CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 03-Nov-2015
Day Change Summary
Previous Current
02-Nov-2015 03-Nov-2015 Change Change % Previous Week
Open 0.8323 0.8302 -0.0021 -0.2% 0.8260
High 0.8336 0.8313 -0.0023 -0.3% 0.8354
Low 0.8298 0.8270 -0.0029 -0.3% 0.8253
Close 0.8301 0.8281 -0.0020 -0.2% 0.8306
Range 0.0038 0.0044 0.0006 16.0% 0.0102
ATR 0.0059 0.0058 -0.0001 -1.9% 0.0000
Volume 105 183 78 74.3% 2,469
Daily Pivots for day following 03-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8418 0.8393 0.8305
R3 0.8375 0.8350 0.8293
R2 0.8331 0.8331 0.8289
R1 0.8306 0.8306 0.8285 0.8297
PP 0.8288 0.8288 0.8288 0.8283
S1 0.8263 0.8263 0.8277 0.8254
S2 0.8244 0.8244 0.8273
S3 0.8201 0.8219 0.8269
S4 0.8157 0.8176 0.8257
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% 0.0058 0.7% 28% False False 393
10 0.8381 0.8251 0.0130 1.6% 0.0060 0.7% 23% False False 733
20 0.8491 0.8251 0.0240 2.9% 0.0051 0.6% 13% False False 413
40 0.8491 0.8251 0.0240 2.9% 0.0058 0.7% 13% False False 261
60 0.8608 0.8017 0.0591 7.1% 0.0063 0.8% 45% False False 177
80 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 45% False False 134
100 0.8608 0.8017 0.0591 7.1% 0.0049 0.6% 45% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8498
2.618 0.8427
1.618 0.8383
1.000 0.8357
0.618 0.8340
HIGH 0.8313
0.618 0.8296
0.500 0.8291
0.382 0.8286
LOW 0.8270
0.618 0.8243
1.000 0.8226
1.618 0.8199
2.618 0.8156
4.250 0.8085
Fisher Pivots for day following 03-Nov-2015
Pivot 1 day 3 day
R1 0.8291 0.8294
PP 0.8288 0.8290
S1 0.8284 0.8285

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

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