CME Japanese Yen Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 0.8070 0.8074 0.0004 0.0% 0.8061
High 0.8089 0.8095 0.0006 0.1% 0.8097
Low 0.8056 0.8062 0.0006 0.1% 0.8037
Close 0.8083 0.8085 0.0003 0.0% 0.8085
Range 0.0034 0.0034 0.0000 0.0% 0.0060
ATR 0.0239 0.0224 -0.0015 -6.1% 0.0000
Volume 77,553 67,092 -10,461 -13.5% 347,633
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8181 0.8167 0.8103
R3 0.8148 0.8133 0.8094
R2 0.8114 0.8114 0.8091
R1 0.8100 0.8100 0.8088 0.8107
PP 0.8081 0.8081 0.8081 0.8084
S1 0.8066 0.8066 0.8082 0.8073
S2 0.8047 0.8047 0.8079
S3 0.8014 0.8033 0.8076
S4 0.7980 0.7999 0.8067
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8251 0.8228 0.8118
R3 0.8192 0.8168 0.8101
R2 0.8132 0.8132 0.8096
R1 0.8109 0.8109 0.8090 0.8121
PP 0.8073 0.8073 0.8073 0.8079
S1 0.8049 0.8049 0.8080 0.8061
S2 0.8013 0.8013 0.8074
S3 0.7954 0.7990 0.8069
S4 0.7894 0.7930 0.8052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8097 0.8037 0.0060 0.7% 0.0036 0.4% 81% False False 69,526
10 0.8175 0.8037 0.0138 1.7% 0.0041 0.5% 35% False False 76,001
20 0.8313 0.8037 0.0276 3.4% 0.0058 0.7% 17% False False 105,108
40 0.8313 0.0810 0.7503 92.8% 0.0059 0.7% 97% False False 88,819
60 0.8455 0.0810 0.7645 94.6% 0.0057 0.7% 95% False False 59,505
80 0.8455 0.0810 0.7645 94.6% 0.0055 0.7% 95% False False 44,663
100 0.8470 0.0810 0.7660 94.7% 0.0054 0.7% 95% False False 35,746
120 0.8559 0.0810 0.7749 95.8% 0.0049 0.6% 94% False False 29,794
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Fibonacci Retracements and Extensions
4.250 0.8237
2.618 0.8183
1.618 0.8149
1.000 0.8129
0.618 0.8116
HIGH 0.8095
0.618 0.8082
0.500 0.8078
0.382 0.8074
LOW 0.8062
0.618 0.8041
1.000 0.8028
1.618 0.8007
2.618 0.7974
4.250 0.7919
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 0.8083 0.8082
PP 0.8081 0.8079
S1 0.8078 0.8076

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.