CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9360 0.9350 -0.0010 -0.1% 0.9505
High 0.9370 0.9350 -0.0020 -0.2% 0.9505
Low 0.9359 0.9331 -0.0028 -0.3% 0.9331
Close 0.9359 0.9336 -0.0023 -0.2% 0.9336
Range 0.0011 0.0019 0.0008 72.7% 0.0174
ATR 0.0033 0.0032 0.0000 -1.1% 0.0000
Volume 225 13 -212 -94.2% 277
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9396 0.9385 0.9346
R3 0.9377 0.9366 0.9341
R2 0.9358 0.9358 0.9339
R1 0.9347 0.9347 0.9338 0.9343
PP 0.9339 0.9339 0.9339 0.9337
S1 0.9328 0.9328 0.9334 0.9324
S2 0.9320 0.9320 0.9333
S3 0.9301 0.9309 0.9331
S4 0.9282 0.9290 0.9326
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9913 0.9798 0.9432
R3 0.9739 0.9624 0.9384
R2 0.9565 0.9565 0.9368
R1 0.9450 0.9450 0.9352 0.9421
PP 0.9391 0.9391 0.9391 0.9376
S1 0.9276 0.9276 0.9320 0.9247
S2 0.9217 0.9217 0.9304
S3 0.9043 0.9102 0.9288
S4 0.8869 0.8928 0.9240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9505 0.9331 0.0174 1.9% 0.0026 0.3% 3% False True 55
10 0.9621 0.9331 0.0290 3.1% 0.0021 0.2% 2% False True 30
20 0.9790 0.9331 0.0459 4.9% 0.0017 0.2% 1% False True 20
40 0.9887 0.9331 0.0556 6.0% 0.0011 0.1% 1% False True 19
60 0.9921 0.9331 0.0590 6.3% 0.0010 0.1% 1% False True 18
80 0.9921 0.9331 0.0590 6.3% 0.0009 0.1% 1% False True 15
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9431
2.618 0.9400
1.618 0.9381
1.000 0.9369
0.618 0.9362
HIGH 0.9350
0.618 0.9343
0.500 0.9341
0.382 0.9338
LOW 0.9331
0.618 0.9319
1.000 0.9312
1.618 0.9300
2.618 0.9281
4.250 0.9250
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.9341 0.9372
PP 0.9339 0.9360
S1 0.9338 0.9348

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

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