CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 0.8426 0.8400 -0.0026 -0.3% 0.8336
High 0.8453 0.8400 -0.0053 -0.6% 0.8450
Low 0.8395 0.8369 -0.0026 -0.3% 0.8295
Close 0.8400 0.8369 -0.0031 -0.4% 0.8436
Range 0.0058 0.0031 -0.0027 -46.6% 0.0155
ATR 0.0054 0.0052 -0.0002 -3.0% 0.0000
Volume 204 168 -36 -17.6% 613
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8472 0.8452 0.8386
R3 0.8441 0.8421 0.8378
R2 0.8410 0.8410 0.8375
R1 0.8390 0.8390 0.8372 0.8385
PP 0.8379 0.8379 0.8379 0.8377
S1 0.8359 0.8359 0.8366 0.8354
S2 0.8348 0.8348 0.8363
S3 0.8317 0.8328 0.8360
S4 0.8286 0.8297 0.8352
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8859 0.8802 0.8521
R3 0.8704 0.8647 0.8479
R2 0.8549 0.8549 0.8464
R1 0.8492 0.8492 0.8450 0.8521
PP 0.8394 0.8394 0.8394 0.8408
S1 0.8337 0.8337 0.8422 0.8366
S2 0.8239 0.8239 0.8408
S3 0.8084 0.8182 0.8393
S4 0.7929 0.8027 0.8351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8453 0.8369 0.0084 1.0% 0.0047 0.6% 0% False True 124
10 0.8453 0.8295 0.0158 1.9% 0.0051 0.6% 47% False False 130
20 0.8470 0.8295 0.0175 2.1% 0.0053 0.6% 42% False False 101
40 0.8470 0.8217 0.0253 3.0% 0.0044 0.5% 60% False False 78
60 0.8559 0.8217 0.0342 4.1% 0.0038 0.5% 44% False False 61
80 0.8640 0.8217 0.0423 5.1% 0.0038 0.5% 36% False False 47
100 0.8640 0.8217 0.0423 5.1% 0.0036 0.4% 36% False False 38
120 0.9229 0.8217 0.1012 12.1% 0.0034 0.4% 15% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8532
2.618 0.8481
1.618 0.8450
1.000 0.8431
0.618 0.8419
HIGH 0.8400
0.618 0.8388
0.500 0.8385
0.382 0.8381
LOW 0.8369
0.618 0.8350
1.000 0.8338
1.618 0.8319
2.618 0.8288
4.250 0.8237
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 0.8385 0.8411
PP 0.8379 0.8397
S1 0.8374 0.8383

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

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