CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.8263 0.8270 0.0007 0.1% 0.8280
High 0.8268 0.8270 0.0002 0.0% 0.8286
Low 0.8261 0.8257 -0.0004 0.0% 0.8217
Close 0.8265 0.8258 -0.0007 -0.1% 0.8265
Range 0.0007 0.0013 0.0006 85.7% 0.0069
ATR 0.0041 0.0039 -0.0002 -4.9% 0.0000
Volume 52 25 -27 -51.9% 254
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8301 0.8292 0.8265
R3 0.8288 0.8279 0.8262
R2 0.8275 0.8275 0.8260
R1 0.8266 0.8266 0.8259 0.8264
PP 0.8262 0.8262 0.8262 0.8261
S1 0.8253 0.8253 0.8257 0.8251
S2 0.8249 0.8249 0.8256
S3 0.8236 0.8240 0.8254
S4 0.8223 0.8227 0.8251
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% 0.0031 0.4% 59% False False 55
10 0.8382 0.8217 0.0165 2.0% 0.0026 0.3% 25% False False 44
20 0.8470 0.8217 0.0253 3.1% 0.0023 0.3% 16% False False 24
40 0.8640 0.8217 0.0423 5.1% 0.0028 0.3% 10% False False 27
60 0.8640 0.8217 0.0423 5.1% 0.0030 0.4% 10% False False 19
80 0.8640 0.8217 0.0423 5.1% 0.0027 0.3% 10% False False 15
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8325
2.618 0.8304
1.618 0.8291
1.000 0.8283
0.618 0.8278
HIGH 0.8270
0.618 0.8265
0.500 0.8264
0.382 0.8262
LOW 0.8257
0.618 0.8249
1.000 0.8244
1.618 0.8236
2.618 0.8223
4.250 0.8202
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.8264 0.8260
PP 0.8262 0.8259
S1 0.8260 0.8259

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

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