CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9534 0.9505 -0.0029 -0.3% 0.9553
High 0.9534 0.9505 -0.0029 -0.3% 0.9555
Low 0.9534 0.9458 -0.0076 -0.8% 0.9518
Close 0.9534 0.9463 -0.0071 -0.7% 0.9534
Range 0.0000 0.0047 0.0047 0.0037
ATR 0.0028 0.0031 0.0003 12.6% 0.0000
Volume 8 8 0 0.0% 25
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9616 0.9587 0.9489
R3 0.9569 0.9540 0.9476
R2 0.9522 0.9522 0.9472
R1 0.9493 0.9493 0.9467 0.9484
PP 0.9475 0.9475 0.9475 0.9471
S1 0.9446 0.9446 0.9459 0.9437
S2 0.9428 0.9428 0.9454
S3 0.9381 0.9399 0.9450
S4 0.9334 0.9352 0.9437
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 0.9555 0.9458 0.0097 1.0% 0.0025 0.3% 5% False True 6
10 0.9663 0.9458 0.0205 2.2% 0.0015 0.2% 2% False True 7
20 0.9805 0.9458 0.0347 3.7% 0.0014 0.2% 1% False True 15
40 0.9892 0.9458 0.0434 4.6% 0.0009 0.1% 1% False True 13
60 0.9921 0.9458 0.0463 4.9% 0.0009 0.1% 1% False True 14
80 0.9921 0.9458 0.0463 4.9% 0.0008 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 0.0002
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 0.9705
2.618 0.9628
1.618 0.9581
1.000 0.9552
0.618 0.9534
HIGH 0.9505
0.618 0.9487
0.500 0.9482
0.382 0.9476
LOW 0.9458
0.618 0.9429
1.000 0.9411
1.618 0.9382
2.618 0.9335
4.250 0.9258
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9482 0.9503
PP 0.9475 0.9490
S1 0.9469 0.9476

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

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