CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 0.8363 0.8335 -0.0028 -0.3% 0.8335
High 0.8364 0.8360 -0.0004 0.0% 0.8412
Low 0.8336 0.8327 -0.0009 -0.1% 0.8312
Close 0.8340 0.8355 0.0015 0.2% 0.8360
Range 0.0028 0.0033 0.0005 17.9% 0.0100
ATR 0.0048 0.0047 -0.0001 -2.2% 0.0000
Volume 367 71 -296 -80.7% 1,379
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 0.8446 0.8434 0.8373
R3 0.8413 0.8401 0.8364
R2 0.8380 0.8380 0.8361
R1 0.8368 0.8368 0.8358 0.8374
PP 0.8347 0.8347 0.8347 0.8351
S1 0.8335 0.8335 0.8352 0.8341
S2 0.8314 0.8314 0.8349
S3 0.8281 0.8302 0.8346
S4 0.8248 0.8269 0.8337
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 0.8327 0.0085 1.0% 0.0041 0.5% 33% False True 239
10 0.8455 0.8312 0.0143 1.7% 0.0047 0.6% 30% False False 280
20 0.8455 0.8312 0.0143 1.7% 0.0045 0.5% 30% False False 224
40 0.8470 0.8260 0.0210 2.5% 0.0052 0.6% 45% False False 160
60 0.8470 0.8217 0.0253 3.0% 0.0042 0.5% 55% False False 117
80 0.8559 0.8217 0.0342 4.1% 0.0039 0.5% 40% False False 95
100 0.8640 0.8217 0.0423 5.1% 0.0038 0.5% 33% False False 76
120 0.8640 0.8217 0.0423 5.1% 0.0036 0.4% 33% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8500
2.618 0.8446
1.618 0.8413
1.000 0.8393
0.618 0.8380
HIGH 0.8360
0.618 0.8347
0.500 0.8344
0.382 0.8340
LOW 0.8327
0.618 0.8307
1.000 0.8294
1.618 0.8274
2.618 0.8241
4.250 0.8187
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 0.8351 0.8353
PP 0.8347 0.8350
S1 0.8344 0.8348

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

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