CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 0.8424 0.8426 0.0002 0.0% 0.8457
High 0.8424 0.8437 0.0013 0.2% 0.8470
Low 0.8424 0.8408 -0.0016 -0.2% 0.8407
Close 0.8424 0.8437 0.0013 0.2% 0.8424
Range 0.0000 0.0029 0.0029 0.0063
ATR 0.0052 0.0050 -0.0002 -3.2% 0.0000
Volume 2 1 -1 -50.0% 26
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8514 0.8505 0.8453
R3 0.8485 0.8476 0.8445
R2 0.8456 0.8456 0.8442
R1 0.8447 0.8447 0.8440 0.8452
PP 0.8427 0.8427 0.8427 0.8430
S1 0.8418 0.8418 0.8434 0.8423
S2 0.8398 0.8398 0.8432
S3 0.8369 0.8389 0.8429
S4 0.8340 0.8360 0.8421
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8623 0.8586 0.8459
R3 0.8560 0.8523 0.8441
R2 0.8497 0.8497 0.8436
R1 0.8460 0.8460 0.8430 0.8447
PP 0.8434 0.8434 0.8434 0.8427
S1 0.8397 0.8397 0.8418 0.8384
S2 0.8371 0.8371 0.8412
S3 0.8308 0.8334 0.8407
S4 0.8245 0.8271 0.8389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8470 0.8407 0.0063 0.7% 0.0025 0.3% 48% False False 5
10 0.8472 0.8336 0.0136 1.6% 0.0035 0.4% 74% False False 54
20 0.8559 0.8336 0.0223 2.6% 0.0026 0.3% 45% False False 29
40 0.8640 0.8311 0.0329 3.9% 0.0031 0.4% 38% False False 16
60 0.8640 0.8258 0.0382 4.5% 0.0030 0.4% 47% False False 11
80 0.9288 0.8258 0.1030 12.2% 0.0028 0.3% 17% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8560
2.618 0.8513
1.618 0.8484
1.000 0.8466
0.618 0.8455
HIGH 0.8437
0.618 0.8426
0.500 0.8423
0.382 0.8419
LOW 0.8408
0.618 0.8390
1.000 0.8379
1.618 0.8361
2.618 0.8332
4.250 0.8285
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 0.8432 0.8432
PP 0.8427 0.8427
S1 0.8423 0.8423

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

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