CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 0.8336 0.8360 0.0025 0.3% 0.8333
High 0.8376 0.8384 0.0008 0.1% 0.8453
Low 0.8336 0.8352 0.0016 0.2% 0.8332
Close 0.8365 0.8360 -0.0005 -0.1% 0.8369
Range 0.0041 0.0032 -0.0009 -21.0% 0.0121
ATR 0.0065 0.0063 -0.0002 -3.6% 0.0000
Volume 72 28 -44 -61.1% 825
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8461 0.8442 0.8377
R3 0.8429 0.8410 0.8368
R2 0.8397 0.8397 0.8365
R1 0.8378 0.8378 0.8362 0.8372
PP 0.8365 0.8365 0.8365 0.8362
S1 0.8346 0.8346 0.8357 0.8340
S2 0.8333 0.8333 0.8354
S3 0.8301 0.8314 0.8351
S4 0.8269 0.8282 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% 0.0054 0.6% 29% False False 178
10 0.8453 0.8281 0.0173 2.1% 0.0057 0.7% 46% False False 139
20 0.8453 0.8281 0.0173 2.1% 0.0061 0.7% 46% False False 110
40 0.8608 0.8065 0.0544 6.5% 0.0067 0.8% 54% False False 61
60 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 58% False False 43
80 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 58% False False 33
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8520
2.618 0.8467
1.618 0.8435
1.000 0.8416
0.618 0.8403
HIGH 0.8384
0.618 0.8371
0.500 0.8368
0.382 0.8364
LOW 0.8352
0.618 0.8332
1.000 0.8320
1.618 0.8300
2.618 0.8268
4.250 0.8216
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 0.8368 0.8357
PP 0.8365 0.8355
S1 0.8362 0.8353

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

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