CME Japanese Yen Future March 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 0.8681 0.8748 0.0067 0.8% 0.8881
High 0.8762 0.8788 0.0026 0.3% 0.8893
Low 0.8665 0.8714 0.0049 0.6% 0.8665
Close 0.8743 0.8714 -0.0029 -0.3% 0.8743
Range 0.0097 0.0074 -0.0023 -23.7% 0.0228
ATR 0.0084 0.0083 -0.0001 -0.9% 0.0000
Volume 1,052 970 -82 -7.8% 4,636
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8961 0.8911 0.8755
R3 0.8887 0.8837 0.8734
R2 0.8813 0.8813 0.8728
R1 0.8763 0.8763 0.8721 0.8751
PP 0.8739 0.8739 0.8739 0.8733
S1 0.8689 0.8689 0.8707 0.8677
S2 0.8665 0.8665 0.8700
S3 0.8591 0.8615 0.8694
S4 0.8517 0.8541 0.8673
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9451 0.9325 0.8868
R3 0.9223 0.9097 0.8806
R2 0.8995 0.8995 0.8785
R1 0.8869 0.8869 0.8764 0.8818
PP 0.8767 0.8767 0.8767 0.8742
S1 0.8641 0.8641 0.8722 0.8590
S2 0.8539 0.8539 0.8701
S3 0.8311 0.8413 0.8680
S4 0.8083 0.8185 0.8618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8844 0.8665 0.0179 2.1% 0.0085 1.0% 27% False False 916
10 0.9287 0.8665 0.0622 7.1% 0.0096 1.1% 8% False False 622
20 0.9513 0.8665 0.0848 9.7% 0.0082 0.9% 6% False False 432
40 0.9513 0.8665 0.0848 9.7% 0.0071 0.8% 6% False False 317
60 0.9765 0.8665 0.1100 12.6% 0.0053 0.6% 4% False False 219
80 0.9886 0.8665 0.1221 14.0% 0.0041 0.5% 4% False False 168
100 0.9921 0.8665 0.1256 14.4% 0.0034 0.4% 4% False False 138
120 0.9921 0.8665 0.1256 14.4% 0.0030 0.3% 4% False False 116
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9103
2.618 0.8982
1.618 0.8908
1.000 0.8862
0.618 0.8834
HIGH 0.8788
0.618 0.8760
0.500 0.8751
0.382 0.8742
LOW 0.8714
0.618 0.8668
1.000 0.8640
1.618 0.8594
2.618 0.8520
4.250 0.8400
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 0.8751 0.8727
PP 0.8739 0.8722
S1 0.8726 0.8718

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

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