CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 0.8470 0.8488 0.0018 0.2% 0.8462
High 0.8522 0.8488 -0.0034 -0.4% 0.8537
Low 0.8470 0.8470 0.0000 0.0% 0.8444
Close 0.8522 0.8470 -0.0052 -0.6% 0.8522
Range 0.0052 0.0018 -0.0034 -65.4% 0.0093
ATR 0.0066 0.0065 -0.0001 -1.5% 0.0000
Volume 1 5 4 400.0% 15
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8530 0.8518 0.8480
R3 0.8512 0.8500 0.8475
R2 0.8494 0.8494 0.8473
R1 0.8482 0.8482 0.8472 0.8479
PP 0.8476 0.8476 0.8476 0.8475
S1 0.8464 0.8464 0.8468 0.8461
S2 0.8458 0.8458 0.8467
S3 0.8440 0.8446 0.8465
S4 0.8422 0.8428 0.8460
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8780 0.8744 0.8573
R3 0.8687 0.8651 0.8548
R2 0.8594 0.8594 0.8539
R1 0.8558 0.8558 0.8531 0.8576
PP 0.8501 0.8501 0.8501 0.8510
S1 0.8465 0.8465 0.8513 0.8483
S2 0.8408 0.8408 0.8505
S3 0.8315 0.8372 0.8496
S4 0.8222 0.8279 0.8471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8537 0.8444 0.0093 1.1% 0.0038 0.4% 28% False False 4
10 0.8640 0.8413 0.0227 2.7% 0.0062 0.7% 25% False False 4
20 0.8640 0.8311 0.0329 3.9% 0.0037 0.4% 48% False False 4
40 0.8640 0.8258 0.0382 4.5% 0.0032 0.4% 55% False False 3
60 0.9229 0.8258 0.0971 11.5% 0.0029 0.3% 22% False False 3
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8565
2.618 0.8535
1.618 0.8517
1.000 0.8506
0.618 0.8499
HIGH 0.8488
0.618 0.8481
0.500 0.8479
0.382 0.8477
LOW 0.8470
0.618 0.8459
1.000 0.8452
1.618 0.8441
2.618 0.8423
4.250 0.8394
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 0.8479 0.8496
PP 0.8476 0.8487
S1 0.8473 0.8479

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

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