CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 0.9227 0.9159 -0.0068 -0.7% 0.9219
High 0.9227 0.9177 -0.0050 -0.5% 0.9244
Low 0.9144 0.9132 -0.0012 -0.1% 0.9144
Close 0.9161 0.9154 -0.0007 -0.1% 0.9161
Range 0.0083 0.0045 -0.0038 -45.8% 0.0100
ATR 0.0045 0.0045 0.0000 0.1% 0.0000
Volume 88 409 321 364.8% 366
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9289 0.9267 0.9179
R3 0.9244 0.9222 0.9166
R2 0.9199 0.9199 0.9162
R1 0.9177 0.9177 0.9158 0.9166
PP 0.9154 0.9154 0.9154 0.9149
S1 0.9132 0.9132 0.9150 0.9121
S2 0.9109 0.9109 0.9146
S3 0.9064 0.9087 0.9142
S4 0.9019 0.9042 0.9129
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 0.9132 0.0112 1.2% 0.0055 0.6% 20% False True 145
10 0.9371 0.9132 0.0239 2.6% 0.0051 0.6% 9% False True 200
20 0.9555 0.9132 0.0423 4.6% 0.0037 0.4% 5% False True 117
40 0.9836 0.9132 0.0704 7.7% 0.0023 0.3% 3% False True 69
60 0.9896 0.9132 0.0764 8.3% 0.0016 0.2% 3% False True 51
80 0.9921 0.9132 0.0789 8.6% 0.0015 0.2% 3% False True 40
100 0.9921 0.9132 0.0789 8.6% 0.0013 0.1% 3% False True 33
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9368
2.618 0.9295
1.618 0.9250
1.000 0.9222
0.618 0.9205
HIGH 0.9177
0.618 0.9160
0.500 0.9155
0.382 0.9149
LOW 0.9132
0.618 0.9104
1.000 0.9087
1.618 0.9059
2.618 0.9014
4.250 0.8941
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 0.9155 0.9182
PP 0.9154 0.9172
S1 0.9154 0.9163

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

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