CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 0.8332 0.8365 0.0033 0.4% 0.8409
High 0.8387 0.8381 -0.0006 -0.1% 0.8441
Low 0.8326 0.8358 0.0032 0.4% 0.8358
Close 0.8365 0.8363 -0.0002 0.0% 0.8364
Range 0.0061 0.0023 -0.0038 -62.3% 0.0083
ATR 0.0064 0.0061 -0.0003 -4.6% 0.0000
Volume 3,359 4,616 1,257 37.4% 5,663
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8436 0.8423 0.8376
R3 0.8413 0.8400 0.8369
R2 0.8390 0.8390 0.8367
R1 0.8377 0.8377 0.8365 0.8372
PP 0.8367 0.8367 0.8367 0.8365
S1 0.8354 0.8354 0.8361 0.8349
S2 0.8344 0.8344 0.8359
S3 0.8321 0.8331 0.8357
S4 0.8298 0.8308 0.8350
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 0.8435 0.8326 0.0109 1.3% 0.0045 0.5% 34% False False 2,996
10 0.8464 0.8326 0.0138 1.7% 0.0047 0.6% 27% False False 1,717
20 0.8552 0.8315 0.0237 2.8% 0.0062 0.7% 20% False False 1,132
40 0.8646 0.8315 0.0331 4.0% 0.0073 0.9% 15% False False 793
60 0.8670 0.8229 0.0441 5.3% 0.0077 0.9% 30% False False 596
80 0.8784 0.8229 0.0555 6.6% 0.0068 0.8% 24% False False 452
100 0.9489 0.8229 0.1260 15.1% 0.0061 0.7% 11% False False 362
120 0.9489 0.8229 0.1260 15.1% 0.0053 0.6% 11% False False 302
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8479
2.618 0.8441
1.618 0.8418
1.000 0.8404
0.618 0.8395
HIGH 0.8381
0.618 0.8372
0.500 0.8370
0.382 0.8367
LOW 0.8358
0.618 0.8344
1.000 0.8335
1.618 0.8321
2.618 0.8298
4.250 0.8260
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 0.8370 0.8361
PP 0.8367 0.8359
S1 0.8365 0.8357

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

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