CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 0.8368 0.8328 -0.0040 -0.5% 0.8333
High 0.8368 0.8352 -0.0016 -0.2% 0.8453
Low 0.8322 0.8322 -0.0001 0.0% 0.8332
Close 0.8327 0.8344 0.0017 0.2% 0.8369
Range 0.0046 0.0031 -0.0016 -33.7% 0.0121
ATR 0.0070 0.0067 -0.0003 -4.0% 0.0000
Volume 211 131 -80 -37.9% 825
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8431 0.8418 0.8361
R3 0.8400 0.8387 0.8352
R2 0.8370 0.8370 0.8350
R1 0.8357 0.8357 0.8347 0.8363
PP 0.8339 0.8339 0.8339 0.8342
S1 0.8326 0.8326 0.8341 0.8333
S2 0.8309 0.8309 0.8338
S3 0.8278 0.8296 0.8336
S4 0.8248 0.8265 0.8327
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 0.0132 1.6% 0.0061 0.7% 17% False True 172
10 0.8453 0.8281 0.0173 2.1% 0.0064 0.8% 37% False False 140
20 0.8453 0.8279 0.0174 2.1% 0.0065 0.8% 37% False False 110
40 0.8608 0.8017 0.0591 7.1% 0.0069 0.8% 55% False False 60
60 0.8608 0.8017 0.0591 7.1% 0.0056 0.7% 55% False False 41
80 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 55% False False 32
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8482
2.618 0.8432
1.618 0.8401
1.000 0.8383
0.618 0.8371
HIGH 0.8352
0.618 0.8340
0.500 0.8337
0.382 0.8333
LOW 0.8322
0.618 0.8303
1.000 0.8291
1.618 0.8272
2.618 0.8242
4.250 0.8192
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 0.8342 0.8387
PP 0.8339 0.8373
S1 0.8337 0.8358

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

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