CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 0.8457 0.8414 -0.0043 -0.5% 0.8472
High 0.8470 0.8445 -0.0025 -0.3% 0.8472
Low 0.8407 0.8413 0.0006 0.1% 0.8336
Close 0.8407 0.8445 0.0038 0.5% 0.8443
Range 0.0063 0.0032 -0.0031 -49.2% 0.0136
ATR 0.0060 0.0059 -0.0002 -2.6% 0.0000
Volume 5 17 12 240.0% 522
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8530 0.8520 0.8463
R3 0.8498 0.8488 0.8454
R2 0.8466 0.8466 0.8451
R1 0.8456 0.8456 0.8448 0.8461
PP 0.8434 0.8434 0.8434 0.8437
S1 0.8424 0.8424 0.8442 0.8429
S2 0.8402 0.8402 0.8439
S3 0.8370 0.8392 0.8436
S4 0.8338 0.8360 0.8427
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8825 0.8770 0.8518
R3 0.8689 0.8634 0.8480
R2 0.8553 0.8553 0.8468
R1 0.8498 0.8498 0.8455 0.8458
PP 0.8417 0.8417 0.8417 0.8397
S1 0.8362 0.8362 0.8431 0.8322
S2 0.8281 0.8281 0.8418
S3 0.8145 0.8226 0.8406
S4 0.8009 0.8090 0.8368
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8470 0.8336 0.0134 1.6% 0.0058 0.7% 81% False False 6
10 0.8559 0.8336 0.0223 2.6% 0.0042 0.5% 49% False False 56
20 0.8559 0.8336 0.0223 2.6% 0.0031 0.4% 49% False False 30
40 0.8640 0.8311 0.0329 3.9% 0.0033 0.4% 41% False False 17
60 0.8640 0.8258 0.0382 4.5% 0.0030 0.4% 49% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8581
2.618 0.8529
1.618 0.8497
1.000 0.8477
0.618 0.8465
HIGH 0.8445
0.618 0.8433
0.500 0.8429
0.382 0.8425
LOW 0.8413
0.618 0.8393
1.000 0.8381
1.618 0.8361
2.618 0.8329
4.250 0.8277
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 0.8440 0.8443
PP 0.8434 0.8441
S1 0.8429 0.8439

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

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