CME Japanese Yen Future September 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 0.8960 0.8815 -0.0145 -1.6% 0.8928
High 0.8960 0.8883 -0.0077 -0.9% 0.9022
Low 0.8830 0.8813 -0.0018 -0.2% 0.8845
Close 0.8830 0.8877 0.0047 0.5% 0.8845
Range 0.0130 0.0071 -0.0059 -45.6% 0.0177
ATR 0.0073 0.0073 0.0000 -0.3% 0.0000
Volume 4 27 23 575.0% 25
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9069 0.9044 0.8916
R3 0.8999 0.8973 0.8896
R2 0.8928 0.8928 0.8890
R1 0.8903 0.8903 0.8883 0.8915
PP 0.8858 0.8858 0.8858 0.8864
S1 0.8832 0.8832 0.8871 0.8845
S2 0.8787 0.8787 0.8864
S3 0.8717 0.8762 0.8858
S4 0.8646 0.8691 0.8838
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9433 0.9316 0.8942
R3 0.9257 0.9139 0.8894
R2 0.9080 0.9080 0.8877
R1 0.8963 0.8963 0.8861 0.8933
PP 0.8904 0.8904 0.8904 0.8889
S1 0.8786 0.8786 0.8829 0.8757
S2 0.8727 0.8727 0.8813
S3 0.8551 0.8610 0.8796
S4 0.8374 0.8433 0.8748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8813 0.0147 1.7% 0.0046 0.5% 44% False True 6
10 0.9022 0.8813 0.0209 2.4% 0.0028 0.3% 31% False True 6
20 0.9040 0.8409 0.0631 7.1% 0.0051 0.6% 74% False False 8
40 0.9040 0.8300 0.0740 8.3% 0.0043 0.5% 78% False False 6
60 0.9040 0.8182 0.0858 9.7% 0.0032 0.4% 81% False False 4
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9183
2.618 0.9068
1.618 0.8997
1.000 0.8954
0.618 0.8927
HIGH 0.8883
0.618 0.8856
0.500 0.8848
0.382 0.8839
LOW 0.8813
0.618 0.8769
1.000 0.8742
1.618 0.8698
2.618 0.8628
4.250 0.8513
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 0.8867 0.8886
PP 0.8858 0.8883
S1 0.8848 0.8880

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

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