CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 0.8369 0.8382 0.0013 0.2% 0.8426
High 0.8378 0.8382 0.0004 0.0% 0.8438
Low 0.8366 0.8371 0.0005 0.1% 0.8377
Close 0.8378 0.8377 -0.0001 0.0% 0.8377
Range 0.0012 0.0011 -0.0001 -8.3% 0.0061
ATR 0.0044 0.0041 -0.0002 -5.3% 0.0000
Volume 53 9 -44 -83.0% 16
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8410 0.8404 0.8383
R3 0.8399 0.8393 0.8380
R2 0.8388 0.8388 0.8379
R1 0.8382 0.8382 0.8378 0.8380
PP 0.8377 0.8377 0.8377 0.8375
S1 0.8371 0.8371 0.8376 0.8369
S2 0.8366 0.8366 0.8375
S3 0.8355 0.8360 0.8374
S4 0.8344 0.8349 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 0.8412 0.8339 0.0073 0.9% 0.0014 0.2% 52% False False 17
10 0.8438 0.8339 0.0099 1.2% 0.0013 0.2% 38% False False 9
20 0.8559 0.8336 0.0223 2.7% 0.0027 0.3% 18% False False 32
40 0.8640 0.8336 0.0304 3.6% 0.0033 0.4% 13% False False 18
60 0.8640 0.8258 0.0382 4.6% 0.0031 0.4% 31% False False 13
80 0.8803 0.8258 0.0545 6.5% 0.0028 0.3% 22% 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 True
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8429
2.618 0.8411
1.618 0.8400
1.000 0.8393
0.618 0.8389
HIGH 0.8382
0.618 0.8378
0.500 0.8377
0.382 0.8375
LOW 0.8371
0.618 0.8364
1.000 0.8360
1.618 0.8353
2.618 0.8342
4.250 0.8324
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 0.8377 0.8372
PP 0.8377 0.8366
S1 0.8377 0.8361

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

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