CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.8376 0.8368 -0.0008 -0.1% 0.8336
High 0.8394 0.8387 -0.0007 -0.1% 0.8450
Low 0.8352 0.8347 -0.0005 -0.1% 0.8295
Close 0.8360 0.8385 0.0025 0.3% 0.8436
Range 0.0042 0.0040 -0.0002 -4.8% 0.0155
ATR 0.0051 0.0051 -0.0001 -1.6% 0.0000
Volume 281 69 -212 -75.4% 613
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8493 0.8479 0.8407
R3 0.8453 0.8439 0.8396
R2 0.8413 0.8413 0.8392
R1 0.8399 0.8399 0.8389 0.8406
PP 0.8373 0.8373 0.8373 0.8377
S1 0.8359 0.8359 0.8381 0.8366
S2 0.8333 0.8333 0.8378
S3 0.8293 0.8319 0.8374
S4 0.8253 0.8279 0.8363
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 0.8347 0.0106 1.3% 0.0044 0.5% 36% False True 156
10 0.8453 0.8295 0.0158 1.9% 0.0050 0.6% 57% False False 143
20 0.8453 0.8295 0.0158 1.9% 0.0051 0.6% 57% False False 115
40 0.8470 0.8217 0.0253 3.0% 0.0046 0.5% 66% False False 86
60 0.8559 0.8217 0.0342 4.1% 0.0039 0.5% 49% False False 67
80 0.8640 0.8217 0.0423 5.0% 0.0039 0.5% 40% False False 51
100 0.8640 0.8217 0.0423 5.0% 0.0037 0.4% 40% False False 41
120 0.8942 0.8217 0.0725 8.6% 0.0034 0.4% 23% False False 35
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8557
2.618 0.8492
1.618 0.8452
1.000 0.8427
0.618 0.8412
HIGH 0.8387
0.618 0.8372
0.500 0.8367
0.382 0.8362
LOW 0.8347
0.618 0.8322
1.000 0.8307
1.618 0.8282
2.618 0.8242
4.250 0.8177
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.8379 0.8381
PP 0.8373 0.8377
S1 0.8367 0.8374

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

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