CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 0.8402 0.8346 -0.0056 -0.7% 0.8426
High 0.8412 0.8346 -0.0066 -0.8% 0.8438
Low 0.8377 0.8339 -0.0038 -0.5% 0.8377
Close 0.8377 0.8346 -0.0031 -0.4% 0.8377
Range 0.0035 0.0007 -0.0028 -80.0% 0.0061
ATR 0.0045 0.0044 0.0000 -1.1% 0.0000
Volume 6 14 8 133.3% 16
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8365 0.8362 0.8350
R3 0.8358 0.8355 0.8348
R2 0.8351 0.8351 0.8347
R1 0.8348 0.8348 0.8347 0.8350
PP 0.8344 0.8344 0.8344 0.8344
S1 0.8341 0.8341 0.8345 0.8343
S2 0.8337 0.8337 0.8345
S3 0.8330 0.8334 0.8344
S4 0.8323 0.8327 0.8342
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 0.8339 0.0099 1.2% 0.0016 0.2% 7% False True 5
10 0.8470 0.8339 0.0131 1.6% 0.0021 0.2% 5% False True 5
20 0.8559 0.8336 0.0223 2.7% 0.0027 0.3% 4% False False 30
40 0.8640 0.8332 0.0308 3.7% 0.0033 0.4% 5% False False 16
60 0.8640 0.8258 0.0382 4.6% 0.0031 0.4% 23% False False 12
80 0.8842 0.8258 0.0584 7.0% 0.0028 0.3% 15% False False 10
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 False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8376
2.618 0.8364
1.618 0.8357
1.000 0.8353
0.618 0.8350
HIGH 0.8346
0.618 0.8343
0.500 0.8343
0.382 0.8342
LOW 0.8339
0.618 0.8335
1.000 0.8332
1.618 0.8328
2.618 0.8321
4.250 0.8309
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 0.8345 0.8376
PP 0.8344 0.8366
S1 0.8343 0.8356

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

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