CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 0.8336 0.8315 -0.0021 -0.3% 0.8428
High 0.8354 0.8344 -0.0010 -0.1% 0.8428
Low 0.8303 0.8311 0.0008 0.1% 0.8303
Close 0.8304 0.8339 0.0035 0.4% 0.8339
Range 0.0051 0.0033 -0.0018 -35.3% 0.0125
ATR 0.0053 0.0052 -0.0001 -1.7% 0.0000
Volume 142 96 -46 -32.4% 400
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8430 0.8418 0.8357
R3 0.8397 0.8385 0.8348
R2 0.8364 0.8364 0.8345
R1 0.8352 0.8352 0.8342 0.8358
PP 0.8331 0.8331 0.8331 0.8335
S1 0.8319 0.8319 0.8336 0.8325
S2 0.8298 0.8298 0.8333
S3 0.8265 0.8286 0.8330
S4 0.8232 0.8253 0.8321
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8732 0.8660 0.8408
R3 0.8607 0.8535 0.8373
R2 0.8482 0.8482 0.8362
R1 0.8410 0.8410 0.8350 0.8384
PP 0.8357 0.8357 0.8357 0.8343
S1 0.8285 0.8285 0.8328 0.8259
S2 0.8232 0.8232 0.8316
S3 0.8107 0.8160 0.8305
S4 0.7982 0.8035 0.8270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8428 0.8303 0.0125 1.5% 0.0049 0.6% 29% False False 80
10 0.8443 0.8303 0.0140 1.7% 0.0051 0.6% 26% False False 78
20 0.8470 0.8255 0.0215 2.6% 0.0054 0.6% 39% False False 84
40 0.8470 0.8217 0.0253 3.0% 0.0039 0.5% 48% False False 54
60 0.8640 0.8217 0.0423 5.1% 0.0039 0.5% 29% False False 46
80 0.8640 0.8217 0.0423 5.1% 0.0037 0.4% 29% False False 35
100 0.8648 0.8217 0.0431 5.2% 0.0033 0.4% 28% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8484
2.618 0.8430
1.618 0.8397
1.000 0.8377
0.618 0.8364
HIGH 0.8344
0.618 0.8331
0.500 0.8328
0.382 0.8324
LOW 0.8311
0.618 0.8291
1.000 0.8278
1.618 0.8258
2.618 0.8225
4.250 0.8171
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 0.8335 0.8339
PP 0.8331 0.8339
S1 0.8328 0.8339

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

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