CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 0.8208 0.8207 -0.0001 0.0% 0.8168
High 0.8237 0.8232 -0.0006 -0.1% 0.8216
Low 0.8208 0.8182 -0.0027 -0.3% 0.8160
Close 0.8208 0.8207 -0.0001 0.0% 0.8164
Range 0.0029 0.0050 0.0021 72.4% 0.0056
ATR 0.0038 0.0039 0.0001 2.3% 0.0000
Volume
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8357 0.8332 0.8235
R3 0.8307 0.8282 0.8221
R2 0.8257 0.8257 0.8216
R1 0.8232 0.8232 0.8212 0.8232
PP 0.8207 0.8207 0.8207 0.8207
S1 0.8182 0.8182 0.8202 0.8182
S2 0.8157 0.8157 0.8198
S3 0.8107 0.8132 0.8193
S4 0.8057 0.8082 0.8180
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% 0.0024 0.3% 61% False False 2
10 0.8237 0.8085 0.0152 1.9% 0.0020 0.2% 80% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8444
2.618 0.8362
1.618 0.8312
1.000 0.8282
0.618 0.8262
HIGH 0.8232
0.618 0.8212
0.500 0.8207
0.382 0.8201
LOW 0.8182
0.618 0.8151
1.000 0.8132
1.618 0.8101
2.618 0.8051
4.250 0.7969
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 0.8207 0.8205
PP 0.8207 0.8203
S1 0.8207 0.8201

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

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