CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8727 0.8681 -0.0046 -0.5% 0.8881
High 0.8772 0.8762 -0.0010 -0.1% 0.8893
Low 0.8671 0.8665 -0.0006 -0.1% 0.8665
Close 0.8711 0.8743 0.0032 0.4% 0.8743
Range 0.0101 0.0097 -0.0004 -4.0% 0.0228
ATR 0.0083 0.0084 0.0001 1.2% 0.0000
Volume 835 1,052 217 26.0% 4,636
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9014 0.8976 0.8796
R3 0.8917 0.8879 0.8770
R2 0.8820 0.8820 0.8761
R1 0.8782 0.8782 0.8752 0.8801
PP 0.8723 0.8723 0.8723 0.8733
S1 0.8685 0.8685 0.8734 0.8704
S2 0.8626 0.8626 0.8725
S3 0.8529 0.8588 0.8716
S4 0.8432 0.8491 0.8690
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9451 0.9325 0.8868
R3 0.9223 0.9097 0.8806
R2 0.8995 0.8995 0.8785
R1 0.8869 0.8869 0.8764 0.8818
PP 0.8767 0.8767 0.8767 0.8742
S1 0.8641 0.8641 0.8722 0.8590
S2 0.8539 0.8539 0.8701
S3 0.8311 0.8413 0.8680
S4 0.8083 0.8185 0.8618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8893 0.8665 0.0228 2.6% 0.0095 1.1% 34% False True 927
10 0.9305 0.8665 0.0640 7.3% 0.0094 1.1% 12% False True 547
20 0.9513 0.8665 0.0848 9.7% 0.0082 0.9% 9% False True 386
40 0.9513 0.8665 0.0848 9.7% 0.0070 0.8% 9% False True 294
60 0.9790 0.8665 0.1125 12.9% 0.0052 0.6% 7% False True 203
80 0.9887 0.8665 0.1222 14.0% 0.0040 0.5% 6% False True 156
100 0.9921 0.8665 0.1256 14.4% 0.0034 0.4% 6% False True 129
120 0.9921 0.8665 0.1256 14.4% 0.0029 0.3% 6% False True 108
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9174
2.618 0.9016
1.618 0.8919
1.000 0.8859
0.618 0.8822
HIGH 0.8762
0.618 0.8725
0.500 0.8714
0.382 0.8702
LOW 0.8665
0.618 0.8605
1.000 0.8568
1.618 0.8508
2.618 0.8411
4.250 0.8253
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8733 0.8747
PP 0.8723 0.8746
S1 0.8714 0.8744

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

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