CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 0.8315 0.8336 0.0021 0.3% 0.8428
High 0.8344 0.8372 0.0028 0.3% 0.8428
Low 0.8311 0.8295 -0.0016 -0.2% 0.8303
Close 0.8339 0.8347 0.0008 0.1% 0.8339
Range 0.0033 0.0077 0.0044 133.3% 0.0125
ATR 0.0052 0.0054 0.0002 3.5% 0.0000
Volume 96 99 3 3.1% 400
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8569 0.8535 0.8389
R3 0.8492 0.8458 0.8368
R2 0.8415 0.8415 0.8361
R1 0.8381 0.8381 0.8354 0.8398
PP 0.8338 0.8338 0.8338 0.8347
S1 0.8304 0.8304 0.8340 0.8321
S2 0.8261 0.8261 0.8333
S3 0.8184 0.8227 0.8326
S4 0.8107 0.8150 0.8305
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8732 0.8660 0.8408
R3 0.8607 0.8535 0.8373
R2 0.8482 0.8482 0.8362
R1 0.8410 0.8410 0.8350 0.8384
PP 0.8357 0.8357 0.8357 0.8343
S1 0.8285 0.8285 0.8328 0.8259
S2 0.8232 0.8232 0.8316
S3 0.8107 0.8160 0.8305
S4 0.7982 0.8035 0.8270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8389 0.8295 0.0094 1.1% 0.0055 0.7% 55% False True 89
10 0.8443 0.8295 0.0148 1.8% 0.0052 0.6% 35% False True 71
20 0.8470 0.8255 0.0215 2.6% 0.0057 0.7% 43% False False 88
40 0.8470 0.8217 0.0253 3.0% 0.0040 0.5% 51% False False 56
60 0.8640 0.8217 0.0423 5.1% 0.0038 0.5% 31% False False 47
80 0.8640 0.8217 0.0423 5.1% 0.0037 0.4% 31% False False 36
100 0.8640 0.8217 0.0423 5.1% 0.0033 0.4% 31% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8699
2.618 0.8574
1.618 0.8497
1.000 0.8449
0.618 0.8420
HIGH 0.8372
0.618 0.8343
0.500 0.8334
0.382 0.8324
LOW 0.8295
0.618 0.8247
1.000 0.8218
1.618 0.8170
2.618 0.8093
4.250 0.7968
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 0.8343 0.8343
PP 0.8338 0.8338
S1 0.8334 0.8334

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

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