CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 0.8916 0.8807 -0.0109 -1.2% 0.8913
High 0.8944 0.8857 -0.0087 -1.0% 0.9036
Low 0.8786 0.8756 -0.0030 -0.3% 0.8800
Close 0.8796 0.8843 0.0048 0.5% 0.8811
Range 0.0158 0.0102 -0.0057 -35.8% 0.0236
ATR 0.0105 0.0105 0.0000 -0.2% 0.0000
Volume 4,347 1,959 -2,388 -54.9% 5,942
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9123 0.9085 0.8899
R3 0.9022 0.8983 0.8871
R2 0.8920 0.8920 0.8862
R1 0.8882 0.8882 0.8852 0.8901
PP 0.8819 0.8819 0.8819 0.8828
S1 0.8780 0.8780 0.8834 0.8799
S2 0.8717 0.8717 0.8824
S3 0.8616 0.8679 0.8815
S4 0.8514 0.8577 0.8787
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9590 0.9436 0.8940
R3 0.9354 0.9200 0.8875
R2 0.9118 0.9118 0.8854
R1 0.8964 0.8964 0.8832 0.8923
PP 0.8882 0.8882 0.8882 0.8861
S1 0.8728 0.8728 0.8789 0.8687
S2 0.8646 0.8646 0.8767
S3 0.8410 0.8492 0.8746
S4 0.8174 0.8256 0.8681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8966 0.8756 0.0210 2.4% 0.0110 1.2% 42% False True 2,810
10 0.9036 0.8756 0.0280 3.2% 0.0097 1.1% 31% False True 1,733
20 0.9043 0.8366 0.0677 7.7% 0.0117 1.3% 70% False False 1,137
40 0.9043 0.8250 0.0793 9.0% 0.0095 1.1% 75% False False 675
60 0.9043 0.8126 0.0918 10.4% 0.0079 0.9% 78% False False 478
80 0.9043 0.8126 0.0918 10.4% 0.0065 0.7% 78% False False 365
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9123
1.618 0.9021
1.000 0.8959
0.618 0.8920
HIGH 0.8857
0.618 0.8818
0.500 0.8806
0.382 0.8794
LOW 0.8756
0.618 0.8693
1.000 0.8654
1.618 0.8591
2.618 0.8490
4.250 0.8324
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 0.8831 0.8850
PP 0.8819 0.8847
S1 0.8806 0.8845

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

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