CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 20-Oct-2014
Day Change Summary
Previous Current
17-Oct-2014 20-Oct-2014 Change Change % Previous Week
Open 0.9411 0.9358 -0.0053 -0.6% 0.9308
High 0.9428 0.9376 -0.0052 -0.6% 0.9513
Low 0.9382 0.9329 -0.0053 -0.6% 0.9308
Close 0.9388 0.9374 -0.0014 -0.1% 0.9388
Range 0.0046 0.0047 0.0001 2.2% 0.0205
ATR 0.0069 0.0068 -0.0001 -1.0% 0.0000
Volume 558 168 -390 -69.9% 1,132
Daily Pivots for day following 20-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9501 0.9484 0.9400
R3 0.9454 0.9437 0.9387
R2 0.9407 0.9407 0.9383
R1 0.9390 0.9390 0.9378 0.9399
PP 0.9360 0.9360 0.9360 0.9364
S1 0.9343 0.9343 0.9370 0.9352
S2 0.9313 0.9313 0.9365
S3 0.9266 0.9296 0.9361
S4 0.9219 0.9249 0.9348
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0018 0.9908 0.9501
R3 0.9813 0.9703 0.9444
R2 0.9608 0.9608 0.9426
R1 0.9498 0.9498 0.9407 0.9553
PP 0.9403 0.9403 0.9403 0.9431
S1 0.9293 0.9293 0.9369 0.9348
S2 0.9198 0.9198 0.9350
S3 0.8993 0.9088 0.9332
S4 0.8788 0.8883 0.9275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9513 0.9326 0.0187 2.0% 0.0080 0.9% 26% False False 247
10 0.9513 0.9208 0.0305 3.3% 0.0068 0.7% 54% False False 202
20 0.9513 0.9103 0.0410 4.4% 0.0068 0.7% 66% False False 201
40 0.9663 0.9103 0.0560 6.0% 0.0046 0.5% 48% False False 142
60 0.9836 0.9103 0.0733 7.8% 0.0034 0.4% 37% False False 101
80 0.9896 0.9103 0.0793 8.5% 0.0026 0.3% 34% False False 80
100 0.9921 0.9103 0.0818 8.7% 0.0023 0.2% 33% False False 65
120 0.9921 0.9103 0.0818 8.7% 0.0020 0.2% 33% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9576
2.618 0.9499
1.618 0.9452
1.000 0.9423
0.618 0.9405
HIGH 0.9376
0.618 0.9358
0.500 0.9353
0.382 0.9347
LOW 0.9329
0.618 0.9300
1.000 0.9282
1.618 0.9253
2.618 0.9206
4.250 0.9129
Fisher Pivots for day following 20-Oct-2014
Pivot 1 day 3 day
R1 0.9367 0.9409
PP 0.9360 0.9397
S1 0.9353 0.9386

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

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