CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 0.8146 0.8109 -0.0038 -0.5% 0.8140
High 0.8146 0.8109 -0.0038 -0.5% 0.8207
Low 0.8146 0.8097 -0.0049 -0.6% 0.8136
Close 0.8146 0.8109 -0.0038 -0.5% 0.8194
Range 0.0000 0.0012 0.0012 0.0071
ATR
Volume 5 0 -5 -100.0% 39
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8139 0.8135 0.8115
R3 0.8128 0.8124 0.8112
R2 0.8116 0.8116 0.8111
R1 0.8112 0.8112 0.8110 0.8114
PP 0.8105 0.8105 0.8105 0.8106
S1 0.8101 0.8101 0.8107 0.8103
S2 0.8093 0.8093 0.8106
S3 0.8082 0.8089 0.8105
S4 0.8070 0.8078 0.8102
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8392 0.8364 0.8233
R3 0.8321 0.8293 0.8214
R2 0.8250 0.8250 0.8207
R1 0.8222 0.8222 0.8201 0.8236
PP 0.8179 0.8179 0.8179 0.8186
S1 0.8151 0.8151 0.8187 0.8165
S2 0.8108 0.8108 0.8181
S3 0.8037 0.8080 0.8174
S4 0.7966 0.8009 0.8155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8207 0.8097 0.0110 1.4% 0.0011 0.1% 10% False True 6
10 0.8212 0.8097 0.0115 1.4% 0.0017 0.2% 10% False True 7
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8157
2.618 0.8139
1.618 0.8127
1.000 0.8120
0.618 0.8116
HIGH 0.8109
0.618 0.8104
0.500 0.8103
0.382 0.8101
LOW 0.8097
0.618 0.8090
1.000 0.8086
1.618 0.8078
2.618 0.8067
4.250 0.8048
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 0.8107 0.8152
PP 0.8105 0.8138
S1 0.8103 0.8123

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

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