CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 0.8399 0.8445 0.0046 0.5% 0.8311
High 0.8480 0.8445 -0.0035 -0.4% 0.8393
Low 0.8399 0.8433 0.0034 0.4% 0.8311
Close 0.8456 0.8433 -0.0023 -0.3% 0.8332
Range 0.0081 0.0012 -0.0069 -85.2% 0.0082
ATR 0.0054 0.0052 -0.0002 -4.1% 0.0000
Volume 1 8 7 700.0% 16
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8473 0.8465 0.8440
R3 0.8461 0.8453 0.8436
R2 0.8449 0.8449 0.8435
R1 0.8441 0.8441 0.8434 0.8439
PP 0.8437 0.8437 0.8437 0.8436
S1 0.8429 0.8429 0.8432 0.8427
S2 0.8425 0.8425 0.8431
S3 0.8413 0.8417 0.8430
S4 0.8401 0.8405 0.8426
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8591 0.8544 0.8377
R3 0.8509 0.8462 0.8355
R2 0.8427 0.8427 0.8347
R1 0.8380 0.8380 0.8340 0.8404
PP 0.8345 0.8345 0.8345 0.8357
S1 0.8298 0.8298 0.8324 0.8322
S2 0.8263 0.8263 0.8317
S3 0.8181 0.8216 0.8309
S4 0.8099 0.8134 0.8287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8480 0.8332 0.0148 1.8% 0.0026 0.3% 68% False False 3
10 0.8480 0.8311 0.0169 2.0% 0.0017 0.2% 72% False False 3
20 0.8639 0.8311 0.0328 3.9% 0.0027 0.3% 37% False False 3
40 0.8803 0.8258 0.0545 6.5% 0.0021 0.3% 32% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8496
2.618 0.8476
1.618 0.8464
1.000 0.8457
0.618 0.8452
HIGH 0.8445
0.618 0.8440
0.500 0.8439
0.382 0.8438
LOW 0.8433
0.618 0.8426
1.000 0.8421
1.618 0.8414
2.618 0.8402
4.250 0.8382
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 0.8439 0.8437
PP 0.8437 0.8435
S1 0.8435 0.8434

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

View Archives - Comment on this page... - Back to Index of Symbols