CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 24-Jun-2014
Day Change Summary
Previous Current
23-Jun-2014 24-Jun-2014 Change Change % Previous Week
Open 0.9833 0.9826 -0.0007 -0.1% 0.9840
High 0.9833 0.9827 -0.0006 -0.1% 0.9840
Low 0.9833 0.9818 -0.0015 -0.2% 0.9786
Close 0.9833 0.9827 -0.0006 -0.1% 0.9814
Range 0.0000 0.0009 0.0009 0.0054
ATR 0.0023 0.0022 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 22
Daily Pivots for day following 24-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9851 0.9848 0.9832
R3 0.9842 0.9839 0.9829
R2 0.9833 0.9833 0.9829
R1 0.9830 0.9830 0.9828 0.9832
PP 0.9824 0.9824 0.9824 0.9825
S1 0.9821 0.9821 0.9826 0.9823
S2 0.9815 0.9815 0.9825
S3 0.9806 0.9812 0.9825
S4 0.9797 0.9803 0.9822
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9975 0.9949 0.9844
R3 0.9921 0.9895 0.9829
R2 0.9867 0.9867 0.9824
R1 0.9841 0.9841 0.9819 0.9827
PP 0.9813 0.9813 0.9813 0.9807
S1 0.9787 0.9787 0.9809 0.9773
S2 0.9759 0.9759 0.9804
S3 0.9705 0.9733 0.9799
S4 0.9651 0.9679 0.9784
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9833 0.9786 0.0047 0.5% 0.0007 0.1% 87% False False 4
10 0.9857 0.9786 0.0071 0.7% 0.0007 0.1% 58% False False 3
20 0.9860 0.9758 0.0102 1.0% 0.0008 0.1% 68% False False 4
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9865
2.618 0.9851
1.618 0.9842
1.000 0.9836
0.618 0.9833
HIGH 0.9827
0.618 0.9824
0.500 0.9823
0.382 0.9821
LOW 0.9818
0.618 0.9812
1.000 0.9809
1.618 0.9803
2.618 0.9794
4.250 0.9780
Fisher Pivots for day following 24-Jun-2014
Pivot 1 day 3 day
R1 0.9826 0.9826
PP 0.9824 0.9825
S1 0.9823 0.9824

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

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