CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 07-Oct-2014
Day Change Summary
Previous Current
06-Oct-2014 07-Oct-2014 Change Change % Previous Week
Open 0.9137 0.9208 0.0071 0.8% 0.9159
High 0.9206 0.9285 0.0079 0.9% 0.9267
Low 0.9137 0.9208 0.0071 0.8% 0.9103
Close 0.9191 0.9269 0.0078 0.8% 0.9117
Range 0.0069 0.0077 0.0008 11.6% 0.0164
ATR 0.0058 0.0061 0.0003 4.4% 0.0000
Volume 148 118 -30 -20.3% 1,538
Daily Pivots for day following 07-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9485 0.9454 0.9311
R3 0.9408 0.9377 0.9290
R2 0.9331 0.9331 0.9283
R1 0.9300 0.9300 0.9276 0.9316
PP 0.9254 0.9254 0.9254 0.9262
S1 0.9223 0.9223 0.9262 0.9239
S2 0.9177 0.9177 0.9255
S3 0.9100 0.9146 0.9248
S4 0.9023 0.9069 0.9227
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9654 0.9550 0.9207
R3 0.9490 0.9386 0.9162
R2 0.9326 0.9326 0.9147
R1 0.9222 0.9222 0.9132 0.9192
PP 0.9162 0.9162 0.9162 0.9148
S1 0.9058 0.9058 0.9102 0.9028
S2 0.8998 0.8998 0.9087
S3 0.8834 0.8894 0.9072
S4 0.8670 0.8730 0.9027
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9285 0.9103 0.0182 2.0% 0.0085 0.9% 91% True False 178
10 0.9285 0.9103 0.0182 2.0% 0.0070 0.8% 91% True False 207
20 0.9412 0.9103 0.0309 3.3% 0.0054 0.6% 54% False False 184
40 0.9803 0.9103 0.0700 7.6% 0.0034 0.4% 24% False False 98
60 0.9892 0.9103 0.0789 8.5% 0.0024 0.3% 21% False False 70
80 0.9921 0.9103 0.0818 8.8% 0.0020 0.2% 20% False False 57
100 0.9921 0.9103 0.0818 8.8% 0.0017 0.2% 20% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9612
2.618 0.9487
1.618 0.9410
1.000 0.9362
0.618 0.9333
HIGH 0.9285
0.618 0.9256
0.500 0.9247
0.382 0.9237
LOW 0.9208
0.618 0.9160
1.000 0.9131
1.618 0.9083
2.618 0.9006
4.250 0.8881
Fisher Pivots for day following 07-Oct-2014
Pivot 1 day 3 day
R1 0.9262 0.9246
PP 0.9254 0.9224
S1 0.9247 0.9201

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

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