R2 0.8652 0.8652 0.8467
R1 0.8544 0.8544 0.8452 0.8518
PP 0.8491 0.8491 0.8491 0.8477
S1 0.8383 0.8383 0.8422 0.8357
S2 0.8330 0.8330 0.8407
S3 0.8169 0.8222 0.8393
S4 0.8008 0.8061 0.8348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8548 0.8343 0.0205 2.5% 0.0025 0.3% 8% False True 10
10 0.8598 0.8343 0.0255 3.1% 0.0020 0.2% 6% False True 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8653
2.618 0.8556
1.618 0.8497
1.000 0.8461
0.618 0.8438
HIGH 0.8402
0.618 0.8379
0.500 0.8373
0.382 0.8366
LOW 0.8343
0.618 0.8307
1.000 0.8284
1.618 0.8248
2.618 0.8189
4.250 0.8092
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.8373 0.8416
PP 0.8368 0.8397
S1 0.8364 0.8378

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

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