CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 0.8149 0.8163 0.0014 0.2% 0.8323
High 0.8153 0.8172 0.0019 0.2% 0.8336
Low 0.8125 0.8144 0.0019 0.2% 0.8137
Close 0.8138 0.8156 0.0019 0.2% 0.8138
Range 0.0029 0.0028 -0.0001 -1.8% 0.0199
ATR 0.0056 0.0054 -0.0002 -2.8% 0.0000
Volume 787 567 -220 -28.0% 2,308
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8241 0.8227 0.8171
R3 0.8213 0.8199 0.8164
R2 0.8185 0.8185 0.8161
R1 0.8171 0.8171 0.8159 0.8164
PP 0.8157 0.8157 0.8157 0.8154
S1 0.8143 0.8143 0.8153 0.8136
S2 0.8129 0.8129 0.8151
S3 0.8101 0.8115 0.8148
S4 0.8073 0.8087 0.8141
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 0.8259 0.8116 0.0143 1.8% 0.0046 0.6% 28% False False 674
10 0.8336 0.8116 0.0220 2.7% 0.0048 0.6% 18% False False 534
20 0.8491 0.8116 0.0375 4.6% 0.0054 0.7% 11% False False 587
40 0.8491 0.8116 0.0375 4.6% 0.0056 0.7% 11% False False 350
60 0.8608 0.8081 0.0527 6.5% 0.0065 0.8% 14% False False 240
80 0.8608 0.8017 0.0591 7.2% 0.0056 0.7% 24% False False 182
100 0.8608 0.8017 0.0591 7.2% 0.0051 0.6% 24% False False 146
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8291
2.618 0.8245
1.618 0.8217
1.000 0.8200
0.618 0.8189
HIGH 0.8172
0.618 0.8161
0.500 0.8158
0.382 0.8154
LOW 0.8144
0.618 0.8126
1.000 0.8116
1.618 0.8098
2.618 0.8070
4.250 0.8025
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 0.8158 0.8152
PP 0.8157 0.8148
S1 0.8157 0.8144

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

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