CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 0.8353 0.8368 0.0016 0.2% 0.8368
High 0.8365 0.8386 0.0021 0.3% 0.8384
Low 0.8350 0.8354 0.0004 0.0% 0.8322
Close 0.8363 0.8368 0.0005 0.1% 0.8340
Range 0.0015 0.0032 0.0017 117.2% 0.0062
ATR 0.0058 0.0056 -0.0002 -3.3% 0.0000
Volume 6 10 4 66.7% 473
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8464 0.8447 0.8385
R3 0.8432 0.8416 0.8376
R2 0.8401 0.8401 0.8373
R1 0.8384 0.8384 0.8370 0.8377
PP 0.8369 0.8369 0.8369 0.8365
S1 0.8353 0.8353 0.8365 0.8345
S2 0.8338 0.8338 0.8362
S3 0.8306 0.8321 0.8359
S4 0.8275 0.8290 0.8350
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 0.8386 0.8334 0.0052 0.6% 0.0031 0.4% 65% True False 29
10 0.8453 0.8322 0.0132 1.6% 0.0046 0.5% 35% False False 101
20 0.8453 0.8281 0.0173 2.1% 0.0056 0.7% 50% False False 108
40 0.8608 0.8070 0.0539 6.4% 0.0068 0.8% 55% False False 62
60 0.8608 0.8017 0.0591 7.1% 0.0056 0.7% 59% False False 43
80 0.8608 0.8017 0.0591 7.1% 0.0049 0.6% 59% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8519
2.618 0.8468
1.618 0.8436
1.000 0.8417
0.618 0.8405
HIGH 0.8386
0.618 0.8373
0.500 0.8370
0.382 0.8366
LOW 0.8354
0.618 0.8335
1.000 0.8323
1.618 0.8303
2.618 0.8272
4.250 0.8220
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 0.8370 0.8365
PP 0.8369 0.8362
S1 0.8368 0.8360

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

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