CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 0.8346 0.8349 0.0003 0.0% 0.8346
High 0.8353 0.8361 0.0008 0.1% 0.8382
Low 0.8340 0.8309 -0.0031 -0.4% 0.8309
Close 0.8345 0.8309 -0.0036 -0.4% 0.8309
Range 0.0013 0.0052 0.0039 300.0% 0.0073
ATR 0.0041 0.0042 0.0001 1.9% 0.0000
Volume 77 23 -54 -70.1% 176
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8482 0.8448 0.8338
R3 0.8430 0.8396 0.8323
R2 0.8378 0.8378 0.8319
R1 0.8344 0.8344 0.8314 0.8335
PP 0.8326 0.8326 0.8326 0.8322
S1 0.8292 0.8292 0.8304 0.8283
S2 0.8274 0.8274 0.8299
S3 0.8222 0.8240 0.8295
S4 0.8170 0.8188 0.8280
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8552 0.8504 0.8349
R3 0.8479 0.8431 0.8329
R2 0.8406 0.8406 0.8322
R1 0.8358 0.8358 0.8316 0.8346
PP 0.8333 0.8333 0.8333 0.8327
S1 0.8285 0.8285 0.8302 0.8273
S2 0.8260 0.8260 0.8296
S3 0.8187 0.8212 0.8289
S4 0.8114 0.8139 0.8269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8382 0.8309 0.0073 0.9% 0.0019 0.2% 0% False True 35
10 0.8438 0.8309 0.0129 1.6% 0.0020 0.2% 0% False True 19
20 0.8472 0.8309 0.0163 2.0% 0.0028 0.3% 0% False True 37
40 0.8640 0.8309 0.0331 4.0% 0.0032 0.4% 0% False True 20
60 0.8640 0.8309 0.0331 4.0% 0.0030 0.4% 0% False True 14
80 0.8803 0.8258 0.0545 6.6% 0.0027 0.3% 9% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8582
2.618 0.8497
1.618 0.8445
1.000 0.8413
0.618 0.8393
HIGH 0.8361
0.618 0.8341
0.500 0.8335
0.382 0.8329
LOW 0.8309
0.618 0.8277
1.000 0.8257
1.618 0.8225
2.618 0.8173
4.250 0.8088
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 0.8335 0.8346
PP 0.8326 0.8333
S1 0.8318 0.8321

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

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