CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 0.8263 0.8260 -0.0003 0.0% 0.8280
High 0.8275 0.8400 0.0125 1.5% 0.8286
Low 0.8255 0.8260 0.0005 0.1% 0.8217
Close 0.8259 0.8309 0.0050 0.6% 0.8265
Range 0.0020 0.0140 0.0120 600.0% 0.0069
ATR 0.0038 0.0045 0.0007 19.7% 0.0000
Volume 95 83 -12 -12.6% 254
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8743 0.8666 0.8386
R3 0.8603 0.8526 0.8348
R2 0.8463 0.8463 0.8335
R1 0.8386 0.8386 0.8322 0.8425
PP 0.8323 0.8323 0.8323 0.8342
S1 0.8246 0.8246 0.8296 0.8285
S2 0.8183 0.8183 0.8283
S3 0.8043 0.8106 0.8271
S4 0.7903 0.7966 0.8232
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8463 0.8433 0.8303
R3 0.8394 0.8364 0.8284
R2 0.8325 0.8325 0.8278
R1 0.8295 0.8295 0.8271 0.8276
PP 0.8256 0.8256 0.8256 0.8246
S1 0.8226 0.8226 0.8259 0.8207
S2 0.8187 0.8187 0.8252
S3 0.8118 0.8157 0.8246
S4 0.8049 0.8088 0.8227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8400 0.8239 0.0161 1.9% 0.0044 0.5% 43% True False 68
10 0.8400 0.8217 0.0183 2.2% 0.0040 0.5% 50% True False 55
20 0.8438 0.8217 0.0221 2.7% 0.0027 0.3% 42% False False 32
40 0.8559 0.8217 0.0342 4.1% 0.0029 0.3% 27% False False 31
60 0.8640 0.8217 0.0423 5.1% 0.0031 0.4% 22% False False 22
80 0.8640 0.8217 0.0423 5.1% 0.0029 0.4% 22% False False 17
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 99 trading days
Fibonacci Retracements and Extensions
4.250 0.8995
2.618 0.8767
1.618 0.8627
1.000 0.8540
0.618 0.8487
HIGH 0.8400
0.618 0.8347
0.500 0.8330
0.382 0.8313
LOW 0.8260
0.618 0.8173
1.000 0.8120
1.618 0.8033
2.618 0.7893
4.250 0.7665
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 0.8330 0.8328
PP 0.8323 0.8321
S1 0.8316 0.8315

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

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