CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 0.8355 0.8368 0.0014 0.2% 0.8333
High 0.8453 0.8368 -0.0085 -1.0% 0.8453
Low 0.8333 0.8322 -0.0011 -0.1% 0.8332
Close 0.8369 0.8327 -0.0042 -0.5% 0.8369
Range 0.0120 0.0046 -0.0074 -61.7% 0.0121
ATR 0.0072 0.0070 -0.0002 -2.5% 0.0000
Volume 450 211 -239 -53.1% 825
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8477 0.8448 0.8352
R3 0.8431 0.8402 0.8340
R2 0.8385 0.8385 0.8335
R1 0.8356 0.8356 0.8331 0.8348
PP 0.8339 0.8339 0.8339 0.8335
S1 0.8310 0.8310 0.8323 0.8302
S2 0.8293 0.8293 0.8319
S3 0.8247 0.8264 0.8314
S4 0.8201 0.8218 0.8302
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 0.8322 0.0131 1.6% 0.0067 0.8% 4% False True 156
10 0.8453 0.8281 0.0173 2.1% 0.0066 0.8% 27% False False 130
20 0.8453 0.8279 0.0174 2.1% 0.0068 0.8% 28% False False 105
40 0.8608 0.8017 0.0591 7.1% 0.0069 0.8% 52% False False 57
60 0.8608 0.8017 0.0591 7.1% 0.0056 0.7% 52% False False 39
80 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 52% False False 30
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8564
2.618 0.8488
1.618 0.8442
1.000 0.8414
0.618 0.8396
HIGH 0.8368
0.618 0.8350
0.500 0.8345
0.382 0.8340
LOW 0.8322
0.618 0.8294
1.000 0.8276
1.618 0.8248
2.618 0.8202
4.250 0.8127
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 0.8345 0.8388
PP 0.8339 0.8367
S1 0.8333 0.8347

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

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