CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 0.8400 0.8438 0.0038 0.5% 0.8457
High 0.8436 0.8438 0.0002 0.0% 0.8470
Low 0.8400 0.8438 0.0038 0.5% 0.8407
Close 0.8436 0.8438 0.0002 0.0% 0.8424
Range 0.0036 0.0000 -0.0036 -100.0% 0.0063
ATR 0.0049 0.0046 -0.0003 -6.9% 0.0000
Volume 3 3 0 0.0% 26
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8438 0.8438 0.8438
R3 0.8438 0.8438 0.8438
R2 0.8438 0.8438 0.8438
R1 0.8438 0.8438 0.8438 0.8438
PP 0.8438 0.8438 0.8438 0.8438
S1 0.8438 0.8438 0.8438 0.8438
S2 0.8438 0.8438 0.8438
S3 0.8438 0.8438 0.8438
S4 0.8438 0.8438 0.8438
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 0.8438 0.8400 0.0038 0.5% 0.0013 0.2% 100% True False 2
10 0.8470 0.8336 0.0134 1.6% 0.0036 0.4% 76% False False 4
20 0.8559 0.8336 0.0223 2.6% 0.0027 0.3% 46% False False 29
40 0.8640 0.8311 0.0329 3.9% 0.0032 0.4% 39% False False 16
60 0.8640 0.8258 0.0382 4.5% 0.0030 0.4% 47% False False 11
80 0.9213 0.8258 0.0955 11.3% 0.0029 0.3% 19% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8438
2.618 0.8438
1.618 0.8438
1.000 0.8438
0.618 0.8438
HIGH 0.8438
0.618 0.8438
0.500 0.8438
0.382 0.8438
LOW 0.8438
0.618 0.8438
1.000 0.8438
1.618 0.8438
2.618 0.8438
4.250 0.8438
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 0.8438 0.8432
PP 0.8438 0.8425
S1 0.8438 0.8419

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

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