CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 0.9553 0.9550 -0.0003 0.0% 0.9634
High 0.9553 0.9555 0.0002 0.0% 0.9663
Low 0.9527 0.9535 0.0008 0.1% 0.9613
Close 0.9529 0.9555 0.0026 0.3% 0.9621
Range 0.0026 0.0020 -0.0006 -23.1% 0.0050
ATR 0.0028 0.0028 0.0000 -0.5% 0.0000
Volume 8 4 -4 -50.0% 37
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9608 0.9602 0.9566
R3 0.9588 0.9582 0.9561
R2 0.9568 0.9568 0.9559
R1 0.9562 0.9562 0.9557 0.9565
PP 0.9548 0.9548 0.9548 0.9550
S1 0.9542 0.9542 0.9553 0.9545
S2 0.9528 0.9528 0.9551
S3 0.9508 0.9522 0.9550
S4 0.9488 0.9502 0.9544
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% 0.0013 0.1% 21% False False 3
10 0.9692 0.9527 0.0165 1.7% 0.0013 0.1% 17% False False 7
20 0.9836 0.9527 0.0309 3.2% 0.0011 0.1% 9% False False 21
40 0.9896 0.9527 0.0369 3.9% 0.0007 0.1% 8% False False 15
60 0.9921 0.9527 0.0394 4.1% 0.0008 0.1% 7% False False 14
80 0.9921 0.9527 0.0394 4.1% 0.0007 0.1% 7% False False 11
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9640
2.618 0.9607
1.618 0.9587
1.000 0.9575
0.618 0.9567
HIGH 0.9555
0.618 0.9547
0.500 0.9545
0.382 0.9543
LOW 0.9535
0.618 0.9523
1.000 0.9515
1.618 0.9503
2.618 0.9483
4.250 0.9450
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 0.9552 0.9574
PP 0.9548 0.9568
S1 0.9545 0.9561

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

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