CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 0.9790 0.9788 -0.0002 0.0% 0.9771
High 0.9803 0.9788 -0.0015 -0.2% 0.9836
Low 0.9790 0.9778 -0.0012 -0.1% 0.9769
Close 0.9803 0.9778 -0.0025 -0.3% 0.9819
Range 0.0013 0.0010 -0.0003 -23.1% 0.0067
ATR 0.0018 0.0019 0.0000 2.5% 0.0000
Volume 69 5 -64 -92.8% 153
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9811 0.9805 0.9784
R3 0.9801 0.9795 0.9781
R2 0.9791 0.9791 0.9780
R1 0.9785 0.9785 0.9779 0.9783
PP 0.9781 0.9781 0.9781 0.9781
S1 0.9775 0.9775 0.9777 0.9773
S2 0.9771 0.9771 0.9776
S3 0.9761 0.9765 0.9775
S4 0.9751 0.9755 0.9773
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0009 0.9981 0.9856
R3 0.9942 0.9914 0.9837
R2 0.9875 0.9875 0.9831
R1 0.9847 0.9847 0.9825 0.9861
PP 0.9808 0.9808 0.9808 0.9815
S1 0.9780 0.9780 0.9813 0.9794
S2 0.9741 0.9741 0.9807
S3 0.9674 0.9713 0.9801
S4 0.9607 0.9646 0.9782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9819 0.9778 0.0041 0.4% 0.0005 0.0% 0% False True 56
10 0.9836 0.9741 0.0095 1.0% 0.0004 0.0% 39% False False 30
20 0.9892 0.9740 0.0152 1.6% 0.0004 0.0% 25% False False 17
40 0.9921 0.9740 0.0181 1.9% 0.0006 0.1% 21% False False 17
60 0.9921 0.9740 0.0181 1.9% 0.0006 0.1% 21% False False 12
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9831
2.618 0.9814
1.618 0.9804
1.000 0.9798
0.618 0.9794
HIGH 0.9788
0.618 0.9784
0.500 0.9783
0.382 0.9782
LOW 0.9778
0.618 0.9772
1.000 0.9768
1.618 0.9762
2.618 0.9752
4.250 0.9736
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 0.9783 0.9792
PP 0.9781 0.9787
S1 0.9780 0.9783

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

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