CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 31-Jul-2014
Day Change Summary
Previous Current
30-Jul-2014 31-Jul-2014 Change Change % Previous Week
Open 0.9784 0.9741 -0.0043 -0.4% 0.9886
High 0.9784 0.9741 -0.0043 -0.4% 0.9886
Low 0.9740 0.9741 0.0001 0.0% 0.9840
Close 0.9740 0.9741 0.0001 0.0% 0.9843
Range 0.0044 0.0000 -0.0044 -100.0% 0.0046
ATR 0.0022 0.0021 -0.0002 -6.8% 0.0000
Volume 1 5 4 400.0% 14
Daily Pivots for day following 31-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9741 0.9741 0.9741
R3 0.9741 0.9741 0.9741
R2 0.9741 0.9741 0.9741
R1 0.9741 0.9741 0.9741 0.9741
PP 0.9741 0.9741 0.9741 0.9741
S1 0.9741 0.9741 0.9741 0.9741
S2 0.9741 0.9741 0.9741
S3 0.9741 0.9741 0.9741
S4 0.9741 0.9741 0.9741
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9994 0.9965 0.9868
R3 0.9948 0.9919 0.9856
R2 0.9902 0.9902 0.9851
R1 0.9873 0.9873 0.9847 0.9865
PP 0.9856 0.9856 0.9856 0.9852
S1 0.9827 0.9827 0.9839 0.9819
S2 0.9810 0.9810 0.9835
S3 0.9764 0.9781 0.9830
S4 0.9718 0.9735 0.9818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9843 0.9740 0.0103 1.1% 0.0009 0.1% 1% False False 1
10 0.9887 0.9740 0.0147 1.5% 0.0005 0.0% 1% False False 3
20 0.9896 0.9740 0.0156 1.6% 0.0004 0.0% 1% False False 17
40 0.9921 0.9740 0.0181 1.9% 0.0007 0.1% 1% False False 11
60 0.9921 0.9740 0.0181 1.9% 0.0006 0.1% 1% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9741
2.618 0.9741
1.618 0.9741
1.000 0.9741
0.618 0.9741
HIGH 0.9741
0.618 0.9741
0.500 0.9741
0.382 0.9741
LOW 0.9741
0.618 0.9741
1.000 0.9741
1.618 0.9741
2.618 0.9741
4.250 0.9741
Fisher Pivots for day following 31-Jul-2014
Pivot 1 day 3 day
R1 0.9741 0.9776
PP 0.9741 0.9764
S1 0.9741 0.9753

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

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