CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 0.8323 0.8303 -0.0020 -0.2% 0.8304
High 0.8352 0.8329 -0.0023 -0.3% 0.8356
Low 0.8321 0.8293 -0.0029 -0.3% 0.8278
Close 0.8323 0.8303 -0.0020 -0.2% 0.8326
Range 0.0031 0.0037 0.0006 19.7% 0.0079
ATR 0.0045 0.0044 -0.0001 -1.4% 0.0000
Volume
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8418 0.8397 0.8323
R3 0.8381 0.8360 0.8313
R2 0.8345 0.8345 0.8309
R1 0.8324 0.8324 0.8306 0.8321
PP 0.8308 0.8308 0.8308 0.8307
S1 0.8287 0.8287 0.8299 0.8284
S2 0.8272 0.8272 0.8296
S3 0.8235 0.8251 0.8292
S4 0.8199 0.8214 0.8282
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8555 0.8519 0.8369
R3 0.8477 0.8441 0.8348
R2 0.8398 0.8398 0.8340
R1 0.8362 0.8362 0.8333 0.8380
PP 0.8320 0.8320 0.8320 0.8329
S1 0.8284 0.8284 0.8319 0.8302
S2 0.8241 0.8241 0.8312
S3 0.8163 0.8205 0.8304
S4 0.8084 0.8127 0.8283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8352 0.8278 0.0074 0.9% 0.0046 0.6% 34% False False 5
10 0.8395 0.8278 0.0118 1.4% 0.0041 0.5% 21% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8484
2.618 0.8425
1.618 0.8388
1.000 0.8366
0.618 0.8352
HIGH 0.8329
0.618 0.8315
0.500 0.8311
0.382 0.8306
LOW 0.8293
0.618 0.8270
1.000 0.8256
1.618 0.8233
2.618 0.8197
4.250 0.8137
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 0.8311 0.8315
PP 0.8308 0.8311
S1 0.8305 0.8307

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

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