CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 0.8386 0.8422 0.0036 0.4% 0.8368
High 0.8456 0.8491 0.0035 0.4% 0.8384
Low 0.8382 0.8415 0.0033 0.4% 0.8322
Close 0.8440 0.8442 0.0002 0.0% 0.8340
Range 0.0074 0.0076 0.0002 2.7% 0.0062
ATR 0.0059 0.0060 0.0001 2.1% 0.0000
Volume 180 160 -20 -11.1% 473
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8677 0.8635 0.8483
R3 0.8601 0.8559 0.8462
R2 0.8525 0.8525 0.8455
R1 0.8483 0.8483 0.8448 0.8504
PP 0.8449 0.8449 0.8449 0.8459
S1 0.8407 0.8407 0.8435 0.8428
S2 0.8373 0.8373 0.8428
S3 0.8297 0.8331 0.8421
S4 0.8221 0.8255 0.8400
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 0.8491 0.8334 0.0157 1.9% 0.0046 0.5% 69% True False 77
10 0.8491 0.8322 0.0169 2.0% 0.0050 0.6% 71% True False 127
20 0.8491 0.8281 0.0210 2.5% 0.0057 0.7% 77% True False 119
40 0.8608 0.8097 0.0511 6.1% 0.0071 0.8% 67% False False 70
60 0.8608 0.8017 0.0591 7.0% 0.0058 0.7% 72% False False 49
80 0.8608 0.8017 0.0591 7.0% 0.0051 0.6% 72% False False 37
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8814
2.618 0.8689
1.618 0.8613
1.000 0.8567
0.618 0.8537
HIGH 0.8491
0.618 0.8461
0.500 0.8453
0.382 0.8444
LOW 0.8415
0.618 0.8368
1.000 0.8339
1.618 0.8292
2.618 0.8216
4.250 0.8092
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 0.8453 0.8435
PP 0.8449 0.8429
S1 0.8445 0.8422

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

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