CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9653 0.9660 0.0007 0.1% 0.9765
High 0.9653 0.9662 0.0009 0.1% 0.9765
Low 0.9653 0.9639 -0.0014 -0.1% 0.9639
Close 0.9653 0.9639 -0.0014 -0.1% 0.9639
Range 0.0000 0.0023 0.0023 0.0126
ATR 0.0023 0.0023 0.0000 0.2% 0.0000
Volume 4 10 6 150.0% 65
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9716 0.9700 0.9652
R3 0.9693 0.9677 0.9645
R2 0.9670 0.9670 0.9643
R1 0.9654 0.9654 0.9641 0.9651
PP 0.9647 0.9647 0.9647 0.9645
S1 0.9631 0.9631 0.9637 0.9628
S2 0.9624 0.9624 0.9635
S3 0.9601 0.9608 0.9633
S4 0.9578 0.9585 0.9626
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0059 0.9975 0.9708
R3 0.9933 0.9849 0.9674
R2 0.9807 0.9807 0.9662
R1 0.9723 0.9723 0.9651 0.9702
PP 0.9681 0.9681 0.9681 0.9671
S1 0.9597 0.9597 0.9627 0.9576
S2 0.9555 0.9555 0.9616
S3 0.9429 0.9471 0.9604
S4 0.9303 0.9345 0.9570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9765 0.9639 0.0126 1.3% 0.0016 0.2% 0% False True 13
10 0.9805 0.9639 0.0166 1.7% 0.0014 0.1% 0% False True 23
20 0.9836 0.9639 0.0197 2.0% 0.0010 0.1% 0% False True 19
40 0.9896 0.9639 0.0257 2.7% 0.0006 0.1% 0% False True 18
60 0.9921 0.9639 0.0282 2.9% 0.0008 0.1% 0% False True 14
80 0.9921 0.9639 0.0282 2.9% 0.0006 0.1% 0% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9760
2.618 0.9722
1.618 0.9699
1.000 0.9685
0.618 0.9676
HIGH 0.9662
0.618 0.9653
0.500 0.9651
0.382 0.9648
LOW 0.9639
0.618 0.9625
1.000 0.9616
1.618 0.9602
2.618 0.9579
4.250 0.9541
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9651 0.9666
PP 0.9647 0.9657
S1 0.9643 0.9648

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

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