CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 0.8375 0.8305 -0.0070 -0.8% 0.8405
High 0.8381 0.8338 -0.0043 -0.5% 0.8414
Low 0.8301 0.8251 -0.0050 -0.6% 0.8251
Close 0.8303 0.8258 -0.0045 -0.5% 0.8258
Range 0.0080 0.0087 0.0007 8.8% 0.0163
ATR 0.0056 0.0058 0.0002 4.0% 0.0000
Volume 181 4,357 4,176 2,307.2% 4,803
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8543 0.8488 0.8306
R3 0.8456 0.8401 0.8282
R2 0.8369 0.8369 0.8274
R1 0.8314 0.8314 0.8266 0.8298
PP 0.8282 0.8282 0.8282 0.8275
S1 0.8227 0.8227 0.8250 0.8211
S2 0.8195 0.8195 0.8242
S3 0.8108 0.8140 0.8234
S4 0.8021 0.8053 0.8210
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8795 0.8689 0.8347
R3 0.8633 0.8527 0.8303
R2 0.8470 0.8470 0.8288
R1 0.8364 0.8364 0.8273 0.8336
PP 0.8308 0.8308 0.8308 0.8293
S1 0.8202 0.8202 0.8243 0.8173
S2 0.8145 0.8145 0.8228
S3 0.7983 0.8039 0.8213
S4 0.7820 0.7877 0.8169
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8414 0.8251 0.0163 2.0% 0.0051 0.6% 4% False True 960
10 0.8491 0.8251 0.0240 2.9% 0.0051 0.6% 3% False True 537
20 0.8491 0.8251 0.0240 2.9% 0.0052 0.6% 3% False True 333
40 0.8491 0.8251 0.0240 2.9% 0.0060 0.7% 3% False True 193
60 0.8608 0.8017 0.0591 7.2% 0.0060 0.7% 41% False False 132
80 0.8608 0.8017 0.0591 7.2% 0.0053 0.6% 41% False False 100
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 0.0009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8708
2.618 0.8566
1.618 0.8479
1.000 0.8425
0.618 0.8392
HIGH 0.8338
0.618 0.8305
0.500 0.8295
0.382 0.8284
LOW 0.8251
0.618 0.8197
1.000 0.8164
1.618 0.8110
2.618 0.8023
4.250 0.7881
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 0.8295 0.8316
PP 0.8282 0.8297
S1 0.8270 0.8277

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

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