CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 0.9308 0.9347 0.0039 0.4% 0.9137
High 0.9385 0.9383 -0.0002 0.0% 0.9309
Low 0.9308 0.9338 0.0030 0.3% 0.9137
Close 0.9320 0.9365 0.0045 0.5% 0.9289
Range 0.0077 0.0045 -0.0032 -41.6% 0.0172
ATR 0.0060 0.0060 0.0000 0.3% 0.0000
Volume 64 165 101 157.8% 876
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9497 0.9476 0.9390
R3 0.9452 0.9431 0.9377
R2 0.9407 0.9407 0.9373
R1 0.9386 0.9386 0.9369 0.9397
PP 0.9362 0.9362 0.9362 0.9367
S1 0.9341 0.9341 0.9361 0.9352
S2 0.9317 0.9317 0.9357
S3 0.9272 0.9296 0.9353
S4 0.9227 0.9251 0.9340
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 0.9229 0.0156 1.7% 0.0050 0.5% 87% False False 167
10 0.9385 0.9103 0.0282 3.0% 0.0068 0.7% 93% False False 173
20 0.9385 0.9103 0.0282 3.0% 0.0060 0.6% 93% False False 211
40 0.9760 0.9103 0.0657 7.0% 0.0039 0.4% 40% False False 116
60 0.9878 0.9103 0.0775 8.3% 0.0028 0.3% 34% False False 83
80 0.9921 0.9103 0.0818 8.7% 0.0023 0.2% 32% False False 67
100 0.9921 0.9103 0.0818 8.7% 0.0020 0.2% 32% False False 54
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9574
2.618 0.9501
1.618 0.9456
1.000 0.9428
0.618 0.9411
HIGH 0.9383
0.618 0.9366
0.500 0.9361
0.382 0.9355
LOW 0.9338
0.618 0.9310
1.000 0.9293
1.618 0.9265
2.618 0.9220
4.250 0.9147
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 0.9364 0.9353
PP 0.9362 0.9340
S1 0.9361 0.9328

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

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