CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 0.9550 0.9539 -0.0011 -0.1% 0.9634
High 0.9555 0.9548 -0.0007 -0.1% 0.9663
Low 0.9535 0.9518 -0.0017 -0.2% 0.9613
Close 0.9555 0.9518 -0.0037 -0.4% 0.9621
Range 0.0020 0.0030 0.0010 50.0% 0.0050
ATR 0.0028 0.0028 0.0001 2.4% 0.0000
Volume 4 5 1 25.0% 37
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9618 0.9598 0.9535
R3 0.9588 0.9568 0.9526
R2 0.9558 0.9558 0.9524
R1 0.9538 0.9538 0.9521 0.9533
PP 0.9528 0.9528 0.9528 0.9526
S1 0.9508 0.9508 0.9515 0.9503
S2 0.9498 0.9498 0.9513
S3 0.9468 0.9478 0.9510
S4 0.9438 0.9448 0.9502
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 0.9518 0.0145 1.5% 0.0019 0.2% 0% False True 4
10 0.9663 0.9518 0.0145 1.5% 0.0013 0.1% 0% False True 6
20 0.9819 0.9518 0.0301 3.2% 0.0012 0.1% 0% False True 21
40 0.9896 0.9518 0.0378 4.0% 0.0008 0.1% 0% False True 13
60 0.9921 0.9518 0.0403 4.2% 0.0008 0.1% 0% False True 14
80 0.9921 0.9518 0.0403 4.2% 0.0008 0.1% 0% 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 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9676
2.618 0.9627
1.618 0.9597
1.000 0.9578
0.618 0.9567
HIGH 0.9548
0.618 0.9537
0.500 0.9533
0.382 0.9529
LOW 0.9518
0.618 0.9499
1.000 0.9488
1.618 0.9469
2.618 0.9439
4.250 0.9391
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 0.9533 0.9537
PP 0.9528 0.9530
S1 0.9523 0.9524

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

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