CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 0.8126 0.8122 -0.0004 0.0% 0.8084
High 0.8160 0.8146 -0.0014 -0.2% 0.8127
Low 0.8123 0.8100 -0.0023 -0.3% 0.8076
Close 0.8126 0.8111 -0.0016 -0.2% 0.8118
Range 0.0037 0.0046 0.0010 26.0% 0.0051
ATR 0.0039 0.0040 0.0000 1.2% 0.0000
Volume 0 11 11 0
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8257 0.8230 0.8136
R3 0.8211 0.8184 0.8123
R2 0.8165 0.8165 0.8119
R1 0.8138 0.8138 0.8115 0.8128
PP 0.8119 0.8119 0.8119 0.8114
S1 0.8092 0.8092 0.8106 0.8082
S2 0.8073 0.8073 0.8102
S3 0.8027 0.8046 0.8098
S4 0.7981 0.8000 0.8085
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8260 0.8240 0.8146
R3 0.8209 0.8189 0.8132
R2 0.8158 0.8158 0.8127
R1 0.8138 0.8138 0.8123 0.8148
PP 0.8107 0.8107 0.8107 0.8112
S1 0.8087 0.8087 0.8113 0.8097
S2 0.8056 0.8056 0.8109
S3 0.8005 0.8036 0.8104
S4 0.7954 0.7985 0.8090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8164 0.8096 0.0068 0.8% 0.0035 0.4% 21% False False 2
10 0.8164 0.8076 0.0088 1.1% 0.0026 0.3% 39% False False 1
20 0.8331 0.8076 0.0255 3.1% 0.0034 0.4% 14% False False 3
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8342
2.618 0.8266
1.618 0.8220
1.000 0.8192
0.618 0.8174
HIGH 0.8146
0.618 0.8128
0.500 0.8123
0.382 0.8118
LOW 0.8100
0.618 0.8072
1.000 0.8054
1.618 0.8026
2.618 0.7980
4.250 0.7905
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 0.8123 0.8132
PP 0.8119 0.8125
S1 0.8115 0.8118

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

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