CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 17-Sep-2014
Day Change Summary
Previous Current
16-Sep-2014 17-Sep-2014 Change Change % Previous Week
Open 0.9355 0.9331 -0.0024 -0.3% 0.9505
High 0.9371 0.9331 -0.0040 -0.4% 0.9505
Low 0.9338 0.9253 -0.0085 -0.9% 0.9331
Close 0.9350 0.9278 -0.0072 -0.8% 0.9336
Range 0.0033 0.0078 0.0045 136.4% 0.0174
ATR 0.0032 0.0037 0.0005 14.2% 0.0000
Volume 4 150 146 3,650.0% 277
Daily Pivots for day following 17-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9521 0.9478 0.9321
R3 0.9443 0.9400 0.9299
R2 0.9365 0.9365 0.9292
R1 0.9322 0.9322 0.9285 0.9305
PP 0.9287 0.9287 0.9287 0.9279
S1 0.9244 0.9244 0.9271 0.9227
S2 0.9209 0.9209 0.9264
S3 0.9131 0.9166 0.9257
S4 0.9053 0.9088 0.9235
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 0.9371 0.9253 0.0118 1.3% 0.0034 0.4% 21% False True 87
10 0.9548 0.9253 0.0295 3.2% 0.0030 0.3% 8% False True 48
20 0.9692 0.9253 0.0439 4.7% 0.0022 0.2% 6% False True 28
40 0.9867 0.9253 0.0614 6.6% 0.0014 0.2% 4% False True 23
60 0.9921 0.9253 0.0668 7.2% 0.0012 0.1% 4% False True 21
80 0.9921 0.9253 0.0668 7.2% 0.0011 0.1% 4% False True 17
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 0.0003
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 0.9663
2.618 0.9535
1.618 0.9457
1.000 0.9409
0.618 0.9379
HIGH 0.9331
0.618 0.9301
0.500 0.9292
0.382 0.9283
LOW 0.9253
0.618 0.9205
1.000 0.9175
1.618 0.9127
2.618 0.9049
4.250 0.8922
Fisher Pivots for day following 17-Sep-2014
Pivot 1 day 3 day
R1 0.9292 0.9312
PP 0.9287 0.9301
S1 0.9283 0.9289

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

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