CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 0.8422 0.8436 0.0015 0.2% 0.8353
High 0.8491 0.8436 -0.0055 -0.6% 0.8491
Low 0.8415 0.8378 -0.0037 -0.4% 0.8350
Close 0.8442 0.8399 -0.0043 -0.5% 0.8399
Range 0.0076 0.0058 -0.0018 -23.7% 0.0141
ATR 0.0060 0.0060 0.0000 0.4% 0.0000
Volume 160 214 54 33.8% 570
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8578 0.8546 0.8430
R3 0.8520 0.8488 0.8414
R2 0.8462 0.8462 0.8409
R1 0.8430 0.8430 0.8404 0.8417
PP 0.8404 0.8404 0.8404 0.8398
S1 0.8372 0.8372 0.8393 0.8359
S2 0.8346 0.8346 0.8388
S3 0.8288 0.8314 0.8383
S4 0.8230 0.8256 0.8367
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8835 0.8757 0.8476
R3 0.8694 0.8617 0.8437
R2 0.8554 0.8554 0.8424
R1 0.8476 0.8476 0.8411 0.8515
PP 0.8413 0.8413 0.8413 0.8432
S1 0.8336 0.8336 0.8386 0.8374
S2 0.8273 0.8273 0.8373
S3 0.8132 0.8195 0.8360
S4 0.7992 0.8055 0.8321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8491 0.8350 0.0141 1.7% 0.0051 0.6% 35% False False 114
10 0.8491 0.8322 0.0169 2.0% 0.0044 0.5% 46% False False 104
20 0.8491 0.8281 0.0210 2.5% 0.0056 0.7% 56% False False 112
40 0.8608 0.8186 0.0422 5.0% 0.0071 0.9% 50% False False 76
60 0.8608 0.8017 0.0591 7.0% 0.0058 0.7% 65% False False 53
80 0.8608 0.8017 0.0591 7.0% 0.0051 0.6% 65% False False 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8683
2.618 0.8588
1.618 0.8530
1.000 0.8494
0.618 0.8472
HIGH 0.8436
0.618 0.8414
0.500 0.8407
0.382 0.8400
LOW 0.8378
0.618 0.8342
1.000 0.8320
1.618 0.8284
2.618 0.8226
4.250 0.8132
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 0.8407 0.8434
PP 0.8404 0.8422
S1 0.8401 0.8410

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

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