CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 0.8941 0.8950 0.0009 0.1% 0.9026
High 0.8972 0.8966 -0.0007 -0.1% 0.9034
Low 0.8918 0.8934 0.0017 0.2% 0.8900
Close 0.8940 0.8934 -0.0006 -0.1% 0.8926
Range 0.0055 0.0032 -0.0023 -42.2% 0.0134
ATR 0.0073 0.0070 -0.0003 -4.1% 0.0000
Volume 100 49 -51 -51.0% 192
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9039 0.9018 0.8951
R3 0.9008 0.8987 0.8943
R2 0.8976 0.8976 0.8940
R1 0.8955 0.8955 0.8937 0.8950
PP 0.8945 0.8945 0.8945 0.8942
S1 0.8924 0.8924 0.8931 0.8918
S2 0.8913 0.8913 0.8928
S3 0.8882 0.8892 0.8925
S4 0.8850 0.8861 0.8917
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 0.8972 0.8840 0.0132 1.5% 0.0052 0.6% 71% False False 67
10 0.9087 0.8840 0.0247 2.8% 0.0064 0.7% 38% False False 55
20 0.9087 0.8804 0.0283 3.2% 0.0068 0.8% 46% False False 36
40 0.9087 0.8409 0.0679 7.6% 0.0059 0.7% 77% False False 22
60 0.9087 0.8300 0.0787 8.8% 0.0051 0.6% 81% False False 16
80 0.9087 0.8182 0.0906 10.1% 0.0041 0.5% 83% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9099
2.618 0.9048
1.618 0.9016
1.000 0.8997
0.618 0.8985
HIGH 0.8966
0.618 0.8953
0.500 0.8950
0.382 0.8946
LOW 0.8934
0.618 0.8915
1.000 0.8903
1.618 0.8883
2.618 0.8852
4.250 0.8800
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 0.8950 0.8925
PP 0.8945 0.8915
S1 0.8939 0.8906

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

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