CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 0.9218 0.9178 -0.0040 -0.4% 0.9336
High 0.9231 0.9231 0.0000 0.0% 0.9371
Low 0.9192 0.9170 -0.0022 -0.2% 0.9178
Close 0.9194 0.9218 0.0024 0.3% 0.9199
Range 0.0039 0.0061 0.0022 56.4% 0.0193
ATR 0.0040 0.0042 0.0001 3.7% 0.0000
Volume 35 146 111 317.1% 1,272
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9389 0.9365 0.9252
R3 0.9328 0.9304 0.9235
R2 0.9267 0.9267 0.9229
R1 0.9243 0.9243 0.9224 0.9255
PP 0.9206 0.9206 0.9206 0.9213
S1 0.9182 0.9182 0.9212 0.9194
S2 0.9145 0.9145 0.9207
S3 0.9084 0.9121 0.9201
S4 0.9023 0.9060 0.9184
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 0.9244 0.9170 0.0074 0.8% 0.0046 0.5% 65% False True 161
10 0.9371 0.9170 0.0201 2.2% 0.0043 0.5% 24% False True 156
20 0.9663 0.9170 0.0493 5.3% 0.0032 0.3% 10% False True 92
40 0.9836 0.9170 0.0666 7.2% 0.0020 0.2% 7% False True 57
60 0.9896 0.9170 0.0726 7.9% 0.0015 0.2% 7% False True 43
80 0.9921 0.9170 0.0751 8.1% 0.0013 0.1% 6% False True 34
100 0.9921 0.9170 0.0751 8.1% 0.0011 0.1% 6% False True 28
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 0.0007
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9490
2.618 0.9391
1.618 0.9330
1.000 0.9292
0.618 0.9269
HIGH 0.9231
0.618 0.9208
0.500 0.9201
0.382 0.9193
LOW 0.9170
0.618 0.9132
1.000 0.9109
1.618 0.9071
2.618 0.9010
4.250 0.8911
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 0.9212 0.9214
PP 0.9206 0.9211
S1 0.9201 0.9207

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

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