CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 0.8436 0.8405 -0.0031 -0.4% 0.8353
High 0.8436 0.8414 -0.0023 -0.3% 0.8491
Low 0.8378 0.8385 0.0007 0.1% 0.8350
Close 0.8399 0.8392 -0.0007 -0.1% 0.8399
Range 0.0058 0.0029 -0.0030 -50.9% 0.0141
ATR 0.0060 0.0058 -0.0002 -3.8% 0.0000
Volume 214 40 -174 -81.3% 570
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8482 0.8466 0.8408
R3 0.8454 0.8437 0.8400
R2 0.8425 0.8425 0.8397
R1 0.8409 0.8409 0.8395 0.8403
PP 0.8397 0.8397 0.8397 0.8394
S1 0.8380 0.8380 0.8389 0.8374
S2 0.8368 0.8368 0.8387
S3 0.8340 0.8352 0.8384
S4 0.8311 0.8323 0.8376
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 0.8354 0.0137 1.6% 0.0054 0.6% 28% False False 120
10 0.8491 0.8322 0.0169 2.0% 0.0042 0.5% 42% False False 87
20 0.8491 0.8281 0.0210 2.5% 0.0054 0.6% 53% False False 108
40 0.8608 0.8259 0.0350 4.2% 0.0071 0.8% 38% False False 77
60 0.8608 0.8017 0.0591 7.0% 0.0059 0.7% 63% False False 53
80 0.8608 0.8017 0.0591 7.0% 0.0051 0.6% 63% False False 40
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8535
2.618 0.8488
1.618 0.8460
1.000 0.8442
0.618 0.8431
HIGH 0.8414
0.618 0.8403
0.500 0.8399
0.382 0.8396
LOW 0.8385
0.618 0.8367
1.000 0.8357
1.618 0.8339
2.618 0.8310
4.250 0.8264
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 0.8399 0.8434
PP 0.8397 0.8420
S1 0.8394 0.8406

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

View Archives - Comment on this page... - Back to Index of Symbols