CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.8365 0.8332 -0.0033 -0.4% 0.8409
High 0.8366 0.8387 0.0021 0.3% 0.8441
Low 0.8330 0.8326 -0.0004 0.0% 0.8358
Close 0.8333 0.8365 0.0032 0.4% 0.8364
Range 0.0036 0.0061 0.0025 69.4% 0.0083
ATR 0.0064 0.0064 0.0000 -0.4% 0.0000
Volume 3,133 3,359 226 7.2% 5,663
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8542 0.8515 0.8399
R3 0.8481 0.8454 0.8382
R2 0.8420 0.8420 0.8376
R1 0.8393 0.8393 0.8371 0.8407
PP 0.8359 0.8359 0.8359 0.8366
S1 0.8332 0.8332 0.8359 0.8346
S2 0.8298 0.8298 0.8354
S3 0.8237 0.8271 0.8348
S4 0.8176 0.8210 0.8331
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8637 0.8583 0.8410
R3 0.8554 0.8500 0.8387
R2 0.8471 0.8471 0.8379
R1 0.8417 0.8417 0.8372 0.8403
PP 0.8388 0.8388 0.8388 0.8380
S1 0.8334 0.8334 0.8356 0.8320
S2 0.8305 0.8305 0.8349
S3 0.8222 0.8251 0.8341
S4 0.8139 0.8168 0.8318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8441 0.8326 0.0115 1.4% 0.0046 0.6% 34% False True 2,271
10 0.8464 0.8326 0.0138 1.6% 0.0051 0.6% 28% False True 1,328
20 0.8562 0.8315 0.0247 3.0% 0.0063 0.8% 20% False False 911
40 0.8646 0.8304 0.0342 4.1% 0.0075 0.9% 18% False False 679
60 0.8670 0.8229 0.0441 5.3% 0.0077 0.9% 31% False False 520
80 0.8812 0.8229 0.0583 7.0% 0.0068 0.8% 23% False False 394
100 0.9489 0.8229 0.1260 15.1% 0.0061 0.7% 11% False False 316
120 0.9489 0.8229 0.1260 15.1% 0.0053 0.6% 11% False False 264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8646
2.618 0.8547
1.618 0.8486
1.000 0.8448
0.618 0.8425
HIGH 0.8387
0.618 0.8364
0.500 0.8357
0.382 0.8349
LOW 0.8326
0.618 0.8288
1.000 0.8265
1.618 0.8227
2.618 0.8166
4.250 0.8067
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.8362 0.8366
PP 0.8359 0.8366
S1 0.8357 0.8365

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

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