CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 0.9116 0.9186 0.0070 0.8% 0.9219
High 0.9194 0.9267 0.0073 0.8% 0.9244
Low 0.9103 0.9186 0.0083 0.9% 0.9144
Close 0.9175 0.9239 0.0064 0.7% 0.9161
Range 0.0091 0.0081 -0.0010 -11.0% 0.0100
ATR 0.0048 0.0051 0.0003 6.6% 0.0000
Volume 107 188 81 75.7% 366
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9474 0.9437 0.9284
R3 0.9393 0.9356 0.9261
R2 0.9312 0.9312 0.9254
R1 0.9275 0.9275 0.9246 0.9294
PP 0.9231 0.9231 0.9231 0.9240
S1 0.9194 0.9194 0.9232 0.9213
S2 0.9150 0.9150 0.9224
S3 0.9069 0.9113 0.9217
S4 0.8988 0.9032 0.9194
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 0.9267 0.9103 0.0164 1.8% 0.0069 0.7% 83% True False 259
10 0.9267 0.9103 0.0164 1.8% 0.0057 0.6% 83% True False 210
20 0.9534 0.9103 0.0431 4.7% 0.0044 0.5% 32% False False 156
40 0.9819 0.9103 0.0716 7.7% 0.0028 0.3% 19% False False 88
60 0.9896 0.9103 0.0793 8.6% 0.0020 0.2% 17% False False 61
80 0.9921 0.9103 0.0818 8.9% 0.0017 0.2% 17% False False 49
100 0.9921 0.9103 0.0818 8.9% 0.0015 0.2% 17% False False 40
Crabel Price Patterns
NR True
NR4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9611
2.618 0.9479
1.618 0.9398
1.000 0.9348
0.618 0.9317
HIGH 0.9267
0.618 0.9236
0.500 0.9227
0.382 0.9217
LOW 0.9186
0.618 0.9136
1.000 0.9105
1.618 0.9055
2.618 0.8974
4.250 0.8842
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 0.9235 0.9221
PP 0.9231 0.9203
S1 0.9227 0.9185

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

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