CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 0.8400 0.8402 0.0002 0.0% 0.8426
High 0.8400 0.8412 0.0012 0.1% 0.8438
Low 0.8397 0.8377 -0.0020 -0.2% 0.8377
Close 0.8398 0.8377 -0.0021 -0.3% 0.8377
Range 0.0003 0.0035 0.0032 1,066.7% 0.0061
ATR 0.0046 0.0045 -0.0001 -1.7% 0.0000
Volume 3 6 3 100.0% 16
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8494 0.8470 0.8396
R3 0.8459 0.8435 0.8387
R2 0.8424 0.8424 0.8383
R1 0.8400 0.8400 0.8380 0.8395
PP 0.8389 0.8389 0.8389 0.8386
S1 0.8365 0.8365 0.8374 0.8360
S2 0.8354 0.8354 0.8371
S3 0.8319 0.8330 0.8367
S4 0.8284 0.8295 0.8358
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8580 0.8540 0.8411
R3 0.8519 0.8479 0.8394
R2 0.8458 0.8458 0.8388
R1 0.8418 0.8418 0.8383 0.8408
PP 0.8397 0.8397 0.8397 0.8392
S1 0.8357 0.8357 0.8371 0.8347
S2 0.8336 0.8336 0.8366
S3 0.8275 0.8296 0.8360
S4 0.8214 0.8235 0.8343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8438 0.8377 0.0061 0.7% 0.0021 0.2% 0% False True 3
10 0.8470 0.8377 0.0093 1.1% 0.0023 0.3% 0% False True 5
20 0.8559 0.8336 0.0223 2.7% 0.0028 0.3% 18% False False 29
40 0.8640 0.8332 0.0308 3.7% 0.0033 0.4% 15% False False 16
60 0.8640 0.8258 0.0382 4.6% 0.0031 0.4% 31% False False 12
80 0.8883 0.8258 0.0625 7.5% 0.0029 0.3% 19% 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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8561
2.618 0.8504
1.618 0.8469
1.000 0.8447
0.618 0.8434
HIGH 0.8412
0.618 0.8399
0.500 0.8395
0.382 0.8390
LOW 0.8377
0.618 0.8355
1.000 0.8342
1.618 0.8320
2.618 0.8285
4.250 0.8228
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 0.8395 0.8408
PP 0.8389 0.8397
S1 0.8383 0.8387

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

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