CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 04-Mar-2016
Day Change Summary
Previous Current
03-Mar-2016 04-Mar-2016 Change Change % Previous Week
Open 0.8858 0.8867 0.0010 0.1% 0.8898
High 0.8878 0.8867 -0.0011 -0.1% 0.8960
Low 0.8825 0.8817 -0.0008 -0.1% 0.8813
Close 0.8866 0.8828 -0.0038 -0.4% 0.8828
Range 0.0053 0.0050 -0.0003 -4.8% 0.0147
ATR 0.0072 0.0070 -0.0002 -2.2% 0.0000
Volume 11 2 -9 -81.8% 46
Daily Pivots for day following 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8987 0.8958 0.8856
R3 0.8937 0.8908 0.8842
R2 0.8887 0.8887 0.8837
R1 0.8858 0.8858 0.8833 0.8848
PP 0.8837 0.8837 0.8837 0.8832
S1 0.8808 0.8808 0.8823 0.8798
S2 0.8787 0.8787 0.8819
S3 0.8737 0.8758 0.8814
S4 0.8687 0.8708 0.8801
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9308 0.9215 0.8909
R3 0.9161 0.9068 0.8868
R2 0.9014 0.9014 0.8855
R1 0.8921 0.8921 0.8841 0.8894
PP 0.8867 0.8867 0.8867 0.8853
S1 0.8774 0.8774 0.8815 0.8747
S2 0.8720 0.8720 0.8801
S3 0.8573 0.8627 0.8788
S4 0.8426 0.8480 0.8747
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% 0.0067 0.8% 11% False False 9
10 0.9022 0.8813 0.0209 2.4% 0.0035 0.4% 7% False False 7
20 0.9040 0.8611 0.0429 4.9% 0.0044 0.5% 51% False False 8
40 0.9040 0.8300 0.0740 8.4% 0.0044 0.5% 71% False False 6
60 0.9040 0.8201 0.0839 9.5% 0.0034 0.4% 75% False False 4
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9080
2.618 0.8998
1.618 0.8948
1.000 0.8917
0.618 0.8898
HIGH 0.8867
0.618 0.8848
0.500 0.8842
0.382 0.8836
LOW 0.8817
0.618 0.8786
1.000 0.8767
1.618 0.8736
2.618 0.8686
4.250 0.8605
Fisher Pivots for day following 04-Mar-2016
Pivot 1 day 3 day
R1 0.8842 0.8848
PP 0.8837 0.8841
S1 0.8833 0.8835

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

View Archives - Comment on this page... - Back to Index of Symbols