CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 0.9823 0.9819 -0.0004 0.0% 0.9835
High 0.9836 0.9819 -0.0017 -0.2% 0.9835
Low 0.9820 0.9819 -0.0001 0.0% 0.9740
Close 0.9820 0.9819 -0.0001 0.0% 0.9770
Range 0.0016 0.0000 -0.0016 -100.0% 0.0095
ATR 0.0022 0.0021 -0.0002 -6.8% 0.0000
Volume 5 69 64 1,280.0% 13
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9819 0.9819 0.9819
R3 0.9819 0.9819 0.9819
R2 0.9819 0.9819 0.9819
R1 0.9819 0.9819 0.9819 0.9819
PP 0.9819 0.9819 0.9819 0.9819
S1 0.9819 0.9819 0.9819 0.9819
S2 0.9819 0.9819 0.9819
S3 0.9819 0.9819 0.9819
S4 0.9819 0.9819 0.9819
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 1.0067 1.0013 0.9822
R3 0.9972 0.9918 0.9796
R2 0.9877 0.9877 0.9787
R1 0.9823 0.9823 0.9779 0.9803
PP 0.9782 0.9782 0.9782 0.9771
S1 0.9728 0.9728 0.9761 0.9708
S2 0.9687 0.9687 0.9753
S3 0.9592 0.9633 0.9744
S4 0.9497 0.9538 0.9718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9836 0.9769 0.0067 0.7% 0.0003 0.0% 75% False False 17
10 0.9843 0.9740 0.0103 1.0% 0.0006 0.1% 77% False False 9
20 0.9892 0.9740 0.0152 1.5% 0.0003 0.0% 52% False False 8
40 0.9921 0.9740 0.0181 1.8% 0.0007 0.1% 44% False False 12
60 0.9921 0.9740 0.0181 1.8% 0.0006 0.1% 44% False False 9
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 0.9819
2.618 0.9819
1.618 0.9819
1.000 0.9819
0.618 0.9819
HIGH 0.9819
0.618 0.9819
0.500 0.9819
0.382 0.9819
LOW 0.9819
0.618 0.9819
1.000 0.9819
1.618 0.9819
2.618 0.9819
4.250 0.9819
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 0.9819 0.9814
PP 0.9819 0.9808
S1 0.9819 0.9803

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

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