CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	0.8305	0.8260	-0.0045	-0.5%	0.8405
High	0.8338	0.8310	-0.0028	-0.3%	0.8414
Low	0.8251	0.8253	0.0002	0.0%	0.8251
Close	0.8258	0.8283	0.0025	0.3%	0.8258
Range	0.0087	0.0058	-0.0030	-33.9%	0.0163
ATR	0.0058	0.0058	0.0000	-0.1%	0.0000
Volume	4,357	379	-3,978	-91.3%	4,803

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8454	0.8426	0.8314
R3	0.8397	0.8368	0.8298
R2	0.8339	0.8339	0.8293
R1	0.8311	0.8311	0.8288	0.8325
PP	0.8282	0.8282	0.8282	0.8289
S1	0.8253	0.8253	0.8277	0.8268
S2	0.8224	0.8224	0.8272
S3	0.8167	0.8196	0.8267
S4	0.8109	0.8138	0.8251

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	0.8395	0.8251	0.0144	1.7%	0.0057	0.7%	22%	False	False	1,028
10	0.8491	0.8251	0.0240	2.9%	0.0055	0.7%	13%	False	False	574
20	0.8491	0.8251	0.0240	2.9%	0.0052	0.6%	13%	False	False	339
40	0.8491	0.8251	0.0240	2.9%	0.0061	0.7%	13%	False	False	203
60	0.8608	0.8017	0.0591	7.1%	0.0060	0.7%	45%	False	False	138
80	0.8608	0.8017	0.0591	7.1%	0.0054	0.6%	45%	False	False	105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8554
2.618	0.8461
1.618	0.8403
1.000	0.8368
0.618	0.8346
HIGH	0.8310
0.618	0.8288
0.500	0.8281
0.382	0.8274
LOW	0.8253
0.618	0.8217
1.000	0.8195
1.618	0.8159
2.618	0.8102
4.250	0.8008

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	0.8282	0.8316
PP	0.8282	0.8305
S1	0.8281	0.8294

Download as Excel Spreadsheet

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

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