CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 0.9246 0.9207 -0.0039 -0.4% 0.9336
High 0.9246 0.9222 -0.0024 -0.3% 0.9371
Low 0.9206 0.9178 -0.0028 -0.3% 0.9178
Close 0.9214 0.9199 -0.0015 -0.2% 0.9199
Range 0.0040 0.0044 0.0004 10.0% 0.0193
ATR 0.0040 0.0040 0.0000 0.8% 0.0000
Volume 543 531 -12 -2.2% 1,272
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9332 0.9309 0.9223
R3 0.9288 0.9265 0.9211
R2 0.9244 0.9244 0.9207
R1 0.9221 0.9221 0.9203 0.9211
PP 0.9200 0.9200 0.9200 0.9194
S1 0.9177 0.9177 0.9195 0.9167
S2 0.9156 0.9156 0.9191
S3 0.9112 0.9133 0.9187
S4 0.9068 0.9089 0.9175
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9828 0.9707 0.9305
R3 0.9635 0.9514 0.9252
R2 0.9442 0.9442 0.9234
R1 0.9321 0.9321 0.9217 0.9285
PP 0.9249 0.9249 0.9249 0.9232
S1 0.9128 0.9128 0.9181 0.9092
S2 0.9056 0.9056 0.9164
S3 0.8863 0.8935 0.9146
S4 0.8670 0.8742 0.9093
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9371 0.9178 0.0193 2.1% 0.0045 0.5% 11% False True 254
10 0.9505 0.9178 0.0327 3.6% 0.0036 0.4% 6% False True 154
20 0.9663 0.9178 0.0485 5.3% 0.0024 0.3% 4% False True 81
40 0.9843 0.9178 0.0665 7.2% 0.0016 0.2% 3% False True 50
60 0.9896 0.9178 0.0718 7.8% 0.0012 0.1% 3% False True 39
80 0.9921 0.9178 0.0743 8.1% 0.0012 0.1% 3% False True 30
100 0.9921 0.9178 0.0743 8.1% 0.0010 0.1% 3% False True 25
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9409
2.618 0.9337
1.618 0.9293
1.000 0.9266
0.618 0.9249
HIGH 0.9222
0.618 0.9205
0.500 0.9200
0.382 0.9195
LOW 0.9178
0.618 0.9151
1.000 0.9134
1.618 0.9107
2.618 0.9063
4.250 0.8991
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 0.9200 0.9255
PP 0.9200 0.9236
S1 0.9199 0.9218

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

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