CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 0.8233 0.8135 -0.0098 -1.2% 0.8323
High 0.8233 0.8156 -0.0077 -0.9% 0.8336
Low 0.8137 0.8116 -0.0021 -0.3% 0.8137
Close 0.8138 0.8151 0.0013 0.2% 0.8138
Range 0.0096 0.0040 -0.0056 -58.1% 0.0199
ATR 0.0059 0.0058 -0.0001 -2.3% 0.0000
Volume 1,507 445 -1,062 -70.5% 2,308
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8261 0.8246 0.8173
R3 0.8221 0.8206 0.8162
R2 0.8181 0.8181 0.8158
R1 0.8166 0.8166 0.8154 0.8173
PP 0.8141 0.8141 0.8141 0.8145
S1 0.8126 0.8126 0.8147 0.8133
S2 0.8101 0.8101 0.8143
S3 0.8061 0.8086 0.8140
S4 0.8021 0.8046 0.8129
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8799 0.8667 0.8247
R3 0.8601 0.8469 0.8193
R2 0.8402 0.8402 0.8174
R1 0.8270 0.8270 0.8156 0.8237
PP 0.8204 0.8204 0.8204 0.8187
S1 0.8072 0.8072 0.8120 0.8038
S2 0.8005 0.8005 0.8102
S3 0.7807 0.7873 0.8083
S4 0.7608 0.7675 0.8029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8313 0.8116 0.0197 2.4% 0.0053 0.7% 18% False True 529
10 0.8354 0.8116 0.0238 2.9% 0.0057 0.7% 14% False True 484
20 0.8491 0.8116 0.0375 4.6% 0.0056 0.7% 9% False True 529
40 0.8491 0.8116 0.0375 4.6% 0.0057 0.7% 9% False True 320
60 0.8608 0.8066 0.0542 6.6% 0.0064 0.8% 16% False False 218
80 0.8608 0.8017 0.0591 7.3% 0.0056 0.7% 23% False False 165
100 0.8608 0.8017 0.0591 7.3% 0.0050 0.6% 23% False False 132
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8326
2.618 0.8261
1.618 0.8221
1.000 0.8196
0.618 0.8181
HIGH 0.8156
0.618 0.8141
0.500 0.8136
0.382 0.8131
LOW 0.8116
0.618 0.8091
1.000 0.8076
1.618 0.8051
2.618 0.8011
4.250 0.7946
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 0.8146 0.8188
PP 0.8141 0.8175
S1 0.8136 0.8163

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

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