CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 0.9655 0.9619 -0.0036 -0.4% 0.9634
High 0.9663 0.9621 -0.0042 -0.4% 0.9663
Low 0.9649 0.9617 -0.0032 -0.3% 0.9613
Close 0.9663 0.9621 -0.0042 -0.4% 0.9621
Range 0.0014 0.0004 -0.0010 -71.4% 0.0050
ATR 0.0021 0.0023 0.0002 8.5% 0.0000
Volume 1 3 2 200.0% 37
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9632 0.9630 0.9623
R3 0.9628 0.9626 0.9622
R2 0.9624 0.9624 0.9622
R1 0.9622 0.9622 0.9621 0.9623
PP 0.9620 0.9620 0.9620 0.9620
S1 0.9618 0.9618 0.9621 0.9619
S2 0.9616 0.9616 0.9620
S3 0.9612 0.9614 0.9620
S4 0.9608 0.9610 0.9619
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9782 0.9752 0.9649
R3 0.9732 0.9702 0.9635
R2 0.9682 0.9682 0.9630
R1 0.9652 0.9652 0.9626 0.9642
PP 0.9632 0.9632 0.9632 0.9628
S1 0.9602 0.9602 0.9616 0.9592
S2 0.9582 0.9582 0.9612
S3 0.9532 0.9552 0.9607
S4 0.9482 0.9502 0.9594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9663 0.9613 0.0050 0.5% 0.0006 0.1% 16% False False 7
10 0.9765 0.9613 0.0152 1.6% 0.0011 0.1% 5% False False 10
20 0.9836 0.9613 0.0223 2.3% 0.0009 0.1% 4% False False 21
40 0.9896 0.9613 0.0283 2.9% 0.0006 0.1% 3% False False 18
60 0.9921 0.9613 0.0308 3.2% 0.0008 0.1% 3% False False 14
80 0.9921 0.9613 0.0308 3.2% 0.0007 0.1% 3% 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9638
2.618 0.9631
1.618 0.9627
1.000 0.9625
0.618 0.9623
HIGH 0.9621
0.618 0.9619
0.500 0.9619
0.382 0.9619
LOW 0.9617
0.618 0.9615
1.000 0.9613
1.618 0.9611
2.618 0.9607
4.250 0.9600
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 0.9620 0.9640
PP 0.9620 0.9634
S1 0.9619 0.9627

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

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