CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 0.8405 0.8391 -0.0014 -0.2% 0.8353
High 0.8414 0.8395 -0.0019 -0.2% 0.8491
Low 0.8385 0.8358 -0.0027 -0.3% 0.8350
Close 0.8392 0.8361 -0.0031 -0.4% 0.8399
Range 0.0029 0.0037 0.0008 28.1% 0.0141
ATR 0.0058 0.0056 -0.0002 -2.6% 0.0000
Volume 40 190 150 375.0% 570
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8481 0.8457 0.8381
R3 0.8444 0.8421 0.8371
R2 0.8408 0.8408 0.8368
R1 0.8384 0.8384 0.8364 0.8378
PP 0.8371 0.8371 0.8371 0.8368
S1 0.8348 0.8348 0.8358 0.8341
S2 0.8335 0.8335 0.8354
S3 0.8298 0.8311 0.8351
S4 0.8262 0.8275 0.8341
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 0.8358 0.0133 1.6% 0.0055 0.7% 2% False True 156
10 0.8491 0.8334 0.0157 1.9% 0.0043 0.5% 17% False False 93
20 0.8491 0.8281 0.0210 2.5% 0.0053 0.6% 38% False False 116
40 0.8491 0.8259 0.0232 2.8% 0.0064 0.8% 44% False False 80
60 0.8608 0.8017 0.0591 7.1% 0.0058 0.7% 58% False False 56
80 0.8608 0.8017 0.0591 7.1% 0.0052 0.6% 58% False False 43
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8550
2.618 0.8490
1.618 0.8454
1.000 0.8431
0.618 0.8417
HIGH 0.8395
0.618 0.8381
0.500 0.8376
0.382 0.8372
LOW 0.8358
0.618 0.8335
1.000 0.8322
1.618 0.8299
2.618 0.8262
4.250 0.8203
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 0.8376 0.8397
PP 0.8371 0.8385
S1 0.8366 0.8373

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

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