CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 0.9178 0.9227 0.0049 0.5% 0.9219
High 0.9231 0.9227 -0.0004 0.0% 0.9244
Low 0.9170 0.9144 -0.0026 -0.3% 0.9144
Close 0.9218 0.9161 -0.0057 -0.6% 0.9161
Range 0.0061 0.0083 0.0022 36.1% 0.0100
ATR 0.0042 0.0045 0.0003 7.1% 0.0000
Volume 146 88 -58 -39.7% 366
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9426 0.9377 0.9207
R3 0.9343 0.9294 0.9184
R2 0.9260 0.9260 0.9176
R1 0.9211 0.9211 0.9169 0.9194
PP 0.9177 0.9177 0.9177 0.9169
S1 0.9128 0.9128 0.9153 0.9111
S2 0.9094 0.9094 0.9146
S3 0.9011 0.9045 0.9138
S4 0.8928 0.8962 0.9115
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9483 0.9422 0.9216
R3 0.9383 0.9322 0.9189
R2 0.9283 0.9283 0.9179
R1 0.9222 0.9222 0.9170 0.9203
PP 0.9183 0.9183 0.9183 0.9173
S1 0.9122 0.9122 0.9152 0.9103
S2 0.9083 0.9083 0.9143
S3 0.8983 0.9022 0.9134
S4 0.8883 0.8922 0.9106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9244 0.9144 0.0100 1.1% 0.0053 0.6% 17% False True 73
10 0.9371 0.9144 0.0227 2.5% 0.0049 0.5% 7% False True 163
20 0.9621 0.9144 0.0477 5.2% 0.0035 0.4% 4% False True 97
40 0.9836 0.9144 0.0692 7.6% 0.0022 0.2% 2% False True 59
60 0.9896 0.9144 0.0752 8.2% 0.0016 0.2% 2% False True 45
80 0.9921 0.9144 0.0777 8.5% 0.0014 0.2% 2% False True 35
100 0.9921 0.9144 0.0777 8.5% 0.0012 0.1% 2% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.9580
2.618 0.9444
1.618 0.9361
1.000 0.9310
0.618 0.9278
HIGH 0.9227
0.618 0.9195
0.500 0.9186
0.382 0.9176
LOW 0.9144
0.618 0.9093
1.000 0.9061
1.618 0.9010
2.618 0.8927
4.250 0.8791
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 0.9186 0.9188
PP 0.9177 0.9179
S1 0.9169 0.9170

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

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