CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 0.9285 0.9280 -0.0005 -0.1% 0.9159
High 0.9285 0.9309 0.0024 0.3% 0.9267
Low 0.9229 0.9266 0.0037 0.4% 0.9103
Close 0.9261 0.9293 0.0032 0.3% 0.9117
Range 0.0056 0.0043 -0.0013 -23.2% 0.0164
ATR 0.0061 0.0060 -0.0001 -1.5% 0.0000
Volume 114 128 14 12.3% 1,538
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9418 0.9399 0.9317
R3 0.9375 0.9356 0.9305
R2 0.9332 0.9332 0.9301
R1 0.9313 0.9313 0.9297 0.9323
PP 0.9289 0.9289 0.9289 0.9294
S1 0.9270 0.9270 0.9289 0.9280
S2 0.9246 0.9246 0.9285
S3 0.9203 0.9227 0.9281
S4 0.9160 0.9184 0.9269
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 0.9309 0.9117 0.0192 2.1% 0.0071 0.8% 92% True False 167
10 0.9309 0.9103 0.0206 2.2% 0.0070 0.8% 92% True False 213
20 0.9371 0.9103 0.0268 2.9% 0.0056 0.6% 71% False False 184
40 0.9790 0.9103 0.0687 7.4% 0.0036 0.4% 28% False False 102
60 0.9892 0.9103 0.0789 8.5% 0.0026 0.3% 24% False False 74
80 0.9921 0.9103 0.0818 8.8% 0.0021 0.2% 23% False False 60
100 0.9921 0.9103 0.0818 8.8% 0.0018 0.2% 23% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9492
2.618 0.9422
1.618 0.9379
1.000 0.9352
0.618 0.9336
HIGH 0.9309
0.618 0.9293
0.500 0.9288
0.382 0.9282
LOW 0.9266
0.618 0.9239
1.000 0.9223
1.618 0.9196
2.618 0.9153
4.250 0.9083
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 0.9291 0.9282
PP 0.9289 0.9270
S1 0.9288 0.9259

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

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