CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 0.8397 0.8349 -0.0048 -0.6% 0.8557
High 0.8397 0.8440 0.0043 0.5% 0.8559
Low 0.8341 0.8336 -0.0005 -0.1% 0.8412
Close 0.8341 0.8437 0.0096 1.2% 0.8420
Range 0.0056 0.0104 0.0048 85.7% 0.0147
ATR 0.0059 0.0062 0.0003 5.5% 0.0000
Volume 2 1 -1 -50.0% 29
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8716 0.8681 0.8494
R3 0.8612 0.8577 0.8466
R2 0.8508 0.8508 0.8456
R1 0.8473 0.8473 0.8447 0.8491
PP 0.8404 0.8404 0.8404 0.8413
S1 0.8369 0.8369 0.8427 0.8387
S2 0.8300 0.8300 0.8418
S3 0.8196 0.8265 0.8408
S4 0.8092 0.8161 0.8380
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8905 0.8809 0.8501
R3 0.8758 0.8662 0.8460
R2 0.8611 0.8611 0.8447
R1 0.8515 0.8515 0.8433 0.8490
PP 0.8464 0.8464 0.8464 0.8451
S1 0.8368 0.8368 0.8407 0.8343
S2 0.8317 0.8317 0.8393
S3 0.8170 0.8221 0.8380
S4 0.8023 0.8074 0.8339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8472 0.8336 0.0136 1.6% 0.0047 0.6% 74% False True 104
10 0.8559 0.8336 0.0223 2.6% 0.0032 0.4% 45% False True 54
20 0.8640 0.8336 0.0304 3.6% 0.0038 0.4% 33% False True 29
40 0.8640 0.8311 0.0329 3.9% 0.0035 0.4% 38% False False 16
60 0.8648 0.8258 0.0390 4.6% 0.0029 0.3% 46% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8882
2.618 0.8712
1.618 0.8608
1.000 0.8544
0.618 0.8504
HIGH 0.8440
0.618 0.8400
0.500 0.8388
0.382 0.8376
LOW 0.8336
0.618 0.8272
1.000 0.8232
1.618 0.8168
2.618 0.8064
4.250 0.7894
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 0.8421 0.8421
PP 0.8404 0.8404
S1 0.8388 0.8388

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.