CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 18-Aug-2014
Day Change Summary
Previous Current
15-Aug-2014 18-Aug-2014 Change Change % Previous Week
Open 0.9767 0.9773 0.0006 0.1% 0.9802
High 0.9796 0.9786 -0.0010 -0.1% 0.9806
Low 0.9745 0.9755 0.0010 0.1% 0.9745
Close 0.9780 0.9755 -0.0025 -0.3% 0.9780
Range 0.0051 0.0031 -0.0020 -39.2% 0.0061
ATR 0.0036 0.0035 0.0000 -0.9% 0.0000
Volume 318 627 309 97.2% 2,157
Daily Pivots for day following 18-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9858 0.9838 0.9772
R3 0.9827 0.9807 0.9764
R2 0.9796 0.9796 0.9761
R1 0.9776 0.9776 0.9758 0.9771
PP 0.9765 0.9765 0.9765 0.9763
S1 0.9745 0.9745 0.9752 0.9740
S2 0.9734 0.9734 0.9749
S3 0.9703 0.9714 0.9746
S4 0.9672 0.9683 0.9738
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9960 0.9931 0.9814
R3 0.9899 0.9870 0.9797
R2 0.9838 0.9838 0.9791
R1 0.9809 0.9809 0.9786 0.9793
PP 0.9777 0.9777 0.9777 0.9769
S1 0.9748 0.9748 0.9774 0.9732
S2 0.9716 0.9716 0.9769
S3 0.9655 0.9687 0.9763
S4 0.9594 0.9626 0.9746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9800 0.9745 0.0055 0.6% 0.0032 0.3% 18% False False 455
10 0.9860 0.9724 0.0136 1.4% 0.0040 0.4% 23% False False 432
20 0.9877 0.9717 0.0160 1.6% 0.0036 0.4% 24% False False 369
40 0.9902 0.9717 0.0185 1.9% 0.0032 0.3% 21% False False 249
60 0.9902 0.9717 0.0185 1.9% 0.0028 0.3% 21% False False 173
80 0.9930 0.9717 0.0213 2.2% 0.0027 0.3% 18% False False 132
100 0.9930 0.9618 0.0312 3.2% 0.0024 0.3% 44% False False 106
120 0.9930 0.9618 0.0312 3.2% 0.0024 0.2% 44% False False 89
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9867
1.618 0.9836
1.000 0.9817
0.618 0.9805
HIGH 0.9786
0.618 0.9774
0.500 0.9771
0.382 0.9767
LOW 0.9755
0.618 0.9736
1.000 0.9724
1.618 0.9705
2.618 0.9674
4.250 0.9623
Fisher Pivots for day following 18-Aug-2014
Pivot 1 day 3 day
R1 0.9771 0.9771
PP 0.9765 0.9765
S1 0.9760 0.9760

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

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