CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 0.8135 0.8149 0.0014 0.2% 0.8323
High 0.8156 0.8153 -0.0003 0.0% 0.8336
Low 0.8116 0.8125 0.0009 0.1% 0.8137
Close 0.8151 0.8138 -0.0013 -0.2% 0.8138
Range 0.0040 0.0029 -0.0012 -28.8% 0.0199
ATR 0.0058 0.0056 -0.0002 -3.6% 0.0000
Volume 445 787 342 76.9% 2,308
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8224 0.8209 0.8153
R3 0.8195 0.8181 0.8145
R2 0.8167 0.8167 0.8143
R1 0.8152 0.8152 0.8140 0.8145
PP 0.8138 0.8138 0.8138 0.8135
S1 0.8124 0.8124 0.8135 0.8117
S2 0.8110 0.8110 0.8132
S3 0.8081 0.8095 0.8130
S4 0.8053 0.8067 0.8122
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 0.8284 0.8116 0.0168 2.1% 0.0050 0.6% 13% False False 650
10 0.8354 0.8116 0.0238 2.9% 0.0054 0.7% 9% False False 521
20 0.8491 0.8116 0.0375 4.6% 0.0056 0.7% 6% False False 568
40 0.8491 0.8116 0.0375 4.6% 0.0056 0.7% 6% False False 338
60 0.8608 0.8070 0.0539 6.6% 0.0064 0.8% 13% False False 231
80 0.8608 0.8017 0.0591 7.3% 0.0056 0.7% 20% False False 174
100 0.8608 0.8017 0.0591 7.3% 0.0050 0.6% 20% False False 140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8274
2.618 0.8228
1.618 0.8199
1.000 0.8182
0.618 0.8171
HIGH 0.8153
0.618 0.8142
0.500 0.8139
0.382 0.8135
LOW 0.8125
0.618 0.8107
1.000 0.8096
1.618 0.8078
2.618 0.8050
4.250 0.8003
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 0.8139 0.8174
PP 0.8138 0.8162
S1 0.8138 0.8150

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

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