CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 0.8328 0.8336 0.0008 0.1% 0.8333
High 0.8352 0.8376 0.0024 0.3% 0.8453
Low 0.8322 0.8336 0.0014 0.2% 0.8332
Close 0.8344 0.8365 0.0021 0.2% 0.8369
Range 0.0031 0.0041 0.0010 32.8% 0.0121
ATR 0.0067 0.0065 -0.0002 -2.8% 0.0000
Volume 131 72 -59 -45.0% 825
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8480 0.8463 0.8387
R3 0.8440 0.8422 0.8376
R2 0.8399 0.8399 0.8372
R1 0.8382 0.8382 0.8368 0.8391
PP 0.8359 0.8359 0.8359 0.8363
S1 0.8341 0.8341 0.8361 0.8350
S2 0.8318 0.8318 0.8357
S3 0.8278 0.8301 0.8353
S4 0.8237 0.8260 0.8342
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% 0.0058 0.7% 33% False False 177
10 0.8453 0.8281 0.0173 2.1% 0.0062 0.7% 49% False False 144
20 0.8453 0.8279 0.0174 2.1% 0.0063 0.8% 49% False False 109
40 0.8608 0.8017 0.0591 7.1% 0.0069 0.8% 59% False False 61
60 0.8608 0.8017 0.0591 7.1% 0.0056 0.7% 59% False False 42
80 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 59% False False 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8548
2.618 0.8482
1.618 0.8442
1.000 0.8417
0.618 0.8401
HIGH 0.8376
0.618 0.8361
0.500 0.8356
0.382 0.8351
LOW 0.8336
0.618 0.8310
1.000 0.8295
1.618 0.8270
2.618 0.8229
4.250 0.8163
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 0.8362 0.8359
PP 0.8359 0.8354
S1 0.8356 0.8349

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

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