CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9619 0.9553 -0.0066 -0.7% 0.9634
High 0.9621 0.9553 -0.0068 -0.7% 0.9663
Low 0.9617 0.9527 -0.0090 -0.9% 0.9613
Close 0.9621 0.9529 -0.0092 -1.0% 0.9621
Range 0.0004 0.0026 0.0022 550.0% 0.0050
ATR 0.0023 0.0028 0.0005 22.3% 0.0000
Volume 3 8 5 166.7% 37
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9614 0.9598 0.9543
R3 0.9588 0.9572 0.9536
R2 0.9562 0.9562 0.9534
R1 0.9546 0.9546 0.9531 0.9541
PP 0.9536 0.9536 0.9536 0.9534
S1 0.9520 0.9520 0.9527 0.9515
S2 0.9510 0.9510 0.9524
S3 0.9484 0.9494 0.9522
S4 0.9458 0.9468 0.9515
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 0.9527 0.0136 1.4% 0.0011 0.1% 1% False True 5
10 0.9760 0.9527 0.0233 2.4% 0.0014 0.1% 1% False True 9
20 0.9836 0.9527 0.0309 3.2% 0.0010 0.1% 1% False True 21
40 0.9896 0.9527 0.0369 3.9% 0.0006 0.1% 1% False True 17
60 0.9921 0.9527 0.0394 4.1% 0.0008 0.1% 1% False True 14
80 0.9921 0.9527 0.0394 4.1% 0.0007 0.1% 1% False True 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9664
2.618 0.9621
1.618 0.9595
1.000 0.9579
0.618 0.9569
HIGH 0.9553
0.618 0.9543
0.500 0.9540
0.382 0.9537
LOW 0.9527
0.618 0.9511
1.000 0.9501
1.618 0.9485
2.618 0.9459
4.250 0.9417
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9540 0.9595
PP 0.9536 0.9573
S1 0.9533 0.9551

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

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