CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 0.8255 0.8263 0.0008 0.1% 0.8280
High 0.8280 0.8268 -0.0012 -0.1% 0.8286
Low 0.8239 0.8261 0.0022 0.3% 0.8217
Close 0.8263 0.8265 0.0002 0.0% 0.8265
Range 0.0041 0.0007 -0.0034 -82.9% 0.0069
ATR 0.0044 0.0041 -0.0003 -6.0% 0.0000
Volume 89 52 -37 -41.6% 254
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8286 0.8282 0.8269
R3 0.8279 0.8275 0.8267
R2 0.8272 0.8272 0.8266
R1 0.8268 0.8268 0.8266 0.8270
PP 0.8265 0.8265 0.8265 0.8266
S1 0.8261 0.8261 0.8264 0.8263
S2 0.8258 0.8258 0.8264
S3 0.8251 0.8254 0.8263
S4 0.8244 0.8247 0.8261
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8463 0.8433 0.8303
R3 0.8394 0.8364 0.8284
R2 0.8325 0.8325 0.8278
R1 0.8295 0.8295 0.8271 0.8276
PP 0.8256 0.8256 0.8256 0.8246
S1 0.8226 0.8226 0.8259 0.8207
S2 0.8187 0.8187 0.8252
S3 0.8118 0.8157 0.8246
S4 0.8049 0.8088 0.8227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8286 0.8217 0.0069 0.8% 0.0032 0.4% 70% False False 50
10 0.8382 0.8217 0.0165 2.0% 0.0026 0.3% 29% False False 43
20 0.8470 0.8217 0.0253 3.1% 0.0025 0.3% 19% False False 24
40 0.8640 0.8217 0.0423 5.1% 0.0031 0.4% 11% False False 26
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 True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8298
2.618 0.8286
1.618 0.8279
1.000 0.8275
0.618 0.8272
HIGH 0.8268
0.618 0.8265
0.500 0.8265
0.382 0.8264
LOW 0.8261
0.618 0.8257
1.000 0.8254
1.618 0.8250
2.618 0.8243
4.250 0.8231
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 0.8265 0.8263
PP 0.8265 0.8261
S1 0.8265 0.8260

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

View Archives - Comment on this page... - Back to Index of Symbols