CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 0.8415 0.8376 -0.0039 -0.5% 0.8426
High 0.8455 0.8376 -0.0079 -0.9% 0.8455
Low 0.8355 0.8327 -0.0028 -0.3% 0.8327
Close 0.8388 0.8327 -0.0061 -0.7% 0.8327
Range 0.0100 0.0049 -0.0051 -51.0% 0.0128
ATR 0.0051 0.0052 0.0001 1.3% 0.0000
Volume 214 566 352 164.5% 1,600
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8490 0.8458 0.8354
R3 0.8441 0.8409 0.8340
R2 0.8392 0.8392 0.8336
R1 0.8360 0.8360 0.8331 0.8352
PP 0.8343 0.8343 0.8343 0.8339
S1 0.8311 0.8311 0.8323 0.8303
S2 0.8294 0.8294 0.8318
S3 0.8245 0.8262 0.8314
S4 0.8196 0.8213 0.8300
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8754 0.8668 0.8397
R3 0.8626 0.8540 0.8362
R2 0.8498 0.8498 0.8350
R1 0.8412 0.8412 0.8339 0.8391
PP 0.8370 0.8370 0.8370 0.8359
S1 0.8284 0.8284 0.8315 0.8263
S2 0.8242 0.8242 0.8304
S3 0.8114 0.8156 0.8292
S4 0.7986 0.8028 0.8257
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8455 0.8327 0.0128 1.5% 0.0051 0.6% 0% False True 320
10 0.8455 0.8327 0.0128 1.5% 0.0048 0.6% 0% False True 243
20 0.8455 0.8295 0.0160 1.9% 0.0051 0.6% 20% False False 172
40 0.8470 0.8217 0.0253 3.0% 0.0050 0.6% 43% False False 124
60 0.8472 0.8217 0.0255 3.1% 0.0043 0.5% 43% False False 95
80 0.8640 0.8217 0.0423 5.1% 0.0041 0.5% 26% False False 72
100 0.8640 0.8217 0.0423 5.1% 0.0038 0.5% 26% False False 58
120 0.8803 0.8217 0.0586 7.0% 0.0035 0.4% 19% False False 49
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8584
2.618 0.8504
1.618 0.8455
1.000 0.8425
0.618 0.8406
HIGH 0.8376
0.618 0.8357
0.500 0.8352
0.382 0.8346
LOW 0.8327
0.618 0.8297
1.000 0.8278
1.618 0.8248
2.618 0.8199
4.250 0.8119
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 0.8352 0.8391
PP 0.8343 0.8370
S1 0.8335 0.8348

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.