CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 0.8316 0.8281 -0.0036 -0.4% 0.8405
High 0.8354 0.8313 -0.0042 -0.5% 0.8414
Low 0.8268 0.8274 0.0006 0.1% 0.8251
Close 0.8270 0.8277 0.0008 0.1% 0.8258
Range 0.0086 0.0039 -0.0047 -54.7% 0.0163
ATR 0.0060 0.0059 -0.0001 -2.0% 0.0000
Volume 444 318 -126 -28.4% 4,803
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8405 0.8380 0.8298
R3 0.8366 0.8341 0.8288
R2 0.8327 0.8327 0.8284
R1 0.8302 0.8302 0.8281 0.8295
PP 0.8288 0.8288 0.8288 0.8284
S1 0.8263 0.8263 0.8273 0.8256
S2 0.8249 0.8249 0.8270
S3 0.8210 0.8224 0.8266
S4 0.8171 0.8185 0.8256
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 0.8354 0.8251 0.0103 1.2% 0.0066 0.8% 25% False False 1,182
10 0.8436 0.8251 0.0185 2.2% 0.0056 0.7% 14% False False 657
20 0.8491 0.8251 0.0240 2.9% 0.0053 0.6% 11% False False 392
40 0.8491 0.8251 0.0240 2.9% 0.0060 0.7% 11% False False 232
60 0.8608 0.8017 0.0591 7.1% 0.0062 0.7% 44% False False 158
80 0.8608 0.8017 0.0591 7.1% 0.0054 0.6% 44% False False 119
100 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 44% False False 96
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8478
2.618 0.8415
1.618 0.8376
1.000 0.8352
0.618 0.8337
HIGH 0.8313
0.618 0.8298
0.500 0.8293
0.382 0.8288
LOW 0.8274
0.618 0.8249
1.000 0.8235
1.618 0.8210
2.618 0.8171
4.250 0.8108
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 0.8293 0.8311
PP 0.8288 0.8300
S1 0.8282 0.8288

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

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