CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 0.9286 0.9308 0.0022 0.2% 0.9137
High 0.9300 0.9385 0.0085 0.9% 0.9309
Low 0.9271 0.9308 0.0037 0.4% 0.9137
Close 0.9289 0.9320 0.0031 0.3% 0.9289
Range 0.0029 0.0077 0.0048 165.5% 0.0172
ATR 0.0057 0.0060 0.0003 4.8% 0.0000
Volume 368 64 -304 -82.6% 876
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9569 0.9521 0.9362
R3 0.9492 0.9444 0.9341
R2 0.9415 0.9415 0.9334
R1 0.9367 0.9367 0.9327 0.9391
PP 0.9338 0.9338 0.9338 0.9350
S1 0.9290 0.9290 0.9313 0.9314
S2 0.9261 0.9261 0.9306
S3 0.9184 0.9213 0.9299
S4 0.9107 0.9136 0.9278
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9761 0.9697 0.9384
R3 0.9589 0.9525 0.9336
R2 0.9417 0.9417 0.9321
R1 0.9353 0.9353 0.9305 0.9385
PP 0.9245 0.9245 0.9245 0.9261
S1 0.9181 0.9181 0.9273 0.9213
S2 0.9073 0.9073 0.9257
S3 0.8901 0.9009 0.9242
S4 0.8729 0.8837 0.9194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9385 0.9208 0.0177 1.9% 0.0056 0.6% 63% True False 158
10 0.9385 0.9103 0.0282 3.0% 0.0068 0.7% 77% True False 206
20 0.9385 0.9103 0.0282 3.0% 0.0059 0.6% 77% True False 203
40 0.9765 0.9103 0.0662 7.1% 0.0038 0.4% 33% False False 113
60 0.9886 0.9103 0.0783 8.4% 0.0027 0.3% 28% False False 81
80 0.9921 0.9103 0.0818 8.8% 0.0022 0.2% 27% False False 65
100 0.9921 0.9103 0.0818 8.8% 0.0019 0.2% 27% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9712
2.618 0.9587
1.618 0.9510
1.000 0.9462
0.618 0.9433
HIGH 0.9385
0.618 0.9356
0.500 0.9347
0.382 0.9337
LOW 0.9308
0.618 0.9260
1.000 0.9231
1.618 0.9183
2.618 0.9106
4.250 0.8981
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 0.9347 0.9326
PP 0.9338 0.9324
S1 0.9329 0.9322

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

View Archives - Comment on this page... - Back to Index of Symbols