CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 0.8387 0.8406 0.0019 0.2% 0.8356
High 0.8470 0.8428 -0.0042 -0.5% 0.8470
Low 0.8387 0.8389 0.0002 0.0% 0.8350
Close 0.8406 0.8417 0.0011 0.1% 0.8417
Range 0.0083 0.0039 -0.0044 -53.0% 0.0120
ATR 0.0051 0.0050 -0.0001 -1.7% 0.0000
Volume 23 192 169 734.8% 452
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8528 0.8512 0.8438
R3 0.8489 0.8473 0.8428
R2 0.8450 0.8450 0.8424
R1 0.8434 0.8434 0.8421 0.8442
PP 0.8411 0.8411 0.8411 0.8416
S1 0.8395 0.8395 0.8413 0.8403
S2 0.8372 0.8372 0.8410
S3 0.8333 0.8356 0.8406
S4 0.8294 0.8317 0.8396
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8772 0.8715 0.8483
R3 0.8652 0.8595 0.8450
R2 0.8532 0.8532 0.8439
R1 0.8475 0.8475 0.8428 0.8504
PP 0.8412 0.8412 0.8412 0.8427
S1 0.8355 0.8355 0.8406 0.8384
S2 0.8292 0.8292 0.8395
S3 0.8172 0.8235 0.8384
S4 0.8052 0.8115 0.8351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8470 0.8350 0.0120 1.4% 0.0047 0.6% 56% False False 90
10 0.8470 0.8255 0.0215 2.6% 0.0057 0.7% 75% False False 90
20 0.8470 0.8217 0.0253 3.0% 0.0041 0.5% 79% False False 66
40 0.8559 0.8217 0.0342 4.1% 0.0035 0.4% 58% False False 48
60 0.8640 0.8217 0.0423 5.0% 0.0036 0.4% 47% False False 33
80 0.8640 0.8217 0.0423 5.0% 0.0034 0.4% 47% False False 25
100 0.8883 0.8217 0.0666 7.9% 0.0031 0.4% 30% False False 21
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8594
2.618 0.8530
1.618 0.8491
1.000 0.8467
0.618 0.8452
HIGH 0.8428
0.618 0.8413
0.500 0.8409
0.382 0.8404
LOW 0.8389
0.618 0.8365
1.000 0.8350
1.618 0.8326
2.618 0.8287
4.250 0.8223
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 0.8414 0.8423
PP 0.8411 0.8421
S1 0.8409 0.8419

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

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