CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 0.8867 0.8836 -0.0032 -0.4% 0.8898
High 0.8867 0.8892 0.0025 0.3% 0.8960
Low 0.8817 0.8836 0.0019 0.2% 0.8813
Close 0.8828 0.8892 0.0064 0.7% 0.8828
Range 0.0050 0.0056 0.0006 12.0% 0.0147
ATR 0.0070 0.0070 0.0000 -0.7% 0.0000
Volume 2 4 2 100.0% 46
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9041 0.9022 0.8922
R3 0.8985 0.8966 0.8907
R2 0.8929 0.8929 0.8902
R1 0.8910 0.8910 0.8897 0.8920
PP 0.8873 0.8873 0.8873 0.8878
S1 0.8854 0.8854 0.8886 0.8864
S2 0.8817 0.8817 0.8881
S3 0.8761 0.8798 0.8876
S4 0.8705 0.8742 0.8861
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% 0.0072 0.8% 54% False False 9
10 0.9022 0.8813 0.0209 2.4% 0.0041 0.5% 38% False False 7
20 0.9040 0.8686 0.0354 4.0% 0.0044 0.5% 58% False False 6
40 0.9040 0.8300 0.0740 8.3% 0.0043 0.5% 80% False False 6
60 0.9040 0.8208 0.0832 9.4% 0.0035 0.4% 82% False False 4
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9130
2.618 0.9038
1.618 0.8982
1.000 0.8948
0.618 0.8926
HIGH 0.8892
0.618 0.8870
0.500 0.8864
0.382 0.8857
LOW 0.8836
0.618 0.8801
1.000 0.8780
1.618 0.8745
2.618 0.8689
4.250 0.8598
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 0.8882 0.8879
PP 0.8873 0.8867
S1 0.8864 0.8854

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

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