CME Japanese Yen Future December 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 0.8402 0.8466 0.0064 0.8% 0.8574
High 0.8402 0.8467 0.0065 0.8% 0.8598
Low 0.8343 0.8454 0.0111 1.3% 0.8437
Close 0.8359 0.8455 0.0096 1.1% 0.8437
Range 0.0059 0.0013 -0.0046 -78.0% 0.0161
ATR
Volume 2 5 3 150.0% 83
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8498 0.8489 0.8462
R3 0.8485 0.8476 0.8459
R2 0.8472 0.8472 0.8457
R1 0.8463 0.8463 0.8456 0.8461
PP 0.8459 0.8459 0.8459 0.8458
S1 0.8450 0.8450 0.8454 0.8448
S2 0.8446 0.8446 0.8453
S3 0.8433 0.8437 0.8451
S4 0.8420 0.8424 0.8448
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8974 0.8866 0.8526
R3 0.8813 0.8705 0.8481
R2 0.8652 0.8652 0.8467
R1 0.8544 0.8544 0.8452 0.8518
PP 0.8491 0.8491 0.8491 0.8477
S1 0.8383 0.8383 0.8422 0.8357
S2 0.8330 0.8330 0.8407
S3 0.8169 0.8222 0.8393
S4 0.8008 0.8061 0.8348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8489 0.8343 0.0146 1.7% 0.0027 0.3% 77% False False 11
10 0.8598 0.8343 0.0255 3.0% 0.0020 0.2% 44% False False 14
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8522
2.618 0.8501
1.618 0.8488
1.000 0.8480
0.618 0.8475
HIGH 0.8467
0.618 0.8462
0.500 0.8461
0.382 0.8459
LOW 0.8454
0.618 0.8446
1.000 0.8441
1.618 0.8433
2.618 0.8420
4.250 0.8399
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 0.8461 0.8438
PP 0.8459 0.8422
S1 0.8457 0.8405

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

View Archives - Comment on this page... - Back to Index of Symbols