CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 0.8838 0.8774 -0.0064 -0.7% 0.8785
High 0.8869 0.8810 -0.0059 -0.7% 0.8912
Low 0.8779 0.8774 -0.0005 -0.1% 0.8738
Close 0.8794 0.8795 0.0002 0.0% 0.8794
Range 0.0090 0.0036 -0.0055 -60.6% 0.0174
ATR 0.0103 0.0099 -0.0005 -4.7% 0.0000
Volume 44,981 2,798 -42,183 -93.8% 733,287
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8899 0.8883 0.8815
R3 0.8864 0.8847 0.8805
R2 0.8828 0.8828 0.8802
R1 0.8812 0.8812 0.8798 0.8820
PP 0.8793 0.8793 0.8793 0.8797
S1 0.8776 0.8776 0.8792 0.8785
S2 0.8757 0.8757 0.8788
S3 0.8722 0.8741 0.8785
S4 0.8686 0.8705 0.8775
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9335 0.9238 0.8889
R3 0.9161 0.9064 0.8841
R2 0.8988 0.8988 0.8825
R1 0.8891 0.8891 0.8809 0.8939
PP 0.8814 0.8814 0.8814 0.8839
S1 0.8717 0.8717 0.8778 0.8766
S2 0.8641 0.8641 0.8762
S3 0.8467 0.8544 0.8746
S4 0.8294 0.8370 0.8698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8912 0.8738 0.0174 2.0% 0.0090 1.0% 33% False False 124,246
10 0.8918 0.8730 0.0189 2.1% 0.0093 1.1% 35% False False 128,007
20 0.9010 0.8710 0.0300 3.4% 0.0089 1.0% 28% False False 142,365
40 0.9017 0.8210 0.0808 9.2% 0.0105 1.2% 73% False False 180,682
60 0.9017 0.8058 0.0960 10.9% 0.0092 1.1% 77% False False 163,808
80 0.9017 0.8058 0.0960 10.9% 0.0083 0.9% 77% False False 132,803
100 0.9017 0.8058 0.0960 10.9% 0.0077 0.9% 77% False False 106,370
120 0.9017 0.8058 0.0960 10.9% 0.0073 0.8% 77% False False 88,660
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 False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0026
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8960
2.618 0.8902
1.618 0.8867
1.000 0.8845
0.618 0.8831
HIGH 0.8810
0.618 0.8796
0.500 0.8792
0.382 0.8788
LOW 0.8774
0.618 0.8752
1.000 0.8739
1.618 0.8717
2.618 0.8681
4.250 0.8623
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 0.8794 0.8810
PP 0.8793 0.8805
S1 0.8792 0.8800

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

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