CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 0.8364 0.8354 -0.0010 -0.1% 0.8377
High 0.8391 0.8395 0.0004 0.0% 0.8420
Low 0.8337 0.8341 0.0005 0.1% 0.8281
Close 0.8362 0.8365 0.0003 0.0% 0.8319
Range 0.0054 0.0054 -0.0001 -0.9% 0.0139
ATR 0.0069 0.0068 -0.0001 -1.6% 0.0000
Volume 47 25 -22 -46.8% 374
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8527 0.8499 0.8394
R3 0.8474 0.8446 0.8379
R2 0.8420 0.8420 0.8374
R1 0.8392 0.8392 0.8369 0.8406
PP 0.8367 0.8367 0.8367 0.8374
S1 0.8339 0.8339 0.8360 0.8353
S2 0.8313 0.8313 0.8355
S3 0.8260 0.8285 0.8350
S4 0.8206 0.8232 0.8335
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8757 0.8677 0.8395
R3 0.8618 0.8538 0.8357
R2 0.8479 0.8479 0.8344
R1 0.8399 0.8399 0.8331 0.8369
PP 0.8340 0.8340 0.8340 0.8325
S1 0.8260 0.8260 0.8306 0.8230
S2 0.8201 0.8201 0.8293
S3 0.8062 0.8121 0.8280
S4 0.7923 0.7982 0.8242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8414 0.8281 0.0134 1.6% 0.0061 0.7% 63% False False 101
10 0.8433 0.8281 0.0152 1.8% 0.0065 0.8% 55% False False 110
20 0.8444 0.8279 0.0165 2.0% 0.0067 0.8% 52% False False 72
40 0.8608 0.8017 0.0591 7.1% 0.0066 0.8% 59% False False 40
60 0.8608 0.8017 0.0591 7.1% 0.0054 0.6% 59% False False 28
80 0.8608 0.8017 0.0591 7.1% 0.0046 0.6% 59% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8622
2.618 0.8535
1.618 0.8481
1.000 0.8448
0.618 0.8428
HIGH 0.8395
0.618 0.8374
0.500 0.8368
0.382 0.8361
LOW 0.8341
0.618 0.8308
1.000 0.8288
1.618 0.8254
2.618 0.8201
4.250 0.8114
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 0.8368 0.8375
PP 0.8367 0.8372
S1 0.8366 0.8368

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

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