CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 0.8049 0.8017 -0.0032 -0.4% 0.8108
High 0.8064 0.8111 0.0047 0.6% 0.8108
Low 0.8025 0.8017 -0.0008 -0.1% 0.8041
Close 0.8025 0.8089 0.0065 0.8% 0.8092
Range 0.0040 0.0094 0.0054 136.7% 0.0067
ATR 0.0038 0.0042 0.0004 10.6% 0.0000
Volume 5 30 25 500.0% 21
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8353 0.8314 0.8140
R3 0.8259 0.8221 0.8115
R2 0.8166 0.8166 0.8106
R1 0.8127 0.8127 0.8098 0.8147
PP 0.8072 0.8072 0.8072 0.8082
S1 0.8034 0.8034 0.8080 0.8053
S2 0.7979 0.7979 0.8072
S3 0.7885 0.7940 0.8063
S4 0.7792 0.7847 0.8038
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8281 0.8254 0.8129
R3 0.8214 0.8187 0.8110
R2 0.8147 0.8147 0.8104
R1 0.8120 0.8120 0.8098 0.8100
PP 0.8080 0.8080 0.8080 0.8071
S1 0.8053 0.8053 0.8086 0.8033
S2 0.8013 0.8013 0.8080
S3 0.7946 0.7986 0.8074
S4 0.7879 0.7919 0.8055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8111 0.8017 0.0094 1.2% 0.0044 0.5% 77% True True 13
10 0.8126 0.8017 0.0109 1.3% 0.0038 0.5% 66% False True 10
20 0.8164 0.8017 0.0147 1.8% 0.0032 0.4% 49% False True 5
40 0.8331 0.8017 0.0314 3.9% 0.0029 0.4% 23% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.8508
2.618 0.8355
1.618 0.8262
1.000 0.8204
0.618 0.8168
HIGH 0.8111
0.618 0.8075
0.500 0.8064
0.382 0.8053
LOW 0.8017
0.618 0.7959
1.000 0.7924
1.618 0.7866
2.618 0.7772
4.250 0.7620
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 0.8081 0.8081
PP 0.8072 0.8072
S1 0.8064 0.8064

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

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