CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 02-Dec-2014
Day Change Summary
Previous Current
01-Dec-2014 02-Dec-2014 Change Change % Previous Week
Open 0.8477 0.8418 -0.0059 -0.7% 0.8477
High 0.8487 0.8418 -0.0069 -0.8% 0.8526
Low 0.8477 0.8418 -0.0059 -0.7% 0.8454
Close 0.8487 0.8418 -0.0069 -0.8% 0.8454
Range 0.0010 0.0000 -0.0010 -100.0% 0.0072
ATR 0.0049 0.0050 0.0001 2.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 02-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8418 0.8418 0.8418
R3 0.8418 0.8418 0.8418
R2 0.8418 0.8418 0.8418
R1 0.8418 0.8418 0.8418 0.8418
PP 0.8418 0.8418 0.8418 0.8418
S1 0.8418 0.8418 0.8418 0.8418
S2 0.8418 0.8418 0.8418
S3 0.8418 0.8418 0.8418
S4 0.8418 0.8418 0.8418
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8694 0.8646 0.8494
R3 0.8622 0.8574 0.8474
R2 0.8550 0.8550 0.8467
R1 0.8502 0.8502 0.8461 0.8490
PP 0.8478 0.8478 0.8478 0.8472
S1 0.8430 0.8430 0.8447 0.8418
S2 0.8406 0.8406 0.8441
S3 0.8334 0.8358 0.8434
S4 0.8262 0.8286 0.8414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8526 0.8418 0.0108 1.3% 0.0002 0.0% 0% False True 1
10 0.8615 0.8418 0.0197 2.3% 0.0007 0.1% 0% False True 3
20 0.8842 0.8418 0.0424 5.0% 0.0020 0.2% 0% False True 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8418
2.618 0.8418
1.618 0.8418
1.000 0.8418
0.618 0.8418
HIGH 0.8418
0.618 0.8418
0.500 0.8418
0.382 0.8418
LOW 0.8418
0.618 0.8418
1.000 0.8418
1.618 0.8418
2.618 0.8418
4.250 0.8418
Fisher Pivots for day following 02-Dec-2014
Pivot 1 day 3 day
R1 0.8418 0.8453
PP 0.8418 0.8441
S1 0.8418 0.8430

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

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