CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 0.8326 0.8181 -0.0145 -1.7% 0.8208
High 0.8326 0.8181 -0.0145 -1.7% 0.8331
Low 0.8282 0.8181 -0.0102 -1.2% 0.8181
Close 0.8282 0.8181 -0.0102 -1.2% 0.8181
Range 0.0044 0.0000 -0.0044 -100.0% 0.0150
ATR 0.0045 0.0049 0.0004 9.0% 0.0000
Volume 17 0 -17 -100.0% 35
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8181 0.8181 0.8181
R3 0.8181 0.8181 0.8181
R2 0.8181 0.8181 0.8181
R1 0.8181 0.8181 0.8181 0.8181
PP 0.8181 0.8181 0.8181 0.8181
S1 0.8181 0.8181 0.8181 0.8181
S2 0.8181 0.8181 0.8181
S3 0.8181 0.8181 0.8181
S4 0.8181 0.8181 0.8181
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8681 0.8581 0.8263
R3 0.8531 0.8431 0.8222
R2 0.8381 0.8381 0.8208
R1 0.8281 0.8281 0.8194 0.8256
PP 0.8231 0.8231 0.8231 0.8218
S1 0.8131 0.8131 0.8167 0.8106
S2 0.8081 0.8081 0.8153
S3 0.7931 0.7981 0.8139
S4 0.7781 0.7831 0.8098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8331 0.8181 0.0150 1.8% 0.0046 0.6% 0% False True 7
10 0.8331 0.8115 0.0216 2.6% 0.0031 0.4% 30% False False 4
20 0.8331 0.8085 0.0246 3.0% 0.0022 0.3% 39% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8181
2.618 0.8181
1.618 0.8181
1.000 0.8181
0.618 0.8181
HIGH 0.8181
0.618 0.8181
0.500 0.8181
0.382 0.8181
LOW 0.8181
0.618 0.8181
1.000 0.8181
1.618 0.8181
2.618 0.8181
4.250 0.8181
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 0.8181 0.8256
PP 0.8181 0.8231
S1 0.8181 0.8206

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

View Archives - Comment on this page... - Back to Index of Symbols