CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.8125 0.8205 0.0080 1.0% 0.8149
High 0.8140 0.8215 0.0075 0.9% 0.8209
Low 0.8088 0.8125 0.0037 0.5% 0.8088
Close 0.8132 0.8175 0.0044 0.5% 0.8132
Range 0.0052 0.0090 0.0038 73.1% 0.0121
ATR 0.0576 0.0541 -0.0035 -6.0% 0.0000
Volume 91,360 154,256 62,896 68.8% 494,680
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8441 0.8398 0.8225
R3 0.8351 0.8308 0.8200
R2 0.8261 0.8261 0.8192
R1 0.8218 0.8218 0.8183 0.8195
PP 0.8171 0.8171 0.8171 0.8160
S1 0.8128 0.8128 0.8167 0.8105
S2 0.8081 0.8081 0.8159
S3 0.7991 0.8038 0.8150
S4 0.7901 0.7948 0.8126
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8506 0.8440 0.8198
R3 0.8385 0.8319 0.8165
R2 0.8264 0.8264 0.8154
R1 0.8198 0.8198 0.8143 0.8170
PP 0.8143 0.8143 0.8143 0.8129
S1 0.8077 0.8077 0.8120 0.8049
S2 0.8022 0.8022 0.8109
S3 0.7901 0.7956 0.8098
S4 0.7780 0.7835 0.8065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8215 0.8088 0.0127 1.6% 0.0064 0.8% 69% True False 129,787
10 0.8215 0.8048 0.0167 2.0% 0.0053 0.7% 76% True False 104,765
20 0.8215 0.0810 0.7405 90.6% 0.0058 0.7% 99% True False 105,802
40 0.8423 0.0810 0.7613 93.1% 0.0058 0.7% 97% False False 54,999
60 0.8455 0.0810 0.7645 93.5% 0.0055 0.7% 96% False False 36,735
80 0.8470 0.0810 0.7660 93.7% 0.0055 0.7% 96% False False 27,572
100 0.8470 0.0810 0.7660 93.7% 0.0050 0.6% 96% False False 22,061
120 0.8640 0.0810 0.7830 95.8% 0.0047 0.6% 94% False False 18,389
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 0.0011
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8597
2.618 0.8450
1.618 0.8360
1.000 0.8305
0.618 0.8270
HIGH 0.8215
0.618 0.8180
0.500 0.8170
0.382 0.8159
LOW 0.8125
0.618 0.8069
1.000 0.8035
1.618 0.7979
2.618 0.7889
4.250 0.7742
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.8173 0.8167
PP 0.8171 0.8159
S1 0.8170 0.8151

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.