CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 29-May-2014
Day Change Summary
Previous Current
28-May-2014 29-May-2014 Change Change % Previous Week
Open 0.9855 0.9855 0.0000 0.0% 0.9894
High 0.9855 0.9860 0.0005 0.1% 0.9900
Low 0.9840 0.9851 0.0011 0.1% 0.9829
Close 0.9840 0.9851 0.0011 0.1% 0.9829
Range 0.0015 0.0009 -0.0006 -40.0% 0.0071
ATR 0.0021 0.0021 0.0000 -0.5% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 29-May-2014
Classic Woodie Camarilla DeMark
R4 0.9881 0.9875 0.9856
R3 0.9872 0.9866 0.9853
R2 0.9863 0.9863 0.9853
R1 0.9857 0.9857 0.9852 0.9856
PP 0.9854 0.9854 0.9854 0.9853
S1 0.9848 0.9848 0.9850 0.9847
S2 0.9845 0.9845 0.9849
S3 0.9836 0.9839 0.9849
S4 0.9827 0.9830 0.9846
Weekly Pivots for week ending 23-May-2014
Classic Woodie Camarilla DeMark
R4 1.0066 1.0018 0.9868
R3 0.9995 0.9947 0.9849
R2 0.9924 0.9924 0.9842
R1 0.9876 0.9876 0.9836 0.9865
PP 0.9853 0.9853 0.9853 0.9847
S1 0.9805 0.9805 0.9822 0.9794
S2 0.9782 0.9782 0.9816
S3 0.9711 0.9734 0.9809
S4 0.9640 0.9663 0.9790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9860 0.9829 0.0031 0.3% 0.0005 0.0% 71% True False 1
10 0.9900 0.9829 0.0071 0.7% 0.0003 0.0% 31% False False 1
20 0.9900 0.9797 0.0103 1.0% 0.0002 0.0% 52% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9898
2.618 0.9884
1.618 0.9875
1.000 0.9869
0.618 0.9866
HIGH 0.9860
0.618 0.9857
0.500 0.9856
0.382 0.9854
LOW 0.9851
0.618 0.9845
1.000 0.9842
1.618 0.9836
2.618 0.9827
4.250 0.9813
Fisher Pivots for day following 29-May-2014
Pivot 1 day 3 day
R1 0.9856 0.9849
PP 0.9854 0.9847
S1 0.9853 0.9845

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

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