CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 23-Sep-2014
Day Change Summary
Previous Current
22-Sep-2014 23-Sep-2014 Change Change % Previous Week
Open 0.9219 0.9210 -0.0009 -0.1% 0.9336
High 0.9219 0.9244 0.0025 0.3% 0.9371
Low 0.9184 0.9195 0.0011 0.1% 0.9178
Close 0.9208 0.9199 -0.0009 -0.1% 0.9199
Range 0.0035 0.0049 0.0014 40.0% 0.0193
ATR 0.0040 0.0040 0.0001 1.7% 0.0000
Volume 47 50 3 6.4% 1,272
Daily Pivots for day following 23-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9360 0.9328 0.9226
R3 0.9311 0.9279 0.9212
R2 0.9262 0.9262 0.9208
R1 0.9230 0.9230 0.9203 0.9222
PP 0.9213 0.9213 0.9213 0.9208
S1 0.9181 0.9181 0.9195 0.9173
S2 0.9164 0.9164 0.9190
S3 0.9115 0.9132 0.9186
S4 0.9066 0.9083 0.9172
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 0.9331 0.9178 0.0153 1.7% 0.0049 0.5% 14% False False 264
10 0.9412 0.9178 0.0234 2.5% 0.0037 0.4% 9% False False 162
20 0.9663 0.9178 0.0485 5.3% 0.0027 0.3% 4% False False 84
40 0.9836 0.9178 0.0658 7.2% 0.0019 0.2% 3% False False 52
60 0.9896 0.9178 0.0718 7.8% 0.0013 0.1% 3% False False 40
80 0.9921 0.9178 0.0743 8.1% 0.0013 0.1% 3% False False 32
100 0.9921 0.9178 0.0743 8.1% 0.0010 0.1% 3% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9452
2.618 0.9372
1.618 0.9323
1.000 0.9293
0.618 0.9274
HIGH 0.9244
0.618 0.9225
0.500 0.9220
0.382 0.9214
LOW 0.9195
0.618 0.9165
1.000 0.9146
1.618 0.9116
2.618 0.9067
4.250 0.8987
Fisher Pivots for day following 23-Sep-2014
Pivot 1 day 3 day
R1 0.9220 0.9211
PP 0.9213 0.9207
S1 0.9206 0.9203

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

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