CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 02-Jun-2014
Day Change Summary
Previous Current
30-May-2014 02-Jun-2014 Change Change % Previous Week
Open 0.9855 0.9807 -0.0048 -0.5% 0.9830
High 0.9855 0.9807 -0.0048 -0.5% 0.9860
Low 0.9855 0.9781 -0.0074 -0.8% 0.9830
Close 0.9855 0.9781 -0.0074 -0.8% 0.9855
Range 0.0000 0.0026 0.0026 0.0030
ATR 0.0020 0.0024 0.0004 19.2% 0.0000
Volume 3 3 0 0.0% 7
Daily Pivots for day following 02-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9868 0.9850 0.9795
R3 0.9842 0.9824 0.9788
R2 0.9816 0.9816 0.9786
R1 0.9798 0.9798 0.9783 0.9794
PP 0.9790 0.9790 0.9790 0.9788
S1 0.9772 0.9772 0.9779 0.9768
S2 0.9764 0.9764 0.9776
S3 0.9738 0.9746 0.9774
S4 0.9712 0.9720 0.9767
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 0.9938 0.9927 0.9872
R3 0.9908 0.9897 0.9863
R2 0.9878 0.9878 0.9861
R1 0.9867 0.9867 0.9858 0.9873
PP 0.9848 0.9848 0.9848 0.9851
S1 0.9837 0.9837 0.9852 0.9843
S2 0.9818 0.9818 0.9850
S3 0.9788 0.9807 0.9847
S4 0.9758 0.9777 0.9839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9860 0.9781 0.0079 0.8% 0.0010 0.1% 0% False True 2
10 0.9900 0.9781 0.0119 1.2% 0.0005 0.1% 0% False True 1
20 0.9900 0.9781 0.0119 1.2% 0.0003 0.0% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9918
2.618 0.9875
1.618 0.9849
1.000 0.9833
0.618 0.9823
HIGH 0.9807
0.618 0.9797
0.500 0.9794
0.382 0.9791
LOW 0.9781
0.618 0.9765
1.000 0.9755
1.618 0.9739
2.618 0.9713
4.250 0.9671
Fisher Pivots for day following 02-Jun-2014
Pivot 1 day 3 day
R1 0.9794 0.9821
PP 0.9790 0.9807
S1 0.9785 0.9794

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

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