CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 0.8297 0.8356 0.0059 0.7% 0.8270
High 0.8359 0.8379 0.0020 0.2% 0.8400
Low 0.8278 0.8350 0.0072 0.9% 0.8255
Close 0.8341 0.8367 0.0026 0.3% 0.8341
Range 0.0081 0.0029 -0.0052 -64.2% 0.0145
ATR 0.0050 0.0049 -0.0001 -1.7% 0.0000
Volume 161 119 -42 -26.1% 455
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8452 0.8439 0.8383
R3 0.8423 0.8410 0.8375
R2 0.8394 0.8394 0.8372
R1 0.8381 0.8381 0.8370 0.8388
PP 0.8365 0.8365 0.8365 0.8369
S1 0.8352 0.8352 0.8364 0.8359
S2 0.8336 0.8336 0.8362
S3 0.8307 0.8323 0.8359
S4 0.8278 0.8294 0.8351
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8767 0.8699 0.8421
R3 0.8622 0.8554 0.8381
R2 0.8477 0.8477 0.8368
R1 0.8409 0.8409 0.8354 0.8443
PP 0.8332 0.8332 0.8332 0.8349
S1 0.8264 0.8264 0.8328 0.8298
S2 0.8187 0.8187 0.8314
S3 0.8042 0.8119 0.8301
S4 0.7897 0.7974 0.8261
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% 0.0070 0.8% 77% False False 109
10 0.8400 0.8217 0.0183 2.2% 0.0051 0.6% 82% False False 82
20 0.8438 0.8217 0.0221 2.6% 0.0035 0.4% 68% False False 50
40 0.8559 0.8217 0.0342 4.1% 0.0030 0.4% 44% False False 40
60 0.8640 0.8217 0.0423 5.1% 0.0032 0.4% 35% False False 28
80 0.8640 0.8217 0.0423 5.1% 0.0031 0.4% 35% False False 21
100 0.9288 0.8217 0.1071 12.8% 0.0030 0.4% 14% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8502
2.618 0.8455
1.618 0.8426
1.000 0.8408
0.618 0.8397
HIGH 0.8379
0.618 0.8368
0.500 0.8365
0.382 0.8361
LOW 0.8350
0.618 0.8332
1.000 0.8321
1.618 0.8303
2.618 0.8274
4.250 0.8227
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 0.8366 0.8354
PP 0.8365 0.8341
S1 0.8365 0.8329

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

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