CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 0.8400 0.8399 -0.0001 0.0% 0.8311
High 0.8400 0.8480 0.0080 1.0% 0.8393
Low 0.8393 0.8399 0.0006 0.1% 0.8311
Close 0.8393 0.8456 0.0063 0.8% 0.8332
Range 0.0007 0.0081 0.0074 1,057.1% 0.0082
ATR 0.0052 0.0054 0.0003 4.9% 0.0000
Volume 1 1 0 0.0% 16
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8688 0.8653 0.8501
R3 0.8607 0.8572 0.8478
R2 0.8526 0.8526 0.8471
R1 0.8491 0.8491 0.8463 0.8509
PP 0.8445 0.8445 0.8445 0.8454
S1 0.8410 0.8410 0.8449 0.8428
S2 0.8364 0.8364 0.8441
S3 0.8283 0.8329 0.8434
S4 0.8202 0.8248 0.8411
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% 0.0023 0.3% 84% True False 2
10 0.8480 0.8311 0.0169 2.0% 0.0018 0.2% 86% True False 3
20 0.8639 0.8258 0.0381 4.5% 0.0030 0.4% 52% False False 2
40 0.8803 0.8258 0.0545 6.4% 0.0022 0.3% 36% False False 3
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 0.0000
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8824
2.618 0.8692
1.618 0.8611
1.000 0.8561
0.618 0.8530
HIGH 0.8480
0.618 0.8449
0.500 0.8440
0.382 0.8430
LOW 0.8399
0.618 0.8349
1.000 0.8318
1.618 0.8268
2.618 0.8187
4.250 0.8055
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 0.8451 0.8439
PP 0.8445 0.8423
S1 0.8440 0.8406

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

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