CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 0.8308 0.8323 0.0015 0.2% 0.8260
High 0.8335 0.8336 0.0001 0.0% 0.8354
Low 0.8253 0.8298 0.0046 0.6% 0.8253
Close 0.8306 0.8301 -0.0005 -0.1% 0.8306
Range 0.0083 0.0038 -0.0045 -54.5% 0.0102
ATR 0.0061 0.0059 -0.0002 -2.7% 0.0000
Volume 916 105 -811 -88.5% 2,469
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8424 0.8400 0.8322
R3 0.8387 0.8363 0.8311
R2 0.8349 0.8349 0.8308
R1 0.8325 0.8325 0.8304 0.8318
PP 0.8312 0.8312 0.8312 0.8308
S1 0.8288 0.8288 0.8298 0.8281
S2 0.8274 0.8274 0.8294
S3 0.8237 0.8250 0.8291
S4 0.8199 0.8213 0.8280
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8609 0.8559 0.8362
R3 0.8507 0.8457 0.8334
R2 0.8406 0.8406 0.8325
R1 0.8356 0.8356 0.8315 0.8381
PP 0.8304 0.8304 0.8304 0.8317
S1 0.8254 0.8254 0.8297 0.8279
S2 0.8203 0.8203 0.8287
S3 0.8101 0.8153 0.8278
S4 0.8000 0.8051 0.8250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8354 0.8253 0.0102 1.2% 0.0061 0.7% 48% False False 439
10 0.8395 0.8251 0.0144 1.7% 0.0059 0.7% 35% False False 733
20 0.8491 0.8251 0.0240 2.9% 0.0051 0.6% 21% False False 410
40 0.8491 0.8251 0.0240 2.9% 0.0059 0.7% 21% False False 257
60 0.8608 0.8017 0.0591 7.1% 0.0063 0.8% 48% False False 175
80 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 48% False False 132
100 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 48% False False 106
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 True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8495
2.618 0.8434
1.618 0.8396
1.000 0.8373
0.618 0.8359
HIGH 0.8336
0.618 0.8321
0.500 0.8317
0.382 0.8312
LOW 0.8298
0.618 0.8275
1.000 0.8261
1.618 0.8237
2.618 0.8200
4.250 0.8139
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 0.8317 0.8299
PP 0.8312 0.8296
S1 0.8306 0.8294

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

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