CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 20-May-2014
Day Change Summary
Previous Current
19-May-2014 20-May-2014 Change Change % Previous Week
Open 0.9894 0.9900 0.0006 0.1% 0.9811
High 0.9894 0.9900 0.0006 0.1% 0.9875
Low 0.9894 0.9898 0.0004 0.0% 0.9798
Close 0.9894 0.9898 0.0004 0.0% 0.9875
Range 0.0000 0.0002 0.0002 0.0077
ATR 0.0024 0.0023 -0.0001 -5.3% 0.0000
Volume 1 1 0 0.0% 35
Daily Pivots for day following 20-May-2014
Classic Woodie Camarilla DeMark
R4 0.9905 0.9903 0.9899
R3 0.9903 0.9901 0.9899
R2 0.9901 0.9901 0.9898
R1 0.9899 0.9899 0.9898 0.9899
PP 0.9899 0.9899 0.9899 0.9899
S1 0.9897 0.9897 0.9898 0.9897
S2 0.9897 0.9897 0.9898
S3 0.9895 0.9895 0.9897
S4 0.9893 0.9893 0.9897
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 1.0080 1.0055 0.9917
R3 1.0003 0.9978 0.9896
R2 0.9926 0.9926 0.9889
R1 0.9901 0.9901 0.9882 0.9914
PP 0.9849 0.9849 0.9849 0.9856
S1 0.9824 0.9824 0.9868 0.9837
S2 0.9772 0.9772 0.9861
S3 0.9695 0.9747 0.9854
S4 0.9618 0.9670 0.9833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9900 0.9840 0.0060 0.6% 0.0002 0.0% 97% True False 3
10 0.9900 0.9798 0.0102 1.0% 0.0001 0.0% 98% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9909
2.618 0.9905
1.618 0.9903
1.000 0.9902
0.618 0.9901
HIGH 0.9900
0.618 0.9899
0.500 0.9899
0.382 0.9899
LOW 0.9898
0.618 0.9897
1.000 0.9896
1.618 0.9895
2.618 0.9893
4.250 0.9890
Fisher Pivots for day following 20-May-2014
Pivot 1 day 3 day
R1 0.9899 0.9895
PP 0.9899 0.9891
S1 0.9898 0.9888

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

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