CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 0.8557 0.8548 -0.0009 -0.1% 0.8488
High 0.8557 0.8550 -0.0007 -0.1% 0.8550
Low 0.8557 0.8530 -0.0027 -0.3% 0.8470
Close 0.8557 0.8530 -0.0027 -0.3% 0.8537
Range 0.0000 0.0020 0.0020 0.0080
ATR 0.0058 0.0056 -0.0002 -3.8% 0.0000
Volume 8 2 -6 -75.0% 16
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8597 0.8583 0.8541
R3 0.8577 0.8563 0.8536
R2 0.8557 0.8557 0.8534
R1 0.8543 0.8543 0.8532 0.8540
PP 0.8537 0.8537 0.8537 0.8535
S1 0.8523 0.8523 0.8528 0.8520
S2 0.8517 0.8517 0.8526
S3 0.8497 0.8503 0.8525
S4 0.8477 0.8483 0.8519
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8759 0.8728 0.8581
R3 0.8679 0.8648 0.8559
R2 0.8599 0.8599 0.8552
R1 0.8568 0.8568 0.8544 0.8584
PP 0.8519 0.8519 0.8519 0.8527
S1 0.8488 0.8488 0.8530 0.8504
S2 0.8439 0.8439 0.8522
S3 0.8359 0.8408 0.8515
S4 0.8279 0.8328 0.8493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8557 0.8474 0.0083 1.0% 0.0012 0.1% 67% False False 2
10 0.8557 0.8458 0.0099 1.2% 0.0021 0.2% 73% False False 3
20 0.8640 0.8381 0.0259 3.0% 0.0039 0.5% 58% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0032 0.4% 71% False False 3
60 0.8803 0.8258 0.0545 6.4% 0.0028 0.3% 50% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8635
2.618 0.8602
1.618 0.8582
1.000 0.8570
0.618 0.8562
HIGH 0.8550
0.618 0.8542
0.500 0.8540
0.382 0.8538
LOW 0.8530
0.618 0.8518
1.000 0.8510
1.618 0.8498
2.618 0.8478
4.250 0.8445
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 0.8540 0.8541
PP 0.8537 0.8537
S1 0.8533 0.8534

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

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