CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 25-Aug-2014
Day Change Summary
Previous Current
22-Aug-2014 25-Aug-2014 Change Change % Previous Week
Open 0.9660 0.9634 -0.0026 -0.3% 0.9765
High 0.9662 0.9634 -0.0028 -0.3% 0.9765
Low 0.9639 0.9634 -0.0005 -0.1% 0.9639
Close 0.9639 0.9634 -0.0005 -0.1% 0.9639
Range 0.0023 0.0000 -0.0023 -100.0% 0.0126
ATR 0.0023 0.0021 -0.0001 -5.6% 0.0000
Volume 10 16 6 60.0% 65
Daily Pivots for day following 25-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9634 0.9634 0.9634
R3 0.9634 0.9634 0.9634
R2 0.9634 0.9634 0.9634
R1 0.9634 0.9634 0.9634 0.9634
PP 0.9634 0.9634 0.9634 0.9634
S1 0.9634 0.9634 0.9634 0.9634
S2 0.9634 0.9634 0.9634
S3 0.9634 0.9634 0.9634
S4 0.9634 0.9634 0.9634
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 0.9760 0.9634 0.0126 1.3% 0.0016 0.2% 0% False True 12
10 0.9803 0.9634 0.0169 1.8% 0.0014 0.1% 0% False True 17
20 0.9836 0.9634 0.0202 2.1% 0.0010 0.1% 0% False True 20
40 0.9896 0.9634 0.0262 2.7% 0.0006 0.1% 0% False True 18
60 0.9921 0.9634 0.0287 3.0% 0.0008 0.1% 0% False True 14
80 0.9921 0.9634 0.0287 3.0% 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9634
2.618 0.9634
1.618 0.9634
1.000 0.9634
0.618 0.9634
HIGH 0.9634
0.618 0.9634
0.500 0.9634
0.382 0.9634
LOW 0.9634
0.618 0.9634
1.000 0.9634
1.618 0.9634
2.618 0.9634
4.250 0.9634
Fisher Pivots for day following 25-Aug-2014
Pivot 1 day 3 day
R1 0.9634 0.9648
PP 0.9634 0.9643
S1 0.9634 0.9639

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

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