CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 10-Jul-2014
Day Change Summary
Previous Current
09-Jul-2014 10-Jul-2014 Change Change % Previous Week
Open 0.9867 0.9896 0.0029 0.3% 0.9896
High 0.9867 0.9896 0.0029 0.3% 0.9896
Low 0.9867 0.9896 0.0029 0.3% 0.9792
Close 0.9867 0.9896 0.0029 0.3% 0.9804
Range
ATR 0.0027 0.0027 0.0000 0.7% 0.0000
Volume 81 9 -72 -88.9% 20
Daily Pivots for day following 10-Jul-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 04-Jul-2014
Classic Woodie Camarilla DeMark
R4 1.0143 1.0077 0.9861
R3 1.0039 0.9973 0.9833
R2 0.9935 0.9935 0.9823
R1 0.9869 0.9869 0.9814 0.9850
PP 0.9831 0.9831 0.9831 0.9821
S1 0.9765 0.9765 0.9794 0.9746
S2 0.9727 0.9727 0.9785
S3 0.9623 0.9661 0.9775
S4 0.9519 0.9557 0.9747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9896 0.9792 0.0104 1.1% 0.0006 0.1% 100% True False 53
10 0.9896 0.9792 0.0104 1.1% 0.0005 0.1% 100% True False 30
20 0.9921 0.9786 0.0135 1.4% 0.0010 0.1% 81% False False 16
40 0.9921 0.9758 0.0163 1.6% 0.0007 0.1% 85% False False 10
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
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 10-Jul-2014
Pivot 1 day 3 day
R1 0.9896 0.9891
PP 0.9896 0.9886
S1 0.9896 0.9882

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

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