CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 10-Jun-2014
Day Change Summary
Previous Current
09-Jun-2014 10-Jun-2014 Change Change % Previous Week
Open 0.9770 0.9790 0.0020 0.2% 0.9807
High 0.9773 0.9790 0.0017 0.2% 0.9807
Low 0.9770 0.9788 0.0018 0.2% 0.9758
Close 0.9773 0.9790 0.0017 0.2% 0.9773
Range 0.0003 0.0002 -0.0001 -33.3% 0.0049
ATR 0.0021 0.0021 0.0000 -1.4% 0.0000
Volume 10 1 -9 -90.0% 35
Daily Pivots for day following 10-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9795 0.9795 0.9791
R3 0.9793 0.9793 0.9791
R2 0.9791 0.9791 0.9790
R1 0.9791 0.9791 0.9790 0.9791
PP 0.9789 0.9789 0.9789 0.9790
S1 0.9789 0.9789 0.9790 0.9789
S2 0.9787 0.9787 0.9790
S3 0.9785 0.9787 0.9789
S4 0.9783 0.9785 0.9789
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9926 0.9899 0.9800
R3 0.9877 0.9850 0.9786
R2 0.9828 0.9828 0.9782
R1 0.9801 0.9801 0.9777 0.9790
PP 0.9779 0.9779 0.9779 0.9774
S1 0.9752 0.9752 0.9769 0.9741
S2 0.9730 0.9730 0.9764
S3 0.9681 0.9703 0.9760
S4 0.9632 0.9654 0.9746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9793 0.9758 0.0035 0.4% 0.0005 0.1% 91% False False 8
10 0.9860 0.9758 0.0102 1.0% 0.0008 0.1% 31% False False 5
20 0.9900 0.9758 0.0142 1.5% 0.0005 0.0% 23% False False 4
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9799
2.618 0.9795
1.618 0.9793
1.000 0.9792
0.618 0.9791
HIGH 0.9790
0.618 0.9789
0.500 0.9789
0.382 0.9789
LOW 0.9788
0.618 0.9787
1.000 0.9786
1.618 0.9785
2.618 0.9783
4.250 0.9780
Fisher Pivots for day following 10-Jun-2014
Pivot 1 day 3 day
R1 0.9790 0.9787
PP 0.9789 0.9784
S1 0.9789 0.9782

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

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