CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 0.8383 0.8362 -0.0021 -0.3% 0.8335
High 0.8412 0.8368 -0.0044 -0.5% 0.8412
Low 0.8358 0.8331 -0.0027 -0.3% 0.8312
Close 0.8362 0.8360 -0.0002 0.0% 0.8360
Range 0.0054 0.0037 -0.0017 -31.5% 0.0100
ATR 0.0050 0.0049 -0.0001 -1.9% 0.0000
Volume 184 392 208 113.0% 1,379
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8464 0.8449 0.8380
R3 0.8427 0.8412 0.8370
R2 0.8390 0.8390 0.8367
R1 0.8375 0.8375 0.8363 0.8364
PP 0.8353 0.8353 0.8353 0.8348
S1 0.8338 0.8338 0.8357 0.8327
S2 0.8316 0.8316 0.8353
S3 0.8279 0.8301 0.8350
S4 0.8242 0.8264 0.8340
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8661 0.8611 0.8415
R3 0.8561 0.8511 0.8388
R2 0.8461 0.8461 0.8378
R1 0.8411 0.8411 0.8369 0.8436
PP 0.8361 0.8361 0.8361 0.8374
S1 0.8311 0.8311 0.8351 0.8336
S2 0.8261 0.8261 0.8342
S3 0.8161 0.8211 0.8333
S4 0.8061 0.8111 0.8305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8412 0.8312 0.0100 1.2% 0.0043 0.5% 48% False False 275
10 0.8455 0.8312 0.0143 1.7% 0.0047 0.6% 34% False False 297
20 0.8455 0.8295 0.0160 1.9% 0.0049 0.6% 41% False False 221
40 0.8470 0.8255 0.0215 2.6% 0.0052 0.6% 49% False False 152
60 0.8470 0.8217 0.0253 3.0% 0.0043 0.5% 57% False False 109
80 0.8640 0.8217 0.0423 5.1% 0.0041 0.5% 34% False False 89
100 0.8640 0.8217 0.0423 5.1% 0.0039 0.5% 34% False False 72
120 0.8648 0.8217 0.0431 5.2% 0.0036 0.4% 33% False False 60
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8525
2.618 0.8465
1.618 0.8428
1.000 0.8405
0.618 0.8391
HIGH 0.8368
0.618 0.8354
0.500 0.8350
0.382 0.8345
LOW 0.8331
0.618 0.8308
1.000 0.8294
1.618 0.8271
2.618 0.8234
4.250 0.8174
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 0.8357 0.8372
PP 0.8353 0.8368
S1 0.8350 0.8364

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

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