CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 0.8406 0.8414 0.0008 0.1% 0.8429
High 0.8431 0.8428 -0.0003 0.0% 0.8469
Low 0.8400 0.8369 -0.0031 -0.4% 0.8376
Close 0.8416 0.8375 -0.0041 -0.5% 0.8401
Range 0.0031 0.0059 0.0028 90.3% 0.0093
ATR 0.0077 0.0075 -0.0001 -1.6% 0.0000
Volume 80,944 117,649 36,705 45.3% 503,396
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8568 0.8530 0.8407
R3 0.8509 0.8471 0.8391
R2 0.8450 0.8450 0.8386
R1 0.8412 0.8412 0.8380 0.8402
PP 0.8391 0.8391 0.8391 0.8385
S1 0.8353 0.8353 0.8370 0.8343
S2 0.8332 0.8332 0.8364
S3 0.8273 0.8294 0.8359
S4 0.8214 0.8235 0.8343
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8694 0.8641 0.8452
R3 0.8601 0.8548 0.8427
R2 0.8508 0.8508 0.8418
R1 0.8455 0.8455 0.8410 0.8435
PP 0.8415 0.8415 0.8415 0.8406
S1 0.8362 0.8362 0.8392 0.8342
S2 0.8322 0.8322 0.8384
S3 0.8229 0.8269 0.8375
S4 0.8136 0.8176 0.8350
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8345 0.0110 1.3% 0.0055 0.7% 27% False False 109,346
10 0.8469 0.8310 0.0159 1.9% 0.0067 0.8% 41% False False 129,258
20 0.8561 0.8302 0.0259 3.1% 0.0073 0.9% 28% False False 141,123
40 0.8637 0.8286 0.0351 4.2% 0.0086 1.0% 25% False False 167,097
60 0.8663 0.8219 0.0444 5.3% 0.0089 1.1% 35% False False 148,313
80 0.9167 0.8219 0.0948 11.3% 0.0089 1.1% 16% False False 111,604
100 0.9513 0.8219 0.1294 15.5% 0.0084 1.0% 12% False False 89,323
120 0.9534 0.8219 0.1315 15.7% 0.0078 0.9% 12% False False 74,462
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8679
2.618 0.8582
1.618 0.8523
1.000 0.8487
0.618 0.8464
HIGH 0.8428
0.618 0.8405
0.500 0.8399
0.382 0.8392
LOW 0.8369
0.618 0.8333
1.000 0.8310
1.618 0.8274
2.618 0.8215
4.250 0.8118
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 0.8399 0.8388
PP 0.8391 0.8384
S1 0.8383 0.8379

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

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