CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 0.8258 0.8255 -0.0003 0.0% 0.8346
High 0.8268 0.8280 0.0012 0.1% 0.8382
Low 0.8241 0.8239 -0.0002 0.0% 0.8309
Close 0.8252 0.8263 0.0011 0.1% 0.8309
Range 0.0027 0.0041 0.0014 51.9% 0.0073
ATR 0.0044 0.0044 0.0000 -0.4% 0.0000
Volume 87 89 2 2.3% 176
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8384 0.8364 0.8286
R3 0.8343 0.8323 0.8274
R2 0.8302 0.8302 0.8271
R1 0.8282 0.8282 0.8267 0.8292
PP 0.8261 0.8261 0.8261 0.8266
S1 0.8241 0.8241 0.8259 0.8251
S2 0.8220 0.8220 0.8255
S3 0.8179 0.8200 0.8252
S4 0.8138 0.8159 0.8240
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% 0.0041 0.5% 32% False False 45
10 0.8412 0.8217 0.0195 2.4% 0.0029 0.3% 24% False False 38
20 0.8470 0.8217 0.0253 3.1% 0.0029 0.4% 18% False False 21
40 0.8640 0.8217 0.0423 5.1% 0.0033 0.4% 11% False False 25
60 0.8640 0.8217 0.0423 5.1% 0.0031 0.4% 11% False False 18
80 0.8648 0.8217 0.0431 5.2% 0.0028 0.3% 11% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8454
2.618 0.8387
1.618 0.8346
1.000 0.8321
0.618 0.8305
HIGH 0.8280
0.618 0.8264
0.500 0.8260
0.382 0.8255
LOW 0.8239
0.618 0.8214
1.000 0.8198
1.618 0.8173
2.618 0.8132
4.250 0.8065
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 0.8262 0.8259
PP 0.8261 0.8255
S1 0.8260 0.8252

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

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