CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 0.8017 0.8072 0.0055 0.7% 0.8108
High 0.8111 0.8072 -0.0039 -0.5% 0.8108
Low 0.8017 0.8065 0.0048 0.6% 0.8041
Close 0.8089 0.8072 -0.0018 -0.2% 0.8092
Range 0.0094 0.0007 -0.0087 -92.5% 0.0067
ATR 0.0042 0.0040 -0.0001 -2.9% 0.0000
Volume 30 0 -30 -100.0% 21
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8090 0.8088 0.8075
R3 0.8083 0.8081 0.8073
R2 0.8076 0.8076 0.8073
R1 0.8074 0.8074 0.8072 0.8075
PP 0.8069 0.8069 0.8069 0.8070
S1 0.8067 0.8067 0.8071 0.8068
S2 0.8062 0.8062 0.8070
S3 0.8055 0.8060 0.8070
S4 0.8048 0.8053 0.8068
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8281 0.8254 0.8129
R3 0.8214 0.8187 0.8110
R2 0.8147 0.8147 0.8104
R1 0.8120 0.8120 0.8098 0.8100
PP 0.8080 0.8080 0.8080 0.8071
S1 0.8053 0.8053 0.8086 0.8033
S2 0.8013 0.8013 0.8080
S3 0.7946 0.7986 0.8074
S4 0.7879 0.7919 0.8055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8111 0.8017 0.0094 1.2% 0.0043 0.5% 58% False False 11
10 0.8126 0.8017 0.0109 1.3% 0.0037 0.5% 50% False False 8
20 0.8164 0.8017 0.0147 1.8% 0.0032 0.4% 37% False False 5
40 0.8331 0.8017 0.0314 3.9% 0.0030 0.4% 17% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8101
2.618 0.8090
1.618 0.8083
1.000 0.8079
0.618 0.8076
HIGH 0.8072
0.618 0.8069
0.500 0.8068
0.382 0.8067
LOW 0.8065
0.618 0.8060
1.000 0.8058
1.618 0.8053
2.618 0.8046
4.250 0.8035
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 0.8070 0.8069
PP 0.8069 0.8066
S1 0.8068 0.8064

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

View Archives - Comment on this page... - Back to Index of Symbols