CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 0.9347 0.9346 -0.0001 0.0% 0.9137
High 0.9383 0.9513 0.0130 1.4% 0.9309
Low 0.9338 0.9326 -0.0012 -0.1% 0.9137
Close 0.9365 0.9447 0.0082 0.9% 0.9289
Range 0.0045 0.0187 0.0142 315.6% 0.0172
ATR 0.0060 0.0069 0.0009 15.0% 0.0000
Volume 165 77 -88 -53.3% 876
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9990 0.9905 0.9550
R3 0.9803 0.9718 0.9498
R2 0.9616 0.9616 0.9481
R1 0.9531 0.9531 0.9464 0.9574
PP 0.9429 0.9429 0.9429 0.9450
S1 0.9344 0.9344 0.9430 0.9387
S2 0.9242 0.9242 0.9413
S3 0.9055 0.9157 0.9396
S4 0.8868 0.8970 0.9344
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 0.9513 0.9266 0.0247 2.6% 0.0076 0.8% 73% True False 160
10 0.9513 0.9117 0.0396 4.2% 0.0077 0.8% 83% True False 170
20 0.9513 0.9103 0.0410 4.3% 0.0065 0.7% 84% True False 208
40 0.9692 0.9103 0.0589 6.2% 0.0043 0.5% 58% False False 118
60 0.9867 0.9103 0.0764 8.1% 0.0031 0.3% 45% False False 84
80 0.9921 0.9103 0.0818 8.7% 0.0025 0.3% 42% False False 68
100 0.9921 0.9103 0.0818 8.7% 0.0022 0.2% 42% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 1.0308
2.618 1.0003
1.618 0.9816
1.000 0.9700
0.618 0.9629
HIGH 0.9513
0.618 0.9442
0.500 0.9420
0.382 0.9397
LOW 0.9326
0.618 0.9210
1.000 0.9139
1.618 0.9023
2.618 0.8836
4.250 0.8531
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 0.9438 0.9435
PP 0.9429 0.9423
S1 0.9420 0.9411

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

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