CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.8246 0.8258 0.0012 0.1% 0.8346
High 0.8286 0.8268 -0.0018 -0.2% 0.8382
Low 0.8217 0.8241 0.0024 0.3% 0.8309
Close 0.8281 0.8252 -0.0029 -0.4% 0.8309
Range 0.0069 0.0027 -0.0042 -60.9% 0.0073
ATR 0.0044 0.0044 0.0000 -0.7% 0.0000
Volume 23 87 64 278.3% 176
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8335 0.8320 0.8267
R3 0.8308 0.8293 0.8259
R2 0.8281 0.8281 0.8257
R1 0.8266 0.8266 0.8254 0.8260
PP 0.8254 0.8254 0.8254 0.8251
S1 0.8239 0.8239 0.8250 0.8233
S2 0.8227 0.8227 0.8247
S3 0.8200 0.8212 0.8245
S4 0.8173 0.8185 0.8237
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 0.8361 0.8217 0.0144 1.7% 0.0036 0.4% 24% False False 42
10 0.8412 0.8217 0.0195 2.4% 0.0025 0.3% 18% False False 29
20 0.8470 0.8217 0.0253 3.1% 0.0030 0.4% 14% False False 17
40 0.8640 0.8217 0.0423 5.1% 0.0033 0.4% 8% False False 23
60 0.8640 0.8217 0.0423 5.1% 0.0031 0.4% 8% False False 16
80 0.8680 0.8217 0.0463 5.6% 0.0027 0.3% 8% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8383
2.618 0.8339
1.618 0.8312
1.000 0.8295
0.618 0.8285
HIGH 0.8268
0.618 0.8258
0.500 0.8255
0.382 0.8251
LOW 0.8241
0.618 0.8224
1.000 0.8214
1.618 0.8197
2.618 0.8170
4.250 0.8126
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.8255 0.8252
PP 0.8254 0.8252
S1 0.8253 0.8252

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

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