CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 0.8352 0.8305 -0.0047 -0.6% 0.8314
High 0.8353 0.8382 0.0029 0.3% 0.8419
Low 0.8286 0.8293 0.0007 0.1% 0.8286
Close 0.8315 0.8371 0.0056 0.7% 0.8315
Range 0.0067 0.0089 0.0022 32.8% 0.0133
ATR 0.0084 0.0084 0.0000 0.4% 0.0000
Volume 101,438 165,487 64,049 63.1% 347,553
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8616 0.8582 0.8420
R3 0.8527 0.8493 0.8395
R2 0.8438 0.8438 0.8387
R1 0.8404 0.8404 0.8379 0.8421
PP 0.8349 0.8349 0.8349 0.8357
S1 0.8315 0.8315 0.8363 0.8332
S2 0.8260 0.8260 0.8355
S3 0.8171 0.8226 0.8347
S4 0.8082 0.8137 0.8322
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8739 0.8660 0.8388
R3 0.8606 0.8527 0.8352
R2 0.8473 0.8473 0.8339
R1 0.8394 0.8394 0.8327 0.8434
PP 0.8340 0.8340 0.8340 0.8360
S1 0.8261 0.8261 0.8303 0.8301
S2 0.8207 0.8207 0.8291
S3 0.8074 0.8128 0.8278
S4 0.7941 0.7995 0.8242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8419 0.8286 0.0133 1.6% 0.0075 0.9% 64% False False 102,608
10 0.8423 0.8282 0.0141 1.7% 0.0060 0.7% 63% False False 82,840
20 0.8663 0.8219 0.0444 5.3% 0.0099 1.2% 34% False False 131,480
40 0.8788 0.8219 0.0569 6.8% 0.0087 1.0% 27% False False 67,174
60 0.9513 0.8219 0.1294 15.5% 0.0084 1.0% 12% False False 44,888
80 0.9513 0.8219 0.1294 15.5% 0.0076 0.9% 12% False False 33,713
100 0.9790 0.8219 0.1571 18.8% 0.0064 0.8% 10% False False 26,973
120 0.9892 0.8219 0.1673 20.0% 0.0054 0.6% 9% False False 22,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8760
2.618 0.8615
1.618 0.8526
1.000 0.8471
0.618 0.8437
HIGH 0.8382
0.618 0.8348
0.500 0.8338
0.382 0.8327
LOW 0.8293
0.618 0.8238
1.000 0.8204
1.618 0.8149
2.618 0.8060
4.250 0.7915
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.8360 0.8360
PP 0.8349 0.8349
S1 0.8338 0.8339

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

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