CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.8164 0.8208 0.0044 0.5% 0.8168
High 0.8164 0.8237 0.0073 0.9% 0.8216
Low 0.8164 0.8208 0.0044 0.5% 0.8160
Close 0.8164 0.8208 0.0044 0.5% 0.8164
Range 0.0000 0.0029 0.0029 0.0056
ATR 0.0035 0.0038 0.0003 7.7% 0.0000
Volume 5 0 -5 -100.0% 13
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8305 0.8285 0.8224
R3 0.8276 0.8256 0.8216
R2 0.8247 0.8247 0.8213
R1 0.8227 0.8227 0.8211 0.8223
PP 0.8218 0.8218 0.8218 0.8215
S1 0.8198 0.8198 0.8205 0.8194
S2 0.8189 0.8189 0.8203
S3 0.8160 0.8169 0.8200
S4 0.8131 0.8140 0.8192
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8346 0.8311 0.8195
R3 0.8291 0.8255 0.8179
R2 0.8235 0.8235 0.8174
R1 0.8200 0.8200 0.8169 0.8190
PP 0.8180 0.8180 0.8180 0.8175
S1 0.8144 0.8144 0.8159 0.8134
S2 0.8124 0.8124 0.8154
S3 0.8069 0.8089 0.8149
S4 0.8013 0.8033 0.8133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8237 0.8160 0.0077 0.9% 0.0023 0.3% 62% True False 2
10 0.8237 0.8085 0.0152 1.9% 0.0015 0.2% 81% True False 1
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8360
2.618 0.8313
1.618 0.8284
1.000 0.8266
0.618 0.8255
HIGH 0.8237
0.618 0.8226
0.500 0.8223
0.382 0.8219
LOW 0.8208
0.618 0.8190
1.000 0.8179
1.618 0.8161
2.618 0.8132
4.250 0.8085
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.8223 0.8205
PP 0.8218 0.8202
S1 0.8213 0.8199

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

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