CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 0.9336 0.9355 0.0019 0.2% 0.9505
High 0.9367 0.9371 0.0004 0.0% 0.9505
Low 0.9336 0.9338 0.0002 0.0% 0.9331
Close 0.9347 0.9350 0.0003 0.0% 0.9336
Range 0.0031 0.0033 0.0002 6.5% 0.0174
ATR 0.0032 0.0032 0.0000 0.1% 0.0000
Volume 44 4 -40 -90.9% 277
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9452 0.9434 0.9368
R3 0.9419 0.9401 0.9359
R2 0.9386 0.9386 0.9356
R1 0.9368 0.9368 0.9353 0.9361
PP 0.9353 0.9353 0.9353 0.9349
S1 0.9335 0.9335 0.9347 0.9328
S2 0.9320 0.9320 0.9344
S3 0.9287 0.9302 0.9341
S4 0.9254 0.9269 0.9332
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 0.9412 0.9331 0.0081 0.9% 0.0025 0.3% 23% False False 59
10 0.9555 0.9331 0.0224 2.4% 0.0025 0.3% 8% False False 34
20 0.9760 0.9331 0.0429 4.6% 0.0019 0.2% 4% False False 21
40 0.9878 0.9331 0.0547 5.9% 0.0012 0.1% 3% False False 19
60 0.9921 0.9331 0.0590 6.3% 0.0011 0.1% 3% False False 19
80 0.9921 0.9331 0.0590 6.3% 0.0010 0.1% 3% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9511
2.618 0.9457
1.618 0.9424
1.000 0.9404
0.618 0.9391
HIGH 0.9371
0.618 0.9358
0.500 0.9355
0.382 0.9351
LOW 0.9338
0.618 0.9318
1.000 0.9305
1.618 0.9285
2.618 0.9252
4.250 0.9198
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 0.9355 0.9351
PP 0.9353 0.9351
S1 0.9352 0.9350

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

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