CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 23-Oct-2014
Day Change Summary
Previous Current
22-Oct-2014 23-Oct-2014 Change Change % Previous Week
Open 0.9358 0.9340 -0.0018 -0.2% 0.9308
High 0.9378 0.9345 -0.0033 -0.4% 0.9513
Low 0.9331 0.9249 -0.0082 -0.9% 0.9308
Close 0.9344 0.9255 -0.0089 -1.0% 0.9388
Range 0.0047 0.0096 0.0049 104.3% 0.0205
ATR 0.0066 0.0068 0.0002 3.3% 0.0000
Volume 79 61 -18 -22.8% 1,132
Daily Pivots for day following 23-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9571 0.9509 0.9308
R3 0.9475 0.9413 0.9281
R2 0.9379 0.9379 0.9273
R1 0.9317 0.9317 0.9264 0.9300
PP 0.9283 0.9283 0.9283 0.9275
S1 0.9221 0.9221 0.9246 0.9204
S2 0.9187 0.9187 0.9237
S3 0.9091 0.9125 0.9229
S4 0.8995 0.9029 0.9202
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0018 0.9908 0.9501
R3 0.9813 0.9703 0.9444
R2 0.9608 0.9608 0.9426
R1 0.9498 0.9498 0.9407 0.9553
PP 0.9403 0.9403 0.9403 0.9431
S1 0.9293 0.9293 0.9369 0.9348
S2 0.9198 0.9198 0.9350
S3 0.8993 0.9088 0.9332
S4 0.8788 0.8883 0.9275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9428 0.9249 0.0179 1.9% 0.0058 0.6% 3% False True 317
10 0.9513 0.9249 0.0264 2.9% 0.0070 0.8% 2% False True 252
20 0.9513 0.9103 0.0410 4.4% 0.0070 0.8% 37% False False 233
40 0.9663 0.9103 0.0560 6.1% 0.0051 0.5% 27% False False 162
60 0.9836 0.9103 0.0733 7.9% 0.0037 0.4% 21% False False 115
80 0.9896 0.9103 0.0793 8.6% 0.0029 0.3% 19% False False 91
100 0.9921 0.9103 0.0818 8.8% 0.0025 0.3% 19% False False 74
120 0.9921 0.9103 0.0818 8.8% 0.0021 0.2% 19% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9753
2.618 0.9596
1.618 0.9500
1.000 0.9441
0.618 0.9404
HIGH 0.9345
0.618 0.9308
0.500 0.9297
0.382 0.9286
LOW 0.9249
0.618 0.9190
1.000 0.9153
1.618 0.9094
2.618 0.8998
4.250 0.8841
Fisher Pivots for day following 23-Oct-2014
Pivot 1 day 3 day
R1 0.9297 0.9334
PP 0.9283 0.9307
S1 0.9269 0.9281

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

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