CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 0.8378 0.8411 0.0033 0.4% 0.8428
High 0.8435 0.8431 -0.0004 0.0% 0.8428
Low 0.8373 0.8395 0.0022 0.3% 0.8303
Close 0.8428 0.8431 0.0003 0.0% 0.8339
Range 0.0062 0.0036 -0.0026 -41.9% 0.0125
ATR 0.0055 0.0054 -0.0001 -2.5% 0.0000
Volume 150 37 -113 -75.3% 400
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8527 0.8515 0.8451
R3 0.8491 0.8479 0.8441
R2 0.8455 0.8455 0.8438
R1 0.8443 0.8443 0.8434 0.8449
PP 0.8419 0.8419 0.8419 0.8422
S1 0.8407 0.8407 0.8428 0.8413
S2 0.8383 0.8383 0.8424
S3 0.8347 0.8371 0.8421
S4 0.8311 0.8335 0.8411
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 0.8435 0.8295 0.0140 1.7% 0.0055 0.7% 97% False False 129
10 0.8443 0.8295 0.0148 1.8% 0.0057 0.7% 92% False False 99
20 0.8470 0.8278 0.0192 2.3% 0.0053 0.6% 80% False False 97
40 0.8470 0.8217 0.0253 3.0% 0.0042 0.5% 85% False False 67
60 0.8559 0.8217 0.0342 4.1% 0.0037 0.4% 63% False False 54
80 0.8640 0.8217 0.0423 5.0% 0.0037 0.4% 51% False False 42
100 0.8640 0.8217 0.0423 5.0% 0.0035 0.4% 51% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8584
2.618 0.8525
1.618 0.8489
1.000 0.8467
0.618 0.8453
HIGH 0.8431
0.618 0.8417
0.500 0.8413
0.382 0.8409
LOW 0.8395
0.618 0.8373
1.000 0.8359
1.618 0.8337
2.618 0.8301
4.250 0.8242
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 0.8425 0.8417
PP 0.8419 0.8404
S1 0.8413 0.8390

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

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