CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 0.8512 0.8400 -0.0112 -1.3% 0.8539
High 0.8538 0.8454 -0.0084 -1.0% 0.8561
Low 0.8390 0.8399 0.0009 0.1% 0.8390
Close 0.8396 0.8448 0.0052 0.6% 0.8396
Range 0.0148 0.0055 -0.0093 -62.8% 0.0171
ATR 0.0091 0.0088 -0.0002 -2.6% 0.0000
Volume 203,878 126,954 -76,924 -37.7% 775,331
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8599 0.8578 0.8478
R3 0.8544 0.8523 0.8463
R2 0.8489 0.8489 0.8458
R1 0.8468 0.8468 0.8453 0.8479
PP 0.8434 0.8434 0.8434 0.8439
S1 0.8413 0.8413 0.8443 0.8424
S2 0.8379 0.8379 0.8438
S3 0.8324 0.8358 0.8433
S4 0.8269 0.8303 0.8418
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8962 0.8850 0.8490
R3 0.8791 0.8679 0.8443
R2 0.8620 0.8620 0.8427
R1 0.8508 0.8508 0.8412 0.8479
PP 0.8449 0.8449 0.8449 0.8434
S1 0.8337 0.8337 0.8380 0.8308
S2 0.8278 0.8278 0.8365
S3 0.8107 0.8166 0.8349
S4 0.7936 0.7995 0.8302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8561 0.8390 0.0171 2.0% 0.0076 0.9% 34% False False 150,564
10 0.8561 0.8390 0.0171 2.0% 0.0078 0.9% 34% False False 157,896
20 0.8637 0.8385 0.0252 3.0% 0.0095 1.1% 25% False False 190,118
40 0.8663 0.8282 0.0381 4.5% 0.0091 1.1% 44% False False 175,274
60 0.8713 0.8219 0.0494 5.8% 0.0089 1.1% 46% False False 122,529
80 0.9513 0.8219 0.1294 15.3% 0.0088 1.0% 18% False False 92,007
100 0.9513 0.8219 0.1294 15.3% 0.0083 1.0% 18% False False 73,648
120 0.9760 0.8219 0.1541 18.2% 0.0072 0.9% 15% False False 61,377
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8688
2.618 0.8598
1.618 0.8543
1.000 0.8509
0.618 0.8488
HIGH 0.8454
0.618 0.8433
0.500 0.8427
0.382 0.8420
LOW 0.8399
0.618 0.8365
1.000 0.8344
1.618 0.8310
2.618 0.8255
4.250 0.8165
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 0.8441 0.8470
PP 0.8434 0.8462
S1 0.8427 0.8455

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

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