CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9692 0.9653 -0.0039 -0.4% 0.9805
High 0.9692 0.9653 -0.0039 -0.4% 0.9805
Low 0.9659 0.9653 -0.0006 -0.1% 0.9760
Close 0.9659 0.9653 -0.0006 -0.1% 0.9790
Range 0.0033 0.0000 -0.0033 -100.0% 0.0045
ATR 0.0024 0.0023 -0.0001 -5.3% 0.0000
Volume 13 4 -9 -69.2% 167
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9653 0.9653 0.9653
R3 0.9653 0.9653 0.9653
R2 0.9653 0.9653 0.9653
R1 0.9653 0.9653 0.9653 0.9653
PP 0.9653 0.9653 0.9653 0.9653
S1 0.9653 0.9653 0.9653 0.9653
S2 0.9653 0.9653 0.9653
S3 0.9653 0.9653 0.9653
S4 0.9653 0.9653 0.9653
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9920 0.9900 0.9815
R3 0.9875 0.9855 0.9802
R2 0.9830 0.9830 0.9798
R1 0.9810 0.9810 0.9794 0.9798
PP 0.9785 0.9785 0.9785 0.9779
S1 0.9765 0.9765 0.9786 0.9753
S2 0.9740 0.9740 0.9782
S3 0.9695 0.9720 0.9778
S4 0.9650 0.9675 0.9765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9790 0.9653 0.0137 1.4% 0.0018 0.2% 0% False True 13
10 0.9819 0.9653 0.0166 1.7% 0.0011 0.1% 0% False True 29
20 0.9843 0.9653 0.0190 2.0% 0.0009 0.1% 0% False True 19
40 0.9896 0.9653 0.0243 2.5% 0.0006 0.1% 0% False True 19
60 0.9921 0.9653 0.0268 2.8% 0.0007 0.1% 0% False True 14
80 0.9921 0.9653 0.0268 2.8% 0.0006 0.1% 0% False True 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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9653
2.618 0.9653
1.618 0.9653
1.000 0.9653
0.618 0.9653
HIGH 0.9653
0.618 0.9653
0.500 0.9653
0.382 0.9653
LOW 0.9653
0.618 0.9653
1.000 0.9653
1.618 0.9653
2.618 0.9653
4.250 0.9653
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9653 0.9707
PP 0.9653 0.9689
S1 0.9653 0.9671

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

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