CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 0.8406 0.8405 -0.0001 0.0% 0.8356
High 0.8428 0.8409 -0.0019 -0.2% 0.8470
Low 0.8389 0.8341 -0.0048 -0.6% 0.8350
Close 0.8417 0.8341 -0.0076 -0.9% 0.8417
Range 0.0039 0.0068 0.0029 74.4% 0.0120
ATR 0.0050 0.0052 0.0002 3.6% 0.0000
Volume 192 172 -20 -10.4% 452
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8568 0.8522 0.8378
R3 0.8500 0.8454 0.8360
R2 0.8432 0.8432 0.8353
R1 0.8386 0.8386 0.8347 0.8375
PP 0.8364 0.8364 0.8364 0.8358
S1 0.8318 0.8318 0.8335 0.8307
S2 0.8296 0.8296 0.8329
S3 0.8228 0.8250 0.8322
S4 0.8160 0.8182 0.8304
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 0.8341 0.0129 1.5% 0.0055 0.7% 0% False True 101
10 0.8470 0.8255 0.0215 2.6% 0.0063 0.8% 40% False False 105
20 0.8470 0.8217 0.0253 3.0% 0.0045 0.5% 49% False False 74
40 0.8559 0.8217 0.0342 4.1% 0.0036 0.4% 36% False False 52
60 0.8640 0.8217 0.0423 5.1% 0.0037 0.4% 29% False False 36
80 0.8640 0.8217 0.0423 5.1% 0.0034 0.4% 29% False False 27
100 0.8842 0.8217 0.0625 7.5% 0.0031 0.4% 20% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8698
2.618 0.8587
1.618 0.8519
1.000 0.8477
0.618 0.8451
HIGH 0.8409
0.618 0.8383
0.500 0.8375
0.382 0.8367
LOW 0.8341
0.618 0.8299
1.000 0.8273
1.618 0.8231
2.618 0.8163
4.250 0.8052
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 0.8375 0.8406
PP 0.8364 0.8384
S1 0.8352 0.8363

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

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