CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 0.9802 0.9805 0.0003 0.0% 0.9754
High 0.9812 0.9860 0.0048 0.5% 0.9860
Low 0.9770 0.9800 0.0030 0.3% 0.9724
Close 0.9809 0.9809 0.0000 0.0% 0.9809
Range 0.0042 0.0060 0.0018 42.9% 0.0136
ATR 0.0036 0.0038 0.0002 4.8% 0.0000
Volume 1,058 157 -901 -85.2% 1,890
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0003 0.9966 0.9842
R3 0.9943 0.9906 0.9826
R2 0.9883 0.9883 0.9820
R1 0.9846 0.9846 0.9815 0.9865
PP 0.9823 0.9823 0.9823 0.9832
S1 0.9786 0.9786 0.9804 0.9805
S2 0.9763 0.9763 0.9798
S3 0.9703 0.9726 0.9793
S4 0.9643 0.9666 0.9776
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0206 1.0143 0.9884
R3 1.0070 1.0007 0.9846
R2 0.9934 0.9934 0.9834
R1 0.9871 0.9871 0.9821 0.9903
PP 0.9798 0.9798 0.9798 0.9813
S1 0.9735 0.9735 0.9797 0.9767
S2 0.9662 0.9662 0.9784
S3 0.9526 0.9599 0.9772
S4 0.9390 0.9463 0.9734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9860 0.9724 0.0136 1.4% 0.0049 0.5% 63% True False 378
10 0.9860 0.9717 0.0143 1.5% 0.0044 0.5% 64% True False 356
20 0.9900 0.9717 0.0183 1.9% 0.0034 0.3% 50% False False 254
40 0.9902 0.9717 0.0185 1.9% 0.0029 0.3% 50% False False 183
60 0.9930 0.9717 0.0213 2.2% 0.0028 0.3% 43% False False 129
80 0.9930 0.9717 0.0213 2.2% 0.0025 0.3% 43% False False 97
100 0.9930 0.9618 0.0312 3.2% 0.0024 0.2% 61% False False 79
120 0.9930 0.9618 0.0312 3.2% 0.0022 0.2% 61% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0115
2.618 1.0017
1.618 0.9957
1.000 0.9920
0.618 0.9897
HIGH 0.9860
0.618 0.9837
0.500 0.9830
0.382 0.9823
LOW 0.9800
0.618 0.9763
1.000 0.9740
1.618 0.9703
2.618 0.9643
4.250 0.9545
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 0.9830 0.9809
PP 0.9823 0.9808
S1 0.9816 0.9808

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

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