CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 0.8346 0.8369 0.0023 0.3% 0.8426
High 0.8346 0.8378 0.0032 0.4% 0.8438
Low 0.8339 0.8366 0.0027 0.3% 0.8377
Close 0.8346 0.8378 0.0032 0.4% 0.8377
Range 0.0007 0.0012 0.0005 71.4% 0.0061
ATR 0.0044 0.0044 -0.0001 -2.0% 0.0000
Volume 14 53 39 278.6% 16
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8410 0.8406 0.8385
R3 0.8398 0.8394 0.8381
R2 0.8386 0.8386 0.8380
R1 0.8382 0.8382 0.8379 0.8384
PP 0.8374 0.8374 0.8374 0.8375
S1 0.8370 0.8370 0.8377 0.8372
S2 0.8362 0.8362 0.8376
S3 0.8350 0.8358 0.8375
S4 0.8338 0.8346 0.8371
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% 0.0011 0.1% 39% False False 15
10 0.8445 0.8339 0.0106 1.3% 0.0015 0.2% 37% False False 10
20 0.8559 0.8336 0.0223 2.7% 0.0028 0.3% 19% False False 32
40 0.8640 0.8336 0.0304 3.6% 0.0033 0.4% 14% False False 18
60 0.8640 0.8258 0.0382 4.6% 0.0031 0.4% 31% False False 13
80 0.8809 0.8258 0.0551 6.6% 0.0028 0.3% 22% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8429
2.618 0.8409
1.618 0.8397
1.000 0.8390
0.618 0.8385
HIGH 0.8378
0.618 0.8373
0.500 0.8372
0.382 0.8371
LOW 0.8366
0.618 0.8359
1.000 0.8354
1.618 0.8347
2.618 0.8335
4.250 0.8315
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 0.8376 0.8377
PP 0.8374 0.8376
S1 0.8372 0.8376

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

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