CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 15-May-2014
Day Change Summary
Previous Current
14-May-2014 15-May-2014 Change Change % Previous Week
Open 0.9840 0.9873 0.0033 0.3% 0.9816
High 0.9849 0.9873 0.0024 0.2% 0.9877
Low 0.9840 0.9873 0.0033 0.3% 0.9816
Close 0.9849 0.9873 0.0024 0.2% 0.9847
Range 0.0009 0.0000 -0.0009 -100.0% 0.0061
ATR
Volume 11 1 -10 -90.9% 55
Daily Pivots for day following 15-May-2014
Classic Woodie Camarilla DeMark
R4 0.9873 0.9873 0.9873
R3 0.9873 0.9873 0.9873
R2 0.9873 0.9873 0.9873
R1 0.9873 0.9873 0.9873 0.9873
PP 0.9873 0.9873 0.9873 0.9873
S1 0.9873 0.9873 0.9873 0.9873
S2 0.9873 0.9873 0.9873
S3 0.9873 0.9873 0.9873
S4 0.9873 0.9873 0.9873
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 1.0030 0.9999 0.9881
R3 0.9969 0.9938 0.9864
R2 0.9908 0.9908 0.9858
R1 0.9877 0.9877 0.9853 0.9893
PP 0.9847 0.9847 0.9847 0.9854
S1 0.9816 0.9816 0.9841 0.9832
S2 0.9786 0.9786 0.9836
S3 0.9725 0.9755 0.9830
S4 0.9664 0.9694 0.9813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9873 0.9798 0.0075 0.8% 0.0002 0.0% 100% True False 9
10 0.9877 0.9798 0.0079 0.8% 0.0001 0.0% 95% False False 9
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 0.9873
2.618 0.9873
1.618 0.9873
1.000 0.9873
0.618 0.9873
HIGH 0.9873
0.618 0.9873
0.500 0.9873
0.382 0.9873
LOW 0.9873
0.618 0.9873
1.000 0.9873
1.618 0.9873
2.618 0.9873
4.250 0.9873
Fisher Pivots for day following 15-May-2014
Pivot 1 day 3 day
R1 0.9873 0.9861
PP 0.9873 0.9848
S1 0.9873 0.9836

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

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