CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 0.8336 0.8354 0.0018 0.2% 0.8426
High 0.8366 0.8400 0.0034 0.4% 0.8455
Low 0.8312 0.8348 0.0036 0.4% 0.8327
Close 0.8358 0.8394 0.0036 0.4% 0.8327
Range 0.0054 0.0052 -0.0002 -3.7% 0.0128
ATR 0.0050 0.0050 0.0000 0.3% 0.0000
Volume 318 184 -134 -42.1% 1,600
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 0.8537 0.8517 0.8423
R3 0.8485 0.8465 0.8408
R2 0.8433 0.8433 0.8404
R1 0.8413 0.8413 0.8399 0.8423
PP 0.8381 0.8381 0.8381 0.8386
S1 0.8361 0.8361 0.8389 0.8371
S2 0.8329 0.8329 0.8384
S3 0.8277 0.8309 0.8380
S4 0.8225 0.8257 0.8365
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8754 0.8668 0.8397
R3 0.8626 0.8540 0.8362
R2 0.8498 0.8498 0.8350
R1 0.8412 0.8412 0.8339 0.8391
PP 0.8370 0.8370 0.8370 0.8359
S1 0.8284 0.8284 0.8315 0.8263
S2 0.8242 0.8242 0.8304
S3 0.8114 0.8156 0.8292
S4 0.7986 0.8028 0.8257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8312 0.0143 1.7% 0.0054 0.6% 57% False False 316
10 0.8455 0.8312 0.0143 1.7% 0.0047 0.6% 57% False False 258
20 0.8455 0.8295 0.0160 1.9% 0.0049 0.6% 62% False False 204
40 0.8470 0.8239 0.0231 2.8% 0.0051 0.6% 67% False False 142
60 0.8470 0.8217 0.0253 3.0% 0.0044 0.5% 70% False False 100
80 0.8640 0.8217 0.0423 5.0% 0.0042 0.5% 42% False False 82
100 0.8640 0.8217 0.0423 5.0% 0.0039 0.5% 42% False False 66
120 0.8680 0.8217 0.0463 5.5% 0.0035 0.4% 38% False False 56
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8621
2.618 0.8536
1.618 0.8484
1.000 0.8452
0.618 0.8432
HIGH 0.8400
0.618 0.8380
0.500 0.8374
0.382 0.8368
LOW 0.8348
0.618 0.8316
1.000 0.8296
1.618 0.8264
2.618 0.8212
4.250 0.8127
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 0.8387 0.8381
PP 0.8381 0.8369
S1 0.8374 0.8356

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

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