CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 0.8289 0.8279 -0.0010 -0.1% 0.8276
High 0.8310 0.8298 -0.0012 -0.1% 0.8608
Low 0.8259 0.8265 0.0007 0.1% 0.8259
Close 0.8271 0.8289 0.0018 0.2% 0.8271
Range 0.0051 0.0033 -0.0018 -35.3% 0.0350
ATR 0.0074 0.0072 -0.0003 -4.0% 0.0000
Volume 4 5 1 25.0% 101
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8383 0.8369 0.8307
R3 0.8350 0.8336 0.8298
R2 0.8317 0.8317 0.8295
R1 0.8303 0.8303 0.8292 0.8310
PP 0.8284 0.8284 0.8284 0.8288
S1 0.8270 0.8270 0.8286 0.8277
S2 0.8251 0.8251 0.8283
S3 0.8218 0.8237 0.8280
S4 0.8185 0.8204 0.8271
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9428 0.9199 0.8463
R3 0.9078 0.8849 0.8367
R2 0.8729 0.8729 0.8335
R1 0.8500 0.8500 0.8303 0.8440
PP 0.8379 0.8379 0.8379 0.8349
S1 0.8150 0.8150 0.8239 0.8090
S2 0.8030 0.8030 0.8207
S3 0.7680 0.7801 0.8175
S4 0.7331 0.7451 0.8079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8479 0.8259 0.0220 2.7% 0.0080 1.0% 14% False False 9
10 0.8608 0.8070 0.0539 6.5% 0.0087 1.0% 41% False False 12
20 0.8608 0.8017 0.0591 7.1% 0.0060 0.7% 46% False False 9
40 0.8608 0.8017 0.0591 7.1% 0.0047 0.6% 46% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8438
2.618 0.8384
1.618 0.8351
1.000 0.8331
0.618 0.8318
HIGH 0.8298
0.618 0.8285
0.500 0.8282
0.382 0.8278
LOW 0.8265
0.618 0.8245
1.000 0.8232
1.618 0.8212
2.618 0.8179
4.250 0.8125
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 0.8287 0.8317
PP 0.8284 0.8307
S1 0.8282 0.8298

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

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