CME Japanese Yen Future June 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 0.9226 0.9189 -0.0037 -0.4% 0.9359
High 0.9226 0.9211 -0.0015 -0.2% 0.9363
Low 0.9226 0.9189 -0.0037 -0.4% 0.9189
Close 0.9226 0.9211 -0.0015 -0.2% 0.9211
Range 0.0000 0.0022 0.0022 0.0174
ATR 0.0032 0.0032 0.0000 1.2% 0.0000
Volume 4 4 0 0.0% 20
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9270 0.9262 0.9223
R3 0.9248 0.9240 0.9217
R2 0.9226 0.9226 0.9215
R1 0.9218 0.9218 0.9213 0.9222
PP 0.9204 0.9204 0.9204 0.9206
S1 0.9196 0.9196 0.9209 0.9200
S2 0.9182 0.9182 0.9207
S3 0.9160 0.9174 0.9205
S4 0.9138 0.9152 0.9199
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9776 0.9668 0.9307
R3 0.9602 0.9494 0.9259
R2 0.9428 0.9428 0.9243
R1 0.9320 0.9320 0.9227 0.9287
PP 0.9254 0.9254 0.9254 0.9238
S1 0.9146 0.9146 0.9195 0.9113
S2 0.9080 0.9080 0.9179
S3 0.8906 0.8972 0.9163
S4 0.8732 0.8798 0.9115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9363 0.9189 0.0174 1.9% 0.0004 0.0% 13% False True 4
10 0.9494 0.9189 0.0305 3.3% 0.0009 0.1% 7% False True 3
20 0.9674 0.9189 0.0485 5.3% 0.0007 0.1% 5% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9305
2.618 0.9269
1.618 0.9247
1.000 0.9233
0.618 0.9225
HIGH 0.9211
0.618 0.9203
0.500 0.9200
0.382 0.9197
LOW 0.9189
0.618 0.9175
1.000 0.9167
1.618 0.9153
2.618 0.9131
4.250 0.9096
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 0.9207 0.9240
PP 0.9204 0.9230
S1 0.9200 0.9221

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

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