CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 10-Oct-2014
Day Change Summary
Previous Current
09-Oct-2014 10-Oct-2014 Change Change % Previous Week
Open 0.9295 0.9300 0.0005 0.1% 0.9188
High 0.9302 0.9300 -0.0002 0.0% 0.9302
Low 0.9295 0.9299 0.0004 0.0% 0.9188
Close 0.9302 0.9299 -0.0003 0.0% 0.9299
Range 0.0007 0.0001 -0.0006 -85.7% 0.0114
ATR 0.0044 0.0041 -0.0003 -6.7% 0.0000
Volume 3 1 -2 -66.7% 8
Daily Pivots for day following 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9302 0.9302 0.9300
R3 0.9301 0.9301 0.9299
R2 0.9300 0.9300 0.9299
R1 0.9300 0.9300 0.9299 0.9300
PP 0.9299 0.9299 0.9299 0.9299
S1 0.9299 0.9299 0.9299 0.9299
S2 0.9298 0.9298 0.9299
S3 0.9297 0.9298 0.9299
S4 0.9296 0.9297 0.9298
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9605 0.9566 0.9362
R3 0.9491 0.9452 0.9330
R2 0.9377 0.9377 0.9320
R1 0.9338 0.9338 0.9309 0.9358
PP 0.9263 0.9263 0.9263 0.9273
S1 0.9224 0.9224 0.9289 0.9244
S2 0.9149 0.9149 0.9278
S3 0.9035 0.9110 0.9268
S4 0.8921 0.8996 0.9236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9302 0.9188 0.0114 1.2% 0.0014 0.2% 97% False False 1
10 0.9302 0.9128 0.0174 1.9% 0.0015 0.2% 98% False False 2
20 0.9363 0.9128 0.0235 2.5% 0.0013 0.1% 73% False False 2
40 0.9801 0.9128 0.0673 7.2% 0.0011 0.1% 25% False False 3
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9304
2.618 0.9303
1.618 0.9302
1.000 0.9301
0.618 0.9301
HIGH 0.9300
0.618 0.9300
0.500 0.9300
0.382 0.9299
LOW 0.9299
0.618 0.9298
1.000 0.9298
1.618 0.9297
2.618 0.9296
4.250 0.9295
Fisher Pivots for day following 10-Oct-2014
Pivot 1 day 3 day
R1 0.9300 0.9288
PP 0.9299 0.9277
S1 0.9299 0.9266

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

View Archives - Comment on this page... - Back to Index of Symbols