CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 0.8031 0.7994 -0.0037 -0.5% 0.8074
High 0.8034 0.8081 0.0048 0.6% 0.8081
Low 0.7989 0.7985 -0.0005 -0.1% 0.7998
Close 0.7992 0.8057 0.0065 0.8% 0.8058
Range 0.0045 0.0097 0.0052 116.9% 0.0084
ATR 0.0119 0.0118 -0.0002 -1.4% 0.0000
Volume 134,047 191,846 57,799 43.1% 556,656
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8330 0.8290 0.8110
R3 0.8234 0.8193 0.8083
R2 0.8137 0.8137 0.8074
R1 0.8097 0.8097 0.8065 0.8117
PP 0.8041 0.8041 0.8041 0.8051
S1 0.8000 0.8000 0.8048 0.8021
S2 0.7944 0.7944 0.8039
S3 0.7848 0.7904 0.8030
S4 0.7751 0.7807 0.8003
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8296 0.8261 0.8104
R3 0.8213 0.8177 0.8081
R2 0.8129 0.8129 0.8073
R1 0.8094 0.8094 0.8066 0.8070
PP 0.8046 0.8046 0.8046 0.8034
S1 0.8010 0.8010 0.8050 0.7986
S2 0.7962 0.7962 0.8043
S3 0.7879 0.7927 0.8035
S4 0.7795 0.7843 0.8012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8081 0.7985 0.0097 1.2% 0.0054 0.7% 75% True True 129,418
10 0.8100 0.7985 0.0115 1.4% 0.0050 0.6% 63% False True 121,874
20 0.8134 0.7985 0.0150 1.9% 0.0044 0.5% 48% False True 98,489
40 0.8313 0.0810 0.7503 93.1% 0.0053 0.7% 97% False False 107,142
60 0.8355 0.0810 0.7545 93.7% 0.0058 0.7% 96% False False 84,327
80 0.8455 0.0810 0.7645 94.9% 0.0055 0.7% 95% False False 63,317
100 0.8470 0.0810 0.7660 95.1% 0.0054 0.7% 95% False False 50,673
120 0.8470 0.0810 0.7660 95.1% 0.0051 0.6% 95% False False 42,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.8491
2.618 0.8334
1.618 0.8237
1.000 0.8178
0.618 0.8141
HIGH 0.8081
0.618 0.8044
0.500 0.8033
0.382 0.8021
LOW 0.7985
0.618 0.7925
1.000 0.7888
1.618 0.7828
2.618 0.7732
4.250 0.7574
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 0.8049 0.8049
PP 0.8041 0.8041
S1 0.8033 0.8033

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.