CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 0.8387 0.8439 0.0052 0.6% 0.8314
High 0.8476 0.8443 -0.0033 -0.4% 0.8419
Low 0.8372 0.8362 -0.0010 -0.1% 0.8286
Close 0.8435 0.8412 -0.0023 -0.3% 0.8315
Range 0.0104 0.0081 -0.0023 -22.1% 0.0133
ATR 0.0086 0.0085 0.0000 -0.4% 0.0000
Volume 267,476 193,647 -73,829 -27.6% 347,553
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8649 0.8611 0.8457
R3 0.8568 0.8530 0.8434
R2 0.8487 0.8487 0.8427
R1 0.8449 0.8449 0.8419 0.8428
PP 0.8406 0.8406 0.8406 0.8395
S1 0.8368 0.8368 0.8405 0.8347
S2 0.8325 0.8325 0.8397
S3 0.8244 0.8287 0.8390
S4 0.8163 0.8206 0.8367
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 0.8476 0.8286 0.0190 2.3% 0.0078 0.9% 66% False False 155,687
10 0.8476 0.8282 0.0194 2.3% 0.0067 0.8% 67% False False 108,694
20 0.8663 0.8275 0.0388 4.6% 0.0096 1.1% 35% False False 150,043
40 0.8788 0.8219 0.0569 6.8% 0.0087 1.0% 34% False False 78,655
60 0.9513 0.8219 0.1294 15.4% 0.0085 1.0% 15% False False 52,565
80 0.9513 0.8219 0.1294 15.4% 0.0078 0.9% 15% False False 39,474
100 0.9790 0.8219 0.1571 18.7% 0.0066 0.8% 12% False False 31,584
120 0.9887 0.8219 0.1668 19.8% 0.0056 0.7% 12% False False 26,322
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8787
2.618 0.8655
1.618 0.8574
1.000 0.8524
0.618 0.8493
HIGH 0.8443
0.618 0.8412
0.500 0.8403
0.382 0.8393
LOW 0.8362
0.618 0.8312
1.000 0.8281
1.618 0.8231
2.618 0.8150
4.250 0.8018
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 0.8409 0.8403
PP 0.8406 0.8394
S1 0.8403 0.8385

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

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