CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 0.8368 0.8386 0.0018 0.2% 0.8368
High 0.8386 0.8456 0.0070 0.8% 0.8384
Low 0.8354 0.8382 0.0028 0.3% 0.8322
Close 0.8368 0.8440 0.0072 0.9% 0.8340
Range 0.0032 0.0074 0.0043 134.9% 0.0062
ATR 0.0056 0.0059 0.0002 4.0% 0.0000
Volume 10 180 170 1,700.0% 473
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8648 0.8618 0.8480
R3 0.8574 0.8544 0.8460
R2 0.8500 0.8500 0.8453
R1 0.8470 0.8470 0.8446 0.8485
PP 0.8426 0.8426 0.8426 0.8433
S1 0.8396 0.8396 0.8433 0.8411
S2 0.8352 0.8352 0.8426
S3 0.8278 0.8322 0.8419
S4 0.8204 0.8248 0.8399
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 0.8456 0.8334 0.0122 1.4% 0.0037 0.4% 87% True False 51
10 0.8456 0.8322 0.0134 1.6% 0.0048 0.6% 88% True False 114
20 0.8456 0.8281 0.0175 2.1% 0.0058 0.7% 91% True False 113
40 0.8608 0.8081 0.0527 6.2% 0.0070 0.8% 68% False False 67
60 0.8608 0.8017 0.0591 7.0% 0.0057 0.7% 71% False False 46
80 0.8608 0.8017 0.0591 7.0% 0.0050 0.6% 71% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8770
2.618 0.8649
1.618 0.8575
1.000 0.8530
0.618 0.8501
HIGH 0.8456
0.618 0.8427
0.500 0.8419
0.382 0.8410
LOW 0.8382
0.618 0.8336
1.000 0.8308
1.618 0.8262
2.618 0.8188
4.250 0.8067
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 0.8433 0.8427
PP 0.8426 0.8415
S1 0.8419 0.8403

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

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