CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 0.8260 0.8344 0.0084 1.0% 0.8280
High 0.8400 0.8365 -0.0035 -0.4% 0.8286
Low 0.8260 0.8283 0.0023 0.3% 0.8217
Close 0.8309 0.8289 -0.0020 -0.2% 0.8265
Range 0.0140 0.0082 -0.0058 -41.4% 0.0069
ATR 0.0045 0.0048 0.0003 5.9% 0.0000
Volume 83 91 8 9.6% 254
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8558 0.8506 0.8334
R3 0.8476 0.8424 0.8312
R2 0.8394 0.8394 0.8304
R1 0.8342 0.8342 0.8297 0.8327
PP 0.8312 0.8312 0.8312 0.8305
S1 0.8260 0.8260 0.8281 0.8245
S2 0.8230 0.8230 0.8274
S3 0.8148 0.8178 0.8266
S4 0.8066 0.8096 0.8244
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 0.8400 0.8255 0.0145 1.7% 0.0052 0.6% 23% False False 69
10 0.8400 0.8217 0.0183 2.2% 0.0047 0.6% 39% False False 57
20 0.8438 0.8217 0.0221 2.7% 0.0031 0.4% 33% False False 37
40 0.8559 0.8217 0.0342 4.1% 0.0029 0.4% 21% False False 33
60 0.8640 0.8217 0.0423 5.1% 0.0032 0.4% 17% False False 23
80 0.8640 0.8217 0.0423 5.1% 0.0030 0.4% 17% False False 18
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8714
2.618 0.8580
1.618 0.8498
1.000 0.8447
0.618 0.8416
HIGH 0.8365
0.618 0.8334
0.500 0.8324
0.382 0.8314
LOW 0.8283
0.618 0.8232
1.000 0.8201
1.618 0.8150
2.618 0.8068
4.250 0.7935
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 0.8324 0.8328
PP 0.8312 0.8315
S1 0.8301 0.8302

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

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