CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 0.8349 0.8280 -0.0069 -0.8% 0.8346
High 0.8361 0.8280 -0.0081 -1.0% 0.8382
Low 0.8309 0.8262 -0.0047 -0.6% 0.8309
Close 0.8309 0.8274 -0.0035 -0.4% 0.8309
Range 0.0052 0.0018 -0.0034 -65.4% 0.0073
ATR 0.0042 0.0042 0.0000 0.9% 0.0000
Volume 23 3 -20 -87.0% 176
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8326 0.8318 0.8284
R3 0.8308 0.8300 0.8279
R2 0.8290 0.8290 0.8277
R1 0.8282 0.8282 0.8276 0.8277
PP 0.8272 0.8272 0.8272 0.8270
S1 0.8264 0.8264 0.8272 0.8259
S2 0.8254 0.8254 0.8271
S3 0.8236 0.8246 0.8269
S4 0.8218 0.8228 0.8264
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 0.8262 0.0120 1.5% 0.0021 0.3% 10% False True 33
10 0.8438 0.8262 0.0176 2.1% 0.0019 0.2% 7% False True 19
20 0.8472 0.8262 0.0210 2.5% 0.0027 0.3% 6% False True 37
40 0.8640 0.8262 0.0378 4.6% 0.0033 0.4% 3% False True 20
60 0.8640 0.8262 0.0378 4.6% 0.0031 0.4% 3% False True 14
80 0.8691 0.8258 0.0433 5.2% 0.0026 0.3% 4% False False 11
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8357
2.618 0.8327
1.618 0.8309
1.000 0.8298
0.618 0.8291
HIGH 0.8280
0.618 0.8273
0.500 0.8271
0.382 0.8269
LOW 0.8262
0.618 0.8251
1.000 0.8244
1.618 0.8233
2.618 0.8215
4.250 0.8186
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 0.8273 0.8312
PP 0.8272 0.8299
S1 0.8271 0.8287

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

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