CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9504 0.9519 0.0015 0.2% 0.9607
High 0.9560 0.9531 -0.0029 -0.3% 0.9613
Low 0.9468 0.9433 -0.0035 -0.4% 0.9468
Close 0.9525 0.9452 -0.0073 -0.8% 0.9525
Range 0.0092 0.0098 0.0006 6.5% 0.0145
ATR 0.0048 0.0052 0.0004 7.4% 0.0000
Volume 13,661 54,861 41,200 301.6% 40,580
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9766 0.9707 0.9506
R3 0.9668 0.9609 0.9479
R2 0.9570 0.9570 0.9470
R1 0.9511 0.9511 0.9461 0.9492
PP 0.9472 0.9472 0.9472 0.9462
S1 0.9413 0.9413 0.9443 0.9394
S2 0.9374 0.9374 0.9434
S3 0.9276 0.9315 0.9425
S4 0.9178 0.9217 0.9398
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9970 0.9893 0.9605
R3 0.9825 0.9748 0.9565
R2 0.9680 0.9680 0.9552
R1 0.9603 0.9603 0.9538 0.9569
PP 0.9535 0.9535 0.9535 0.9519
S1 0.9458 0.9458 0.9512 0.9424
S2 0.9390 0.9390 0.9498
S3 0.9245 0.9313 0.9485
S4 0.9100 0.9168 0.9445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9613 0.9433 0.0180 1.9% 0.0082 0.9% 11% False True 19,088
10 0.9662 0.9433 0.0229 2.4% 0.0058 0.6% 8% False True 10,210
20 0.9806 0.9433 0.0373 3.9% 0.0048 0.5% 5% False True 5,475
40 0.9900 0.9433 0.0467 4.9% 0.0041 0.4% 4% False True 2,864
60 0.9902 0.9433 0.0469 5.0% 0.0035 0.4% 4% False True 1,947
80 0.9930 0.9433 0.0497 5.3% 0.0033 0.4% 4% False True 1,465
100 0.9930 0.9433 0.0497 5.3% 0.0030 0.3% 4% False True 1,173
120 0.9930 0.9433 0.0497 5.3% 0.0028 0.3% 4% False True 978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9948
2.618 0.9788
1.618 0.9690
1.000 0.9629
0.618 0.9592
HIGH 0.9531
0.618 0.9494
0.500 0.9482
0.382 0.9470
LOW 0.9433
0.618 0.9372
1.000 0.9335
1.618 0.9274
2.618 0.9176
4.250 0.9017
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9482 0.9497
PP 0.9472 0.9482
S1 0.9462 0.9467

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

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