CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 0.9884 0.9896 0.0012 0.1% 0.9833
High 0.9884 0.9896 0.0012 0.1% 0.9921
Low 0.9884 0.9896 0.0012 0.1% 0.9818
Close 0.9884 0.9896 0.0012 0.1% 0.9884
Range
ATR 0.0027 0.0026 -0.0001 -3.9% 0.0000
Volume 2 2 0 0.0% 40
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9896 0.9896 0.9896
R3 0.9896 0.9896 0.9896
R2 0.9896 0.9896 0.9896
R1 0.9896 0.9896 0.9896 0.9896
PP 0.9896 0.9896 0.9896 0.9896
S1 0.9896 0.9896 0.9896 0.9896
S2 0.9896 0.9896 0.9896
S3 0.9896 0.9896 0.9896
S4 0.9896 0.9896 0.9896
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 1.0183 1.0137 0.9941
R3 1.0080 1.0034 0.9912
R2 0.9977 0.9977 0.9903
R1 0.9931 0.9931 0.9893 0.9954
PP 0.9874 0.9874 0.9874 0.9886
S1 0.9828 0.9828 0.9875 0.9851
S2 0.9771 0.9771 0.9865
S3 0.9668 0.9725 0.9856
S4 0.9565 0.9622 0.9827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9921 0.9818 0.0103 1.0% 0.0019 0.2% 76% False False 8
10 0.9921 0.9786 0.0135 1.4% 0.0012 0.1% 81% False False 6
20 0.9921 0.9758 0.0163 1.6% 0.0009 0.1% 85% False False 5
40 0.9921 0.9758 0.0163 1.6% 0.0006 0.1% 85% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Fibonacci Retracements and Extensions
4.250 0.9896
2.618 0.9896
1.618 0.9896
1.000 0.9896
0.618 0.9896
HIGH 0.9896
0.618 0.9896
0.500 0.9896
0.382 0.9896
LOW 0.9896
0.618 0.9896
1.000 0.9896
1.618 0.9896
2.618 0.9896
4.250 0.9896
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 0.9896 0.9889
PP 0.9896 0.9882
S1 0.9896 0.9876

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

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