CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 0.8137 0.8096 -0.0041 -0.5% 0.8389
High 0.8154 0.8109 -0.0045 -0.6% 0.8390
Low 0.8070 0.8045 -0.0025 -0.3% 0.8236
Close 0.8084 0.8083 -0.0001 0.0% 0.8242
Range 0.0084 0.0064 -0.0020 -23.8% 0.0154
ATR 0.0056 0.0057 0.0001 1.0% 0.0000
Volume 4,872 2,936 -1,936 -39.7% 3,069
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 0.8271 0.8241 0.8118
R3 0.8207 0.8177 0.8101
R2 0.8143 0.8143 0.8095
R1 0.8113 0.8113 0.8089 0.8096
PP 0.8079 0.8079 0.8079 0.8071
S1 0.8049 0.8049 0.8077 0.8032
S2 0.8015 0.8015 0.8071
S3 0.7951 0.7985 0.8065
S4 0.7887 0.7921 0.8048
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8751 0.8651 0.8327
R3 0.8597 0.8497 0.8284
R2 0.8443 0.8443 0.8270
R1 0.8343 0.8343 0.8256 0.8316
PP 0.8289 0.8289 0.8289 0.8276
S1 0.8189 0.8189 0.8228 0.8162
S2 0.8135 0.8135 0.8214
S3 0.7981 0.8035 0.8200
S4 0.7827 0.7881 0.8157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.8045 0.0255 3.2% 0.0073 0.9% 15% False True 2,423
10 0.8423 0.8045 0.0378 4.7% 0.0061 0.8% 10% False True 1,467
20 0.8455 0.8045 0.0410 5.1% 0.0055 0.7% 9% False True 876
40 0.8455 0.8045 0.0410 5.1% 0.0052 0.6% 9% False True 507
60 0.8470 0.8045 0.0425 5.3% 0.0050 0.6% 9% False True 364
80 0.8559 0.8045 0.0514 6.4% 0.0045 0.6% 7% False True 281
100 0.8640 0.8045 0.0595 7.4% 0.0043 0.5% 6% False True 225
120 0.8640 0.8045 0.0595 7.4% 0.0041 0.5% 6% False True 188
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8381
2.618 0.8277
1.618 0.8213
1.000 0.8173
0.618 0.8149
HIGH 0.8109
0.618 0.8085
0.500 0.8077
0.382 0.8069
LOW 0.8045
0.618 0.8005
1.000 0.7981
1.618 0.7941
2.618 0.7877
4.250 0.7773
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 0.8081 0.8145
PP 0.8079 0.8124
S1 0.8077 0.8104

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

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