CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 07-Jul-2014
Day Change Summary
Previous Current
03-Jul-2014 07-Jul-2014 Change Change % Previous Week
Open 0.9820 0.9838 0.0018 0.2% 0.9896
High 0.9820 0.9838 0.0018 0.2% 0.9896
Low 0.9792 0.9838 0.0046 0.5% 0.9792
Close 0.9804 0.9838 0.0034 0.3% 0.9804
Range 0.0028 0.0000 -0.0028 -100.0% 0.0104
ATR 0.0028 0.0028 0.0000 1.6% 0.0000
Volume 14 81 67 478.6% 20
Daily Pivots for day following 07-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9838 0.9838 0.9838
R3 0.9838 0.9838 0.9838
R2 0.9838 0.9838 0.9838
R1 0.9838 0.9838 0.9838 0.9838
PP 0.9838 0.9838 0.9838 0.9838
S1 0.9838 0.9838 0.9838 0.9838
S2 0.9838 0.9838 0.9838
S3 0.9838 0.9838 0.9838
S4 0.9838 0.9838 0.9838
Weekly Pivots for week ending 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0143 1.0077 0.9861
R3 1.0039 0.9973 0.9833
R2 0.9935 0.9935 0.9823
R1 0.9869 0.9869 0.9814 0.9850
PP 0.9831 0.9831 0.9831 0.9821
S1 0.9765 0.9765 0.9794 0.9746
S2 0.9727 0.9727 0.9785
S3 0.9623 0.9661 0.9775
S4 0.9519 0.9557 0.9747
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% 44% False False 20
10 0.9921 0.9792 0.0129 1.3% 0.0015 0.1% 36% False False 14
20 0.9921 0.9770 0.0151 1.5% 0.0010 0.1% 45% False False 9
40 0.9921 0.9758 0.0163 1.7% 0.0007 0.1% 49% False False 6
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9838
2.618 0.9838
1.618 0.9838
1.000 0.9838
0.618 0.9838
HIGH 0.9838
0.618 0.9838
0.500 0.9838
0.382 0.9838
LOW 0.9838
0.618 0.9838
1.000 0.9838
1.618 0.9838
2.618 0.9838
4.250 0.9838
Fisher Pivots for day following 07-Jul-2014
Pivot 1 day 3 day
R1 0.9838 0.9835
PP 0.9838 0.9832
S1 0.9838 0.9829

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

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