CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 0.9156 0.9116 -0.0040 -0.4% 0.9219
High 0.9169 0.9194 0.0025 0.3% 0.9244
Low 0.9126 0.9103 -0.0023 -0.3% 0.9144
Close 0.9130 0.9175 0.0045 0.5% 0.9161
Range 0.0043 0.0091 0.0048 111.6% 0.0100
ATR 0.0044 0.0048 0.0003 7.5% 0.0000
Volume 503 107 -396 -78.7% 366
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9430 0.9394 0.9225
R3 0.9339 0.9303 0.9200
R2 0.9248 0.9248 0.9192
R1 0.9212 0.9212 0.9183 0.9230
PP 0.9157 0.9157 0.9157 0.9167
S1 0.9121 0.9121 0.9167 0.9139
S2 0.9066 0.9066 0.9158
S3 0.8975 0.9030 0.9150
S4 0.8884 0.8939 0.9125
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 0.9103 0.0128 1.4% 0.0065 0.7% 56% False True 250
10 0.9246 0.9103 0.0143 1.6% 0.0053 0.6% 50% False True 245
20 0.9548 0.9103 0.0445 4.9% 0.0042 0.5% 16% False True 147
40 0.9836 0.9103 0.0733 8.0% 0.0026 0.3% 10% False True 84
60 0.9896 0.9103 0.0793 8.6% 0.0018 0.2% 9% False True 59
80 0.9921 0.9103 0.0818 8.9% 0.0016 0.2% 9% False True 47
100 0.9921 0.9103 0.0818 8.9% 0.0014 0.2% 9% False True 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 0.9581
2.618 0.9432
1.618 0.9341
1.000 0.9285
0.618 0.9250
HIGH 0.9194
0.618 0.9159
0.500 0.9149
0.382 0.9138
LOW 0.9103
0.618 0.9047
1.000 0.9012
1.618 0.8956
2.618 0.8865
4.250 0.8716
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 0.9166 0.9166
PP 0.9157 0.9157
S1 0.9149 0.9149

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

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