CME Japanese Yen Future December 2014


Trading Metrics calculated at close of trading on 28-Nov-2014
Day Change Summary
Previous Current
26-Nov-2014 28-Nov-2014 Change Change % Previous Week
Open 0.8481 0.8524 0.0043 0.5% 0.8483
High 0.8516 0.8531 0.0015 0.2% 0.8531
Low 0.8480 0.8420 -0.0060 -0.7% 0.8420
Close 0.8496 0.8424 -0.0072 -0.8% 0.8424
Range 0.0036 0.0111 0.0075 208.3% 0.0111
ATR 0.0081 0.0083 0.0002 2.6% 0.0000
Volume 115,548 164,540 48,992 42.4% 529,729
Daily Pivots for day following 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8791 0.8719 0.8485
R3 0.8680 0.8608 0.8455
R2 0.8569 0.8569 0.8444
R1 0.8497 0.8497 0.8434 0.8478
PP 0.8458 0.8458 0.8458 0.8449
S1 0.8386 0.8386 0.8414 0.8367
S2 0.8347 0.8347 0.8404
S3 0.8236 0.8275 0.8393
S4 0.8125 0.8164 0.8363
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8791 0.8719 0.8485
R3 0.8680 0.8608 0.8455
R2 0.8569 0.8569 0.8444
R1 0.8497 0.8497 0.8434 0.8478
PP 0.8458 0.8458 0.8458 0.8449
S1 0.8386 0.8386 0.8414 0.8367
S2 0.8347 0.8347 0.8404
S3 0.8236 0.8275 0.8393
S4 0.8125 0.8164 0.8363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8531 0.8420 0.0111 1.3% 0.0071 0.8% 4% True True 150,707
10 0.8663 0.8406 0.0257 3.1% 0.0078 0.9% 7% False False 180,385
20 0.9162 0.8406 0.0756 9.0% 0.0094 1.1% 2% False False 209,722
40 0.9510 0.8406 0.1104 13.1% 0.0087 1.0% 2% False False 199,351
60 0.9560 0.8406 0.1154 13.7% 0.0081 1.0% 2% False False 180,077
80 0.9860 0.8406 0.1454 17.3% 0.0071 0.8% 1% False False 135,585
100 0.9902 0.8406 0.1496 17.8% 0.0063 0.8% 1% False False 108,509
120 0.9902 0.8406 0.1496 17.8% 0.0057 0.7% 1% False False 90,441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9003
2.618 0.8822
1.618 0.8711
1.000 0.8642
0.618 0.8600
HIGH 0.8531
0.618 0.8489
0.500 0.8476
0.382 0.8462
LOW 0.8420
0.618 0.8351
1.000 0.8309
1.618 0.8240
2.618 0.8129
4.250 0.7948
Fisher Pivots for day following 28-Nov-2014
Pivot 1 day 3 day
R1 0.8476 0.8476
PP 0.8458 0.8458
S1 0.8441 0.8441

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

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