CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 0.9193 0.9167 -0.0026 -0.3% 0.9255
High 0.9198 0.9167 -0.0031 -0.3% 0.9305
Low 0.9150 0.8906 -0.0244 -2.7% 0.8906
Close 0.9159 0.8919 -0.0240 -2.6% 0.8919
Range 0.0048 0.0261 0.0213 443.8% 0.0399
ATR 0.0063 0.0077 0.0014 22.5% 0.0000
Volume 78 372 294 376.9% 834
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9780 0.9611 0.9063
R3 0.9519 0.9350 0.8991
R2 0.9258 0.9258 0.8967
R1 0.9089 0.9089 0.8943 0.9043
PP 0.8997 0.8997 0.8997 0.8975
S1 0.8828 0.8828 0.8895 0.8782
S2 0.8736 0.8736 0.8871
S3 0.8475 0.8567 0.8847
S4 0.8214 0.8306 0.8775
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 1.0240 0.9979 0.9138
R3 0.9841 0.9580 0.9029
R2 0.9442 0.9442 0.8992
R1 0.9181 0.9181 0.8956 0.9112
PP 0.9043 0.9043 0.9043 0.9009
S1 0.8782 0.8782 0.8882 0.8713
S2 0.8644 0.8644 0.8846
S3 0.8245 0.8383 0.8809
S4 0.7846 0.7984 0.8700
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9305 0.8906 0.0399 4.5% 0.0092 1.0% 3% False True 166
10 0.9418 0.8906 0.0512 5.7% 0.0074 0.8% 3% False True 197
20 0.9513 0.8906 0.0607 6.8% 0.0072 0.8% 2% False True 198
40 0.9513 0.8906 0.0607 6.8% 0.0061 0.7% 2% False True 185
60 0.9819 0.8906 0.0913 10.2% 0.0045 0.5% 1% False True 129
80 0.9892 0.8906 0.0986 11.1% 0.0034 0.4% 1% False True 99
100 0.9921 0.8906 0.1015 11.4% 0.0029 0.3% 1% False True 83
120 0.9921 0.8906 0.1015 11.4% 0.0025 0.3% 1% False True 69
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 0.0008
Widest range in 131 trading days
Fibonacci Retracements and Extensions
4.250 1.0276
2.618 0.9850
1.618 0.9589
1.000 0.9428
0.618 0.9328
HIGH 0.9167
0.618 0.9067
0.500 0.9037
0.382 0.9006
LOW 0.8906
0.618 0.8745
1.000 0.8645
1.618 0.8484
2.618 0.8223
4.250 0.7797
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 0.9037 0.9088
PP 0.8997 0.9032
S1 0.8958 0.8975

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

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