CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 0.8412 0.8428 0.0016 0.2% 0.8426
High 0.8433 0.8440 0.0007 0.1% 0.8453
Low 0.8412 0.8394 -0.0018 -0.2% 0.8347
Close 0.8427 0.8419 -0.0008 -0.1% 0.8427
Range 0.0021 0.0046 0.0025 119.0% 0.0106
ATR 0.0048 0.0048 0.0000 -0.3% 0.0000
Volume 417 205 -212 -50.8% 831
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8556 0.8533 0.8444
R3 0.8510 0.8487 0.8432
R2 0.8464 0.8464 0.8427
R1 0.8441 0.8441 0.8423 0.8430
PP 0.8418 0.8418 0.8418 0.8412
S1 0.8395 0.8395 0.8415 0.8384
S2 0.8372 0.8372 0.8411
S3 0.8326 0.8349 0.8406
S4 0.8280 0.8303 0.8394
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 0.8440 0.8347 0.0093 1.1% 0.0040 0.5% 77% True False 199
10 0.8453 0.8347 0.0106 1.3% 0.0041 0.5% 68% False False 175
20 0.8453 0.8295 0.0158 1.9% 0.0048 0.6% 78% False False 137
40 0.8470 0.8217 0.0253 3.0% 0.0048 0.6% 80% False False 107
60 0.8559 0.8217 0.0342 4.1% 0.0041 0.5% 59% False False 82
80 0.8640 0.8217 0.0423 5.0% 0.0041 0.5% 48% False False 63
100 0.8640 0.8217 0.0423 5.0% 0.0038 0.4% 48% False False 51
120 0.8803 0.8217 0.0586 7.0% 0.0035 0.4% 34% False False 43
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8636
2.618 0.8560
1.618 0.8514
1.000 0.8486
0.618 0.8468
HIGH 0.8440
0.618 0.8422
0.500 0.8417
0.382 0.8412
LOW 0.8394
0.618 0.8366
1.000 0.8348
1.618 0.8320
2.618 0.8274
4.250 0.8199
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 0.8418 0.8417
PP 0.8418 0.8416
S1 0.8417 0.8414

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

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