CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 0.8360 0.8348 -0.0012 -0.1% 0.8368
High 0.8384 0.8368 -0.0016 -0.2% 0.8384
Low 0.8352 0.8334 -0.0018 -0.2% 0.8322
Close 0.8360 0.8340 -0.0020 -0.2% 0.8340
Range 0.0032 0.0034 0.0002 6.3% 0.0062
ATR 0.0063 0.0061 -0.0002 -3.3% 0.0000
Volume 28 31 3 10.7% 473
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8449 0.8428 0.8358
R3 0.8415 0.8394 0.8349
R2 0.8381 0.8381 0.8346
R1 0.8360 0.8360 0.8343 0.8354
PP 0.8347 0.8347 0.8347 0.8344
S1 0.8326 0.8326 0.8336 0.8320
S2 0.8313 0.8313 0.8333
S3 0.8279 0.8292 0.8330
S4 0.8245 0.8258 0.8321
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8534 0.8499 0.8374
R3 0.8472 0.8437 0.8357
R2 0.8410 0.8410 0.8351
R1 0.8375 0.8375 0.8345 0.8362
PP 0.8348 0.8348 0.8348 0.8342
S1 0.8313 0.8313 0.8334 0.8300
S2 0.8286 0.8286 0.8328
S3 0.8224 0.8251 0.8322
S4 0.8162 0.8189 0.8305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8384 0.8322 0.0062 0.7% 0.0037 0.4% 29% False False 94
10 0.8453 0.8322 0.0132 1.6% 0.0053 0.6% 14% False False 129
20 0.8453 0.8281 0.0173 2.1% 0.0061 0.7% 34% False False 110
40 0.8608 0.8066 0.0542 6.5% 0.0068 0.8% 50% False False 62
60 0.8608 0.8017 0.0591 7.1% 0.0056 0.7% 55% False False 43
80 0.8608 0.8017 0.0591 7.1% 0.0049 0.6% 55% False False 33
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8513
2.618 0.8457
1.618 0.8423
1.000 0.8402
0.618 0.8389
HIGH 0.8368
0.618 0.8355
0.500 0.8351
0.382 0.8347
LOW 0.8334
0.618 0.8313
1.000 0.8300
1.618 0.8279
2.618 0.8245
4.250 0.8190
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 0.8351 0.8359
PP 0.8347 0.8352
S1 0.8343 0.8346

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

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