CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 0.8167 0.8173 0.0006 0.1% 0.8149
High 0.8203 0.8313 0.0110 1.3% 0.8209
Low 0.8145 0.8167 0.0022 0.3% 0.8088
Close 0.8175 0.8297 0.0123 1.5% 0.8132
Range 0.0058 0.0146 0.0088 151.7% 0.0121
ATR 0.0507 0.0481 -0.0026 -5.1% 0.0000
Volume 121,353 215,599 94,246 77.7% 494,680
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8697 0.8643 0.8377
R3 0.8551 0.8497 0.8337
R2 0.8405 0.8405 0.8324
R1 0.8351 0.8351 0.8310 0.8378
PP 0.8259 0.8259 0.8259 0.8272
S1 0.8205 0.8205 0.8284 0.8232
S2 0.8113 0.8113 0.8270
S3 0.7967 0.8059 0.8257
S4 0.7821 0.7913 0.8217
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8506 0.8440 0.8198
R3 0.8385 0.8319 0.8165
R2 0.8264 0.8264 0.8154
R1 0.8198 0.8198 0.8143 0.8170
PP 0.8143 0.8143 0.8143 0.8129
S1 0.8077 0.8077 0.8120 0.8049
S2 0.8022 0.8022 0.8109
S3 0.7901 0.7956 0.8098
S4 0.7780 0.7835 0.8065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8313 0.8088 0.0225 2.7% 0.0080 1.0% 93% True False 136,410
10 0.8313 0.8048 0.0265 3.2% 0.0066 0.8% 94% True False 123,253
20 0.8313 0.0810 0.7503 90.4% 0.0061 0.7% 100% True False 115,804
40 0.8423 0.0810 0.7613 91.8% 0.0062 0.7% 98% False False 63,404
60 0.8455 0.0810 0.7645 92.1% 0.0057 0.7% 98% False False 42,347
80 0.8470 0.0810 0.7660 92.3% 0.0057 0.7% 98% False False 31,782
100 0.8470 0.0810 0.7660 92.3% 0.0050 0.6% 98% False False 25,431
120 0.8640 0.0810 0.7830 94.4% 0.0047 0.6% 96% False False 21,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 177 trading days
Fibonacci Retracements and Extensions
4.250 0.8933
2.618 0.8695
1.618 0.8549
1.000 0.8459
0.618 0.8403
HIGH 0.8313
0.618 0.8257
0.500 0.8240
0.382 0.8222
LOW 0.8167
0.618 0.8076
1.000 0.8021
1.618 0.7930
2.618 0.7784
4.250 0.7546
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 0.8278 0.8271
PP 0.8259 0.8245
S1 0.8240 0.8219

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.