CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 0.8270 0.8263 -0.0007 -0.1% 0.8280
High 0.8270 0.8275 0.0005 0.1% 0.8286
Low 0.8257 0.8255 -0.0002 0.0% 0.8217
Close 0.8258 0.8259 0.0001 0.0% 0.8265
Range 0.0013 0.0020 0.0007 53.8% 0.0069
ATR 0.0039 0.0038 -0.0001 -3.5% 0.0000
Volume 25 95 70 280.0% 254
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8323 0.8311 0.8270
R3 0.8303 0.8291 0.8265
R2 0.8283 0.8283 0.8263
R1 0.8271 0.8271 0.8261 0.8267
PP 0.8263 0.8263 0.8263 0.8261
S1 0.8251 0.8251 0.8257 0.8247
S2 0.8243 0.8243 0.8255
S3 0.8223 0.8231 0.8254
S4 0.8203 0.8211 0.8248
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 0.8280 0.8239 0.0041 0.5% 0.0022 0.3% 49% False False 69
10 0.8382 0.8217 0.0165 2.0% 0.0027 0.3% 25% False False 48
20 0.8445 0.8217 0.0228 2.8% 0.0021 0.3% 18% False False 29
40 0.8559 0.8217 0.0342 4.1% 0.0026 0.3% 12% False False 29
60 0.8640 0.8217 0.0423 5.1% 0.0029 0.3% 10% False False 20
80 0.8640 0.8217 0.0423 5.1% 0.0027 0.3% 10% False False 16
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8360
2.618 0.8327
1.618 0.8307
1.000 0.8295
0.618 0.8287
HIGH 0.8275
0.618 0.8267
0.500 0.8265
0.382 0.8263
LOW 0.8255
0.618 0.8243
1.000 0.8235
1.618 0.8223
2.618 0.8203
4.250 0.8170
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 0.8265 0.8265
PP 0.8263 0.8263
S1 0.8261 0.8261

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

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