CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 0.8797 0.8828 0.0031 0.4% 0.9255
High 0.8844 0.8829 -0.0015 -0.2% 0.9305
Low 0.8797 0.8721 -0.0076 -0.9% 0.8906
Close 0.8817 0.8730 -0.0087 -1.0% 0.8919
Range 0.0047 0.0108 0.0061 129.8% 0.0399
ATR 0.0080 0.0082 0.0002 2.5% 0.0000
Volume 773 954 181 23.4% 834
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9084 0.9015 0.8789
R3 0.8976 0.8907 0.8760
R2 0.8868 0.8868 0.8750
R1 0.8799 0.8799 0.8740 0.8780
PP 0.8760 0.8760 0.8760 0.8750
S1 0.8691 0.8691 0.8720 0.8672
S2 0.8652 0.8652 0.8710
S3 0.8544 0.8583 0.8700
S4 0.8436 0.8475 0.8671
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 0.9198 0.8721 0.0477 5.5% 0.0117 1.3% 2% False True 639
10 0.9345 0.8721 0.0624 7.1% 0.0087 1.0% 1% False True 375
20 0.9513 0.8721 0.0792 9.1% 0.0076 0.9% 1% False True 317
40 0.9513 0.8721 0.0792 9.1% 0.0065 0.7% 1% False True 253
60 0.9790 0.8721 0.1069 12.2% 0.0049 0.6% 1% False True 172
80 0.9892 0.8721 0.1171 13.4% 0.0038 0.4% 1% False True 133
100 0.9921 0.8721 0.1200 13.7% 0.0032 0.4% 1% False True 110
120 0.9921 0.8721 0.1200 13.7% 0.0028 0.3% 1% False True 92
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9112
1.618 0.9004
1.000 0.8937
0.618 0.8896
HIGH 0.8829
0.618 0.8788
0.500 0.8775
0.382 0.8762
LOW 0.8721
0.618 0.8654
1.000 0.8613
1.618 0.8546
2.618 0.8438
4.250 0.8262
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 0.8775 0.8807
PP 0.8760 0.8781
S1 0.8745 0.8756

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

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