CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 0.8870 0.8897 0.0027 0.3% 0.8836
High 0.8902 0.8897 -0.0006 -0.1% 0.8958
Low 0.8823 0.8823 0.0000 0.0% 0.8823
Close 0.8899 0.8850 -0.0049 -0.6% 0.8850
Range 0.0080 0.0074 -0.0006 -6.9% 0.0135
ATR 0.0070 0.0070 0.0000 0.7% 0.0000
Volume 31 13 -18 -58.1% 70
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9078 0.9038 0.8891
R3 0.9004 0.8964 0.8870
R2 0.8930 0.8930 0.8864
R1 0.8890 0.8890 0.8857 0.8873
PP 0.8856 0.8856 0.8856 0.8848
S1 0.8816 0.8816 0.8843 0.8799
S2 0.8782 0.8782 0.8836
S3 0.8708 0.8742 0.8830
S4 0.8634 0.8668 0.8809
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9282 0.9201 0.8924
R3 0.9147 0.9066 0.8887
R2 0.9012 0.9012 0.8875
R1 0.8931 0.8931 0.8862 0.8971
PP 0.8877 0.8877 0.8877 0.8897
S1 0.8796 0.8796 0.8838 0.8836
S2 0.8742 0.8742 0.8825
S3 0.8607 0.8661 0.8813
S4 0.8472 0.8526 0.8776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8958 0.8823 0.0135 1.5% 0.0067 0.8% 20% False True 14
10 0.8960 0.8813 0.0147 1.7% 0.0067 0.8% 26% False False 11
20 0.9022 0.8796 0.0226 2.6% 0.0042 0.5% 24% False False 7
40 0.9040 0.8300 0.0740 8.4% 0.0046 0.5% 74% False False 7
60 0.9040 0.8208 0.0832 9.4% 0.0038 0.4% 77% False False 5
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9211
2.618 0.9090
1.618 0.9016
1.000 0.8971
0.618 0.8942
HIGH 0.8897
0.618 0.8868
0.500 0.8860
0.382 0.8851
LOW 0.8823
0.618 0.8777
1.000 0.8749
1.618 0.8703
2.618 0.8629
4.250 0.8508
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 0.8860 0.8890
PP 0.8856 0.8877
S1 0.8853 0.8863

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

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