CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 0.8391 0.8360 -0.0032 -0.4% 0.8353
High 0.8395 0.8371 -0.0024 -0.3% 0.8491
Low 0.8358 0.8349 -0.0010 -0.1% 0.8350
Close 0.8361 0.8358 -0.0003 0.0% 0.8399
Range 0.0037 0.0023 -0.0014 -38.4% 0.0141
ATR 0.0056 0.0054 -0.0002 -4.3% 0.0000
Volume 190 35 -155 -81.6% 570
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8427 0.8415 0.8370
R3 0.8404 0.8392 0.8364
R2 0.8382 0.8382 0.8362
R1 0.8370 0.8370 0.8360 0.8365
PP 0.8359 0.8359 0.8359 0.8357
S1 0.8347 0.8347 0.8356 0.8342
S2 0.8337 0.8337 0.8354
S3 0.8314 0.8325 0.8352
S4 0.8292 0.8302 0.8346
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 0.8349 0.0142 1.7% 0.0044 0.5% 7% False True 127
10 0.8491 0.8334 0.0157 1.9% 0.0041 0.5% 15% False False 89
20 0.8491 0.8281 0.0210 2.5% 0.0051 0.6% 37% False False 117
40 0.8491 0.8259 0.0232 2.8% 0.0061 0.7% 43% False False 80
60 0.8608 0.8017 0.0591 7.1% 0.0058 0.7% 58% False False 57
80 0.8608 0.8017 0.0591 7.1% 0.0051 0.6% 58% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8467
2.618 0.8430
1.618 0.8407
1.000 0.8394
0.618 0.8385
HIGH 0.8371
0.618 0.8362
0.500 0.8360
0.382 0.8357
LOW 0.8349
0.618 0.8335
1.000 0.8326
1.618 0.8312
2.618 0.8290
4.250 0.8253
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 0.8360 0.8381
PP 0.8359 0.8373
S1 0.8359 0.8366

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

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