CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 0.8187 0.8276 0.0089 1.1% 0.8077
High 0.8232 0.8608 0.0377 4.6% 0.8232
Low 0.8186 0.8273 0.0087 1.1% 0.8066
Close 0.8224 0.8478 0.0254 3.1% 0.8224
Range 0.0046 0.0335 0.0290 636.3% 0.0166
ATR 0.0041 0.0065 0.0025 60.4% 0.0000
Volume 4 58 54 1,350.0% 20
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9458 0.9303 0.8662
R3 0.9123 0.8968 0.8570
R2 0.8788 0.8788 0.8539
R1 0.8633 0.8633 0.8508 0.8710
PP 0.8453 0.8453 0.8453 0.8492
S1 0.8298 0.8298 0.8447 0.8375
S2 0.8118 0.8118 0.8416
S3 0.7783 0.7963 0.8385
S4 0.7448 0.7628 0.8293
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8670 0.8612 0.8315
R3 0.8505 0.8447 0.8269
R2 0.8339 0.8339 0.8254
R1 0.8281 0.8281 0.8239 0.8310
PP 0.8174 0.8174 0.8174 0.8188
S1 0.8116 0.8116 0.8208 0.8145
S2 0.8008 0.8008 0.8193
S3 0.7843 0.7950 0.8178
S4 0.7677 0.7785 0.8132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8070 0.0539 6.4% 0.0093 1.1% 76% True False 15
10 0.8608 0.8017 0.0591 7.0% 0.0064 0.8% 78% True False 11
20 0.8608 0.8017 0.0591 7.0% 0.0048 0.6% 78% True False 9
40 0.8608 0.8017 0.0591 7.0% 0.0040 0.5% 78% True False 6
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 0.0004
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1.0032
2.618 0.9485
1.618 0.9150
1.000 0.8943
0.618 0.8815
HIGH 0.8608
0.618 0.8480
0.500 0.8441
0.382 0.8401
LOW 0.8273
0.618 0.8066
1.000 0.7938
1.618 0.7731
2.618 0.7396
4.250 0.6849
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 0.8465 0.8436
PP 0.8453 0.8394
S1 0.8441 0.8353

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

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