CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9648 0.9607 -0.0041 -0.4% 0.9606
High 0.9648 0.9613 -0.0035 -0.4% 0.9662
Low 0.9612 0.9500 -0.0112 -1.2% 0.9599
Close 0.9613 0.9519 -0.0094 -1.0% 0.9613
Range 0.0036 0.0113 0.0077 213.9% 0.0063
ATR 0.0038 0.0044 0.0005 13.9% 0.0000
Volume 2,875 6,416 3,541 123.2% 6,664
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9883 0.9814 0.9581
R3 0.9770 0.9701 0.9550
R2 0.9657 0.9657 0.9540
R1 0.9588 0.9588 0.9529 0.9566
PP 0.9544 0.9544 0.9544 0.9533
S1 0.9475 0.9475 0.9509 0.9453
S2 0.9431 0.9431 0.9498
S3 0.9318 0.9362 0.9488
S4 0.9205 0.9249 0.9457
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9814 0.9776 0.9648
R3 0.9751 0.9713 0.9630
R2 0.9688 0.9688 0.9625
R1 0.9650 0.9650 0.9619 0.9669
PP 0.9625 0.9625 0.9625 0.9634
S1 0.9587 0.9587 0.9607 0.9606
S2 0.9562 0.9562 0.9601
S3 0.9499 0.9524 0.9596
S4 0.9436 0.9461 0.9578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9662 0.9500 0.0162 1.7% 0.0049 0.5% 12% False True 2,358
10 0.9762 0.9500 0.0262 2.8% 0.0049 0.5% 7% False True 1,769
20 0.9860 0.9500 0.0360 3.8% 0.0045 0.5% 5% False True 1,101
40 0.9902 0.9500 0.0402 4.2% 0.0036 0.4% 5% False True 646
60 0.9902 0.9500 0.0402 4.2% 0.0032 0.3% 5% False True 465
80 0.9930 0.9500 0.0430 4.5% 0.0030 0.3% 4% False True 353
100 0.9930 0.9500 0.0430 4.5% 0.0027 0.3% 4% False True 283
120 0.9930 0.9500 0.0430 4.5% 0.0026 0.3% 4% False True 236
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 0.0008
Widest range in 101 trading days
Fibonacci Retracements and Extensions
4.250 1.0093
2.618 0.9909
1.618 0.9796
1.000 0.9726
0.618 0.9683
HIGH 0.9613
0.618 0.9570
0.500 0.9557
0.382 0.9543
LOW 0.9500
0.618 0.9430
1.000 0.9387
1.618 0.9317
2.618 0.9204
4.250 0.9020
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9557 0.9581
PP 0.9544 0.9560
S1 0.9532 0.9540

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

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