CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 0.8389 0.8351 -0.0038 -0.5% 0.8363
High 0.8390 0.8355 -0.0035 -0.4% 0.8423
Low 0.8344 0.8292 -0.0052 -0.6% 0.8327
Close 0.8344 0.8294 -0.0050 -0.6% 0.8397
Range 0.0046 0.0063 0.0017 37.0% 0.0096
ATR 0.0047 0.0048 0.0001 2.4% 0.0000
Volume 332 271 -61 -18.4% 1,811
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 0.8503 0.8461 0.8329
R3 0.8440 0.8398 0.8311
R2 0.8377 0.8377 0.8306
R1 0.8335 0.8335 0.8300 0.8325
PP 0.8314 0.8314 0.8314 0.8308
S1 0.8272 0.8272 0.8288 0.8262
S2 0.8251 0.8251 0.8282
S3 0.8188 0.8209 0.8277
S4 0.8125 0.8146 0.8259
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8670 0.8630 0.8450
R3 0.8574 0.8534 0.8423
R2 0.8478 0.8478 0.8415
R1 0.8438 0.8438 0.8406 0.8458
PP 0.8382 0.8382 0.8382 0.8393
S1 0.8342 0.8342 0.8388 0.8362
S2 0.8286 0.8286 0.8379
S3 0.8190 0.8246 0.8371
S4 0.8094 0.8150 0.8344
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8423 0.8292 0.0131 1.6% 0.0050 0.6% 2% False True 395
10 0.8423 0.8292 0.0131 1.6% 0.0045 0.5% 2% False True 317
20 0.8455 0.8292 0.0163 2.0% 0.0046 0.5% 1% False True 292
40 0.8470 0.8292 0.0178 2.1% 0.0049 0.6% 1% False True 197
60 0.8470 0.8217 0.0253 3.1% 0.0044 0.5% 30% False False 149
80 0.8559 0.8217 0.0342 4.1% 0.0040 0.5% 23% False False 119
100 0.8640 0.8217 0.0423 5.1% 0.0040 0.5% 18% False False 96
120 0.8640 0.8217 0.0423 5.1% 0.0037 0.5% 18% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8623
2.618 0.8520
1.618 0.8457
1.000 0.8418
0.618 0.8394
HIGH 0.8355
0.618 0.8331
0.500 0.8324
0.382 0.8316
LOW 0.8292
0.618 0.8253
1.000 0.8229
1.618 0.8190
2.618 0.8127
4.250 0.8024
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 0.8324 0.8346
PP 0.8314 0.8329
S1 0.8304 0.8311

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

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