CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9539 0.9534 -0.0005 -0.1% 0.9553
High 0.9548 0.9534 -0.0014 -0.1% 0.9555
Low 0.9518 0.9534 0.0016 0.2% 0.9518
Close 0.9518 0.9534 0.0016 0.2% 0.9534
Range 0.0030 0.0000 -0.0030 -100.0% 0.0037
ATR 0.0028 0.0028 -0.0001 -3.1% 0.0000
Volume 5 8 3 60.0% 25
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9534 0.9534 0.9534
R3 0.9534 0.9534 0.9534
R2 0.9534 0.9534 0.9534
R1 0.9534 0.9534 0.9534 0.9534
PP 0.9534 0.9534 0.9534 0.9534
S1 0.9534 0.9534 0.9534 0.9534
S2 0.9534 0.9534 0.9534
S3 0.9534 0.9534 0.9534
S4 0.9534 0.9534 0.9534
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9647 0.9627 0.9554
R3 0.9610 0.9590 0.9544
R2 0.9573 0.9573 0.9541
R1 0.9553 0.9553 0.9537 0.9545
PP 0.9536 0.9536 0.9536 0.9531
S1 0.9516 0.9516 0.9531 0.9508
S2 0.9499 0.9499 0.9527
S3 0.9462 0.9479 0.9524
S4 0.9425 0.9442 0.9514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9621 0.9518 0.0103 1.1% 0.0016 0.2% 16% False False 5
10 0.9663 0.9518 0.0145 1.5% 0.0013 0.1% 11% False False 7
20 0.9819 0.9518 0.0301 3.2% 0.0012 0.1% 5% False False 18
40 0.9892 0.9518 0.0374 3.9% 0.0008 0.1% 4% False False 13
60 0.9921 0.9518 0.0403 4.2% 0.0008 0.1% 4% False False 14
80 0.9921 0.9518 0.0403 4.2% 0.0008 0.1% 4% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9534
2.618 0.9534
1.618 0.9534
1.000 0.9534
0.618 0.9534
HIGH 0.9534
0.618 0.9534
0.500 0.9534
0.382 0.9534
LOW 0.9534
0.618 0.9534
1.000 0.9534
1.618 0.9534
2.618 0.9534
4.250 0.9534
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9534 0.9537
PP 0.9534 0.9536
S1 0.9534 0.9535

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

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