CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9426 0.9412 -0.0014 -0.1% 0.9553
High 0.9430 0.9412 -0.0018 -0.2% 0.9555
Low 0.9408 0.9380 -0.0028 -0.3% 0.9518
Close 0.9425 0.9382 -0.0043 -0.5% 0.9534
Range 0.0022 0.0032 0.0010 45.5% 0.0037
ATR 0.0033 0.0034 0.0001 2.7% 0.0000
Volume 18 13 -5 -27.8% 25
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9487 0.9467 0.9400
R3 0.9455 0.9435 0.9391
R2 0.9423 0.9423 0.9388
R1 0.9403 0.9403 0.9385 0.9397
PP 0.9391 0.9391 0.9391 0.9389
S1 0.9371 0.9371 0.9379 0.9365
S2 0.9359 0.9359 0.9376
S3 0.9327 0.9339 0.9373
S4 0.9295 0.9307 0.9364
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 0.9548 0.9380 0.0168 1.8% 0.0026 0.3% 1% False True 10
10 0.9663 0.9380 0.0283 3.0% 0.0020 0.2% 1% False True 6
20 0.9790 0.9380 0.0410 4.4% 0.0016 0.2% 0% False True 9
40 0.9892 0.9380 0.0512 5.5% 0.0010 0.1% 0% False True 13
60 0.9921 0.9380 0.0541 5.8% 0.0010 0.1% 0% False True 15
80 0.9921 0.9380 0.0541 5.8% 0.0009 0.1% 0% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9548
2.618 0.9496
1.618 0.9464
1.000 0.9444
0.618 0.9432
HIGH 0.9412
0.618 0.9400
0.500 0.9396
0.382 0.9392
LOW 0.9380
0.618 0.9360
1.000 0.9348
1.618 0.9328
2.618 0.9296
4.250 0.9244
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.9396 0.9443
PP 0.9391 0.9422
S1 0.9387 0.9402

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

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