CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 0.8354 0.8355 0.0001 0.0% 0.8333
High 0.8395 0.8453 0.0059 0.7% 0.8453
Low 0.8341 0.8333 -0.0008 -0.1% 0.8332
Close 0.8365 0.8369 0.0005 0.1% 0.8369
Range 0.0054 0.0120 0.0067 124.3% 0.0121
ATR 0.0068 0.0072 0.0004 5.4% 0.0000
Volume 25 450 425 1,700.0% 825
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8745 0.8677 0.8435
R3 0.8625 0.8557 0.8402
R2 0.8505 0.8505 0.8391
R1 0.8437 0.8437 0.8380 0.8471
PP 0.8385 0.8385 0.8385 0.8402
S1 0.8317 0.8317 0.8358 0.8351
S2 0.8265 0.8265 0.8347
S3 0.8145 0.8197 0.8336
S4 0.8025 0.8077 0.8303
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8748 0.8679 0.8436
R3 0.8627 0.8558 0.8402
R2 0.8506 0.8506 0.8391
R1 0.8437 0.8437 0.8380 0.8472
PP 0.8385 0.8385 0.8385 0.8402
S1 0.8316 0.8316 0.8358 0.8351
S2 0.8264 0.8264 0.8347
S3 0.8143 0.8195 0.8336
S4 0.8022 0.8074 0.8302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8453 0.8332 0.0121 1.4% 0.0069 0.8% 31% True False 165
10 0.8453 0.8281 0.0173 2.1% 0.0068 0.8% 51% True False 119
20 0.8453 0.8279 0.0174 2.1% 0.0070 0.8% 52% True False 94
40 0.8608 0.8017 0.0591 7.1% 0.0069 0.8% 60% False False 52
60 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 60% False False 35
80 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 60% False False 28
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 0.0016
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8963
2.618 0.8767
1.618 0.8647
1.000 0.8573
0.618 0.8527
HIGH 0.8453
0.618 0.8407
0.500 0.8393
0.382 0.8379
LOW 0.8333
0.618 0.8259
1.000 0.8213
1.618 0.8139
2.618 0.8019
4.250 0.7823
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 0.8393 0.8393
PP 0.8385 0.8385
S1 0.8377 0.8377

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

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