CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 0.9159 0.9156 -0.0003 0.0% 0.9219
High 0.9177 0.9169 -0.0008 -0.1% 0.9244
Low 0.9132 0.9126 -0.0006 -0.1% 0.9144
Close 0.9154 0.9130 -0.0024 -0.3% 0.9161
Range 0.0045 0.0043 -0.0002 -4.4% 0.0100
ATR 0.0045 0.0044 0.0000 -0.3% 0.0000
Volume 409 503 94 23.0% 366
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9271 0.9243 0.9154
R3 0.9228 0.9200 0.9142
R2 0.9185 0.9185 0.9138
R1 0.9157 0.9157 0.9134 0.9150
PP 0.9142 0.9142 0.9142 0.9138
S1 0.9114 0.9114 0.9126 0.9107
S2 0.9099 0.9099 0.9122
S3 0.9056 0.9071 0.9118
S4 0.9013 0.9028 0.9106
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9483 0.9422 0.9216
R3 0.9383 0.9322 0.9189
R2 0.9283 0.9283 0.9179
R1 0.9222 0.9222 0.9170 0.9203
PP 0.9183 0.9183 0.9183 0.9173
S1 0.9122 0.9122 0.9152 0.9103
S2 0.9083 0.9083 0.9143
S3 0.8983 0.9022 0.9134
S4 0.8883 0.8922 0.9106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9231 0.9126 0.0105 1.2% 0.0054 0.6% 4% False True 236
10 0.9331 0.9126 0.0205 2.2% 0.0052 0.6% 2% False True 250
20 0.9555 0.9126 0.0429 4.7% 0.0038 0.4% 1% False True 142
40 0.9836 0.9126 0.0710 7.8% 0.0024 0.3% 1% False True 81
60 0.9896 0.9126 0.0770 8.4% 0.0017 0.2% 1% False True 58
80 0.9921 0.9126 0.0795 8.7% 0.0015 0.2% 1% False True 46
100 0.9921 0.9126 0.0795 8.7% 0.0013 0.1% 1% False True 38
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9352
2.618 0.9282
1.618 0.9239
1.000 0.9212
0.618 0.9196
HIGH 0.9169
0.618 0.9153
0.500 0.9148
0.382 0.9142
LOW 0.9126
0.618 0.9099
1.000 0.9083
1.618 0.9056
2.618 0.9013
4.250 0.8943
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 0.9148 0.9177
PP 0.9142 0.9161
S1 0.9136 0.9146

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

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