CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 0.8923 0.8888 -0.0035 -0.4% 0.9026
High 0.8947 0.8888 -0.0059 -0.7% 0.9034
Low 0.8900 0.8848 -0.0052 -0.6% 0.8900
Close 0.8926 0.8878 -0.0048 -0.5% 0.8926
Range 0.0047 0.0040 -0.0007 -14.0% 0.0134
ATR 0.0073 0.0073 0.0000 0.4% 0.0000
Volume 93 31 -62 -66.7% 192
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8991 0.8975 0.8900
R3 0.8951 0.8935 0.8889
R2 0.8911 0.8911 0.8885
R1 0.8895 0.8895 0.8882 0.8883
PP 0.8871 0.8871 0.8871 0.8866
S1 0.8855 0.8855 0.8874 0.8843
S2 0.8831 0.8831 0.8871
S3 0.8791 0.8815 0.8867
S4 0.8751 0.8775 0.8856
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9355 0.9274 0.8999
R3 0.9221 0.9140 0.8962
R2 0.9087 0.9087 0.8950
R1 0.9006 0.9006 0.8938 0.8980
PP 0.8953 0.8953 0.8953 0.8940
S1 0.8872 0.8872 0.8913 0.8846
S2 0.8819 0.8819 0.8901
S3 0.8685 0.8738 0.8889
S4 0.8551 0.8604 0.8852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9034 0.8848 0.0186 2.1% 0.0051 0.6% 16% False True 44
10 0.9087 0.8804 0.0283 3.2% 0.0074 0.8% 26% False False 43
20 0.9087 0.8804 0.0283 3.2% 0.0070 0.8% 26% False False 27
40 0.9087 0.8300 0.0787 8.9% 0.0060 0.7% 73% False False 18
60 0.9087 0.8300 0.0787 8.9% 0.0049 0.5% 73% False False 13
80 0.9087 0.8182 0.0906 10.2% 0.0039 0.4% 77% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9058
2.618 0.8993
1.618 0.8953
1.000 0.8928
0.618 0.8913
HIGH 0.8888
0.618 0.8873
0.500 0.8868
0.382 0.8863
LOW 0.8848
0.618 0.8823
1.000 0.8808
1.618 0.8783
2.618 0.8743
4.250 0.8678
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 0.8875 0.8904
PP 0.8871 0.8895
S1 0.8868 0.8887

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

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