CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 0.8328 0.8336 0.0008 0.1% 0.8405
High 0.8374 0.8354 -0.0020 -0.2% 0.8443
Low 0.8328 0.8303 -0.0025 -0.3% 0.8335
Close 0.8354 0.8304 -0.0050 -0.6% 0.8430
Range 0.0046 0.0051 0.0005 10.9% 0.0108
ATR 0.0053 0.0053 0.0000 -0.2% 0.0000
Volume 79 142 63 79.7% 387
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8473 0.8440 0.8332
R3 0.8422 0.8389 0.8318
R2 0.8371 0.8371 0.8313
R1 0.8338 0.8338 0.8309 0.8329
PP 0.8320 0.8320 0.8320 0.8316
S1 0.8287 0.8287 0.8299 0.8278
S2 0.8269 0.8269 0.8295
S3 0.8218 0.8236 0.8290
S4 0.8167 0.8185 0.8276
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8727 0.8686 0.8489
R3 0.8619 0.8578 0.8460
R2 0.8511 0.8511 0.8450
R1 0.8470 0.8470 0.8440 0.8491
PP 0.8403 0.8403 0.8403 0.8413
S1 0.8362 0.8362 0.8420 0.8383
S2 0.8295 0.8295 0.8410
S3 0.8187 0.8254 0.8400
S4 0.8079 0.8146 0.8371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8443 0.8303 0.0140 1.7% 0.0059 0.7% 1% False True 70
10 0.8443 0.8303 0.0140 1.7% 0.0051 0.6% 1% False True 88
20 0.8470 0.8255 0.0215 2.6% 0.0053 0.6% 23% False False 82
40 0.8470 0.8217 0.0253 3.0% 0.0041 0.5% 34% False False 51
60 0.8640 0.8217 0.0423 5.1% 0.0039 0.5% 21% False False 44
80 0.8640 0.8217 0.0423 5.1% 0.0037 0.4% 21% False False 34
100 0.8648 0.8217 0.0431 5.2% 0.0033 0.4% 20% False False 27
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8571
2.618 0.8488
1.618 0.8437
1.000 0.8405
0.618 0.8386
HIGH 0.8354
0.618 0.8335
0.500 0.8329
0.382 0.8322
LOW 0.8303
0.618 0.8271
1.000 0.8252
1.618 0.8220
2.618 0.8169
4.250 0.8086
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 0.8329 0.8346
PP 0.8320 0.8332
S1 0.8312 0.8318

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

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