CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 0.8295 0.8316 0.0022 0.3% 0.8405
High 0.8342 0.8354 0.0012 0.1% 0.8414
Low 0.8280 0.8268 -0.0012 -0.1% 0.8251
Close 0.8332 0.8270 -0.0063 -0.8% 0.8258
Range 0.0062 0.0086 0.0024 38.7% 0.0163
ATR 0.0058 0.0060 0.0002 3.4% 0.0000
Volume 412 444 32 7.8% 4,803
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8555 0.8498 0.8317
R3 0.8469 0.8412 0.8293
R2 0.8383 0.8383 0.8285
R1 0.8326 0.8326 0.8277 0.8312
PP 0.8297 0.8297 0.8297 0.8290
S1 0.8240 0.8240 0.8262 0.8226
S2 0.8211 0.8211 0.8254
S3 0.8125 0.8154 0.8246
S4 0.8039 0.8068 0.8222
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 0.8381 0.8251 0.0130 1.6% 0.0075 0.9% 14% False False 1,154
10 0.8491 0.8251 0.0240 2.9% 0.0059 0.7% 8% False False 641
20 0.8491 0.8251 0.0240 2.9% 0.0054 0.6% 8% False False 377
40 0.8491 0.8251 0.0240 2.9% 0.0060 0.7% 8% False False 224
60 0.8608 0.8017 0.0591 7.1% 0.0062 0.7% 43% False False 152
80 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 43% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8720
2.618 0.8579
1.618 0.8493
1.000 0.8440
0.618 0.8407
HIGH 0.8354
0.618 0.8321
0.500 0.8311
0.382 0.8301
LOW 0.8268
0.618 0.8215
1.000 0.8182
1.618 0.8129
2.618 0.8043
4.250 0.7903
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 0.8311 0.8303
PP 0.8297 0.8292
S1 0.8283 0.8281

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

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