CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 0.8343 0.8308 -0.0035 -0.4% 0.8226
High 0.8344 0.8336 -0.0008 -0.1% 0.8433
Low 0.8251 0.8239 -0.0013 -0.2% 0.8224
Close 0.8292 0.8292 0.0000 0.0% 0.8408
Range 0.0093 0.0097 0.0005 4.9% 0.0210
ATR 0.0105 0.0105 -0.0001 -0.6% 0.0000
Volume 241,586 224,412 -17,174 -7.1% 913,241
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8580 0.8533 0.8345
R3 0.8483 0.8436 0.8319
R2 0.8386 0.8386 0.8310
R1 0.8339 0.8339 0.8301 0.8314
PP 0.8289 0.8289 0.8289 0.8276
S1 0.8242 0.8242 0.8283 0.8217
S2 0.8192 0.8192 0.8274
S3 0.8095 0.8145 0.8265
S4 0.7998 0.8048 0.8239
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8983 0.8905 0.8523
R3 0.8774 0.8695 0.8465
R2 0.8564 0.8564 0.8446
R1 0.8486 0.8486 0.8427 0.8525
PP 0.8355 0.8355 0.8355 0.8374
S1 0.8276 0.8276 0.8388 0.8316
S2 0.8145 0.8145 0.8369
S3 0.7936 0.8067 0.8350
S4 0.7726 0.7857 0.8292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8433 0.8239 0.0195 2.3% 0.0095 1.2% 28% False True 222,369
10 0.8433 0.8215 0.0219 2.6% 0.0093 1.1% 35% False False 200,297
20 0.8592 0.8026 0.0566 6.8% 0.0096 1.2% 47% False False 197,133
40 0.8592 0.7985 0.0607 7.3% 0.0070 0.8% 51% False False 147,811
60 0.8592 0.0810 0.7782 93.8% 0.0067 0.8% 96% False False 137,139
80 0.8592 0.0810 0.7782 93.8% 0.0068 0.8% 96% False False 112,528
100 0.8592 0.0810 0.7782 93.8% 0.0063 0.8% 96% False False 90,080
120 0.8592 0.0810 0.7782 93.8% 0.0061 0.7% 96% False False 75,083
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8748
2.618 0.8589
1.618 0.8492
1.000 0.8433
0.618 0.8395
HIGH 0.8336
0.618 0.8298
0.500 0.8287
0.382 0.8276
LOW 0.8239
0.618 0.8179
1.000 0.8142
1.618 0.8082
2.618 0.7985
4.250 0.7826
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 0.8290 0.8328
PP 0.8289 0.8316
S1 0.8287 0.8304

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

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