CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 0.8368 0.8388 0.0020 0.2% 0.8426
High 0.8387 0.8428 0.0041 0.5% 0.8453
Low 0.8347 0.8378 0.0031 0.4% 0.8347
Close 0.8385 0.8427 0.0042 0.5% 0.8427
Range 0.0040 0.0050 0.0010 25.0% 0.0106
ATR 0.0051 0.0051 0.0000 -0.1% 0.0000
Volume 69 109 40 58.0% 831
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8561 0.8544 0.8455
R3 0.8511 0.8494 0.8441
R2 0.8461 0.8461 0.8436
R1 0.8444 0.8444 0.8432 0.8453
PP 0.8411 0.8411 0.8411 0.8415
S1 0.8394 0.8394 0.8422 0.8403
S2 0.8361 0.8361 0.8418
S3 0.8311 0.8344 0.8413
S4 0.8261 0.8294 0.8400
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8727 0.8683 0.8485
R3 0.8621 0.8577 0.8456
R2 0.8515 0.8515 0.8446
R1 0.8471 0.8471 0.8437 0.8493
PP 0.8409 0.8409 0.8409 0.8420
S1 0.8365 0.8365 0.8417 0.8387
S2 0.8303 0.8303 0.8408
S3 0.8197 0.8259 0.8398
S4 0.8091 0.8153 0.8369
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% 75% False False 166
10 0.8453 0.8295 0.0158 1.9% 0.0051 0.6% 84% False False 144
20 0.8453 0.8295 0.0158 1.9% 0.0051 0.6% 84% False False 111
40 0.8470 0.8217 0.0253 3.0% 0.0046 0.5% 83% False False 89
60 0.8559 0.8217 0.0342 4.1% 0.0040 0.5% 61% False False 69
80 0.8640 0.8217 0.0423 5.0% 0.0040 0.5% 50% False False 52
100 0.8640 0.8217 0.0423 5.0% 0.0037 0.4% 50% False False 42
120 0.8883 0.8217 0.0666 7.9% 0.0035 0.4% 32% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8641
2.618 0.8559
1.618 0.8509
1.000 0.8478
0.618 0.8459
HIGH 0.8428
0.618 0.8409
0.500 0.8403
0.382 0.8397
LOW 0.8378
0.618 0.8347
1.000 0.8328
1.618 0.8297
2.618 0.8247
4.250 0.8166
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 0.8419 0.8414
PP 0.8411 0.8401
S1 0.8403 0.8388

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

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