CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8373 0.8490 0.0117 1.4% 0.8425
High 0.8507 0.8526 0.0019 0.2% 0.8493
Low 0.8350 0.8372 0.0022 0.3% 0.8228
Close 0.8479 0.8406 -0.0073 -0.9% 0.8247
Range 0.0157 0.0154 -0.0003 -1.9% 0.0265
ATR 0.0096 0.0100 0.0004 4.3% 0.0000
Volume 97,519 152,646 55,127 56.5% 58,977
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8897 0.8805 0.8491
R3 0.8743 0.8651 0.8448
R2 0.8589 0.8589 0.8434
R1 0.8497 0.8497 0.8420 0.8466
PP 0.8435 0.8435 0.8435 0.8419
S1 0.8343 0.8343 0.8392 0.8312
S2 0.8281 0.8281 0.8378
S3 0.8127 0.8189 0.8364
S4 0.7973 0.8035 0.8321
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.9118 0.8947 0.8393
R3 0.8853 0.8682 0.8320
R2 0.8588 0.8588 0.8296
R1 0.8417 0.8417 0.8271 0.8370
PP 0.8323 0.8323 0.8323 0.8299
S1 0.8152 0.8152 0.8223 0.8105
S2 0.8058 0.8058 0.8198
S3 0.7793 0.7887 0.8174
S4 0.7528 0.7622 0.8101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8526 0.8219 0.0307 3.7% 0.0154 1.8% 61% True False 87,858
10 0.8540 0.8219 0.0321 3.8% 0.0116 1.4% 58% False False 47,528
20 0.8676 0.8219 0.0457 5.4% 0.0091 1.1% 41% False False 24,591
40 0.9489 0.8219 0.1270 15.1% 0.0085 1.0% 15% False False 12,554
60 0.9513 0.8219 0.1294 15.4% 0.0079 0.9% 14% False False 8,439
80 0.9692 0.8219 0.1473 17.5% 0.0064 0.8% 13% False False 6,336
100 0.9867 0.8219 0.1648 19.6% 0.0053 0.6% 11% False False 5,072
120 0.9921 0.8219 0.1702 20.2% 0.0045 0.5% 11% False False 4,230
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.8929
1.618 0.8775
1.000 0.8680
0.618 0.8621
HIGH 0.8526
0.618 0.8467
0.500 0.8449
0.382 0.8431
LOW 0.8372
0.618 0.8277
1.000 0.8218
1.618 0.8123
2.618 0.7969
4.250 0.7718
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8449 0.8404
PP 0.8435 0.8402
S1 0.8420 0.8401

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

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