CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 0.8454 0.8451 -0.0003 0.0% 0.8305
High 0.8471 0.8513 0.0042 0.5% 0.8476
Low 0.8385 0.8418 0.0033 0.4% 0.8293
Close 0.8456 0.8500 0.0044 0.5% 0.8439
Range 0.0086 0.0095 0.0009 10.5% 0.0183
ATR 0.0086 0.0086 0.0001 0.8% 0.0000
Volume 189,397 256,622 67,225 35.5% 1,031,134
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8762 0.8726 0.8552
R3 0.8667 0.8631 0.8526
R2 0.8572 0.8572 0.8517
R1 0.8536 0.8536 0.8509 0.8554
PP 0.8477 0.8477 0.8477 0.8486
S1 0.8441 0.8441 0.8491 0.8459
S2 0.8382 0.8382 0.8483
S3 0.8287 0.8346 0.8474
S4 0.8192 0.8251 0.8448
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8952 0.8878 0.8540
R3 0.8769 0.8695 0.8489
R2 0.8586 0.8586 0.8473
R1 0.8512 0.8512 0.8456 0.8549
PP 0.8403 0.8403 0.8403 0.8421
S1 0.8329 0.8329 0.8422 0.8366
S2 0.8220 0.8220 0.8405
S3 0.8037 0.8146 0.8389
S4 0.7854 0.7963 0.8338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8513 0.8340 0.0173 2.0% 0.0084 1.0% 92% True False 208,838
10 0.8513 0.8286 0.0227 2.7% 0.0086 1.0% 94% True False 175,727
20 0.8663 0.8282 0.0381 4.5% 0.0083 1.0% 57% False False 163,029
40 0.8670 0.8219 0.0451 5.3% 0.0088 1.0% 62% False False 99,826
60 0.9428 0.8219 0.1209 14.2% 0.0085 1.0% 23% False False 66,731
80 0.9513 0.8219 0.1294 15.2% 0.0080 0.9% 22% False False 50,097
100 0.9663 0.8219 0.1444 17.0% 0.0069 0.8% 19% False False 40,088
120 0.9843 0.8219 0.1624 19.1% 0.0059 0.7% 17% False False 33,410
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 False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8917
2.618 0.8762
1.618 0.8667
1.000 0.8608
0.618 0.8572
HIGH 0.8513
0.618 0.8477
0.500 0.8466
0.382 0.8454
LOW 0.8418
0.618 0.8359
1.000 0.8323
1.618 0.8264
2.618 0.8169
4.250 0.8014
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 0.8489 0.8477
PP 0.8477 0.8453
S1 0.8466 0.8430

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

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