CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 0.9865 0.9820 -0.0045 -0.5% 0.9833
High 0.9865 0.9820 -0.0045 -0.5% 0.9921
Low 0.9841 0.9792 -0.0049 -0.5% 0.9818
Close 0.9841 0.9804 -0.0037 -0.4% 0.9884
Range 0.0024 0.0028 0.0004 16.7% 0.0103
ATR 0.0026 0.0028 0.0002 6.3% 0.0000
Volume 2 14 12 600.0% 40
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9889 0.9875 0.9819
R3 0.9861 0.9847 0.9812
R2 0.9833 0.9833 0.9809
R1 0.9819 0.9819 0.9807 0.9812
PP 0.9805 0.9805 0.9805 0.9802
S1 0.9791 0.9791 0.9801 0.9784
S2 0.9777 0.9777 0.9799
S3 0.9749 0.9763 0.9796
S4 0.9721 0.9735 0.9789
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0183 1.0137 0.9941
R3 1.0080 1.0034 0.9912
R2 0.9977 0.9977 0.9903
R1 0.9931 0.9931 0.9893 0.9954
PP 0.9874 0.9874 0.9874 0.9886
S1 0.9828 0.9828 0.9875 0.9851
S2 0.9771 0.9771 0.9865
S3 0.9668 0.9725 0.9856
S4 0.9565 0.9622 0.9827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9896 0.9792 0.0104 1.1% 0.0010 0.1% 12% False True 4
10 0.9921 0.9792 0.0129 1.3% 0.0015 0.1% 9% False True 6
20 0.9921 0.9770 0.0151 1.5% 0.0011 0.1% 23% False False 5
40 0.9921 0.9758 0.0163 1.7% 0.0007 0.1% 28% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9939
2.618 0.9893
1.618 0.9865
1.000 0.9848
0.618 0.9837
HIGH 0.9820
0.618 0.9809
0.500 0.9806
0.382 0.9803
LOW 0.9792
0.618 0.9775
1.000 0.9764
1.618 0.9747
2.618 0.9719
4.250 0.9673
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 0.9806 0.9832
PP 0.9805 0.9823
S1 0.9805 0.9813

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

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