CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 0.8162 0.8175 0.0013 0.2% 0.8135
High 0.8182 0.8190 0.0008 0.1% 0.8190
Low 0.8148 0.8155 0.0007 0.1% 0.8116
Close 0.8178 0.8173 -0.0005 -0.1% 0.8173
Range 0.0034 0.0035 0.0001 2.9% 0.0074
ATR 0.0053 0.0052 -0.0001 -2.4% 0.0000
Volume 301 474 173 57.5% 2,574
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8278 0.8260 0.8192
R3 0.8243 0.8225 0.8183
R2 0.8208 0.8208 0.8179
R1 0.8190 0.8190 0.8176 0.8182
PP 0.8173 0.8173 0.8173 0.8168
S1 0.8155 0.8155 0.8170 0.8147
S2 0.8138 0.8138 0.8167
S3 0.8103 0.8120 0.8163
S4 0.8068 0.8085 0.8154
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8382 0.8351 0.8214
R3 0.8308 0.8277 0.8193
R2 0.8234 0.8234 0.8187
R1 0.8203 0.8203 0.8180 0.8219
PP 0.8160 0.8160 0.8160 0.8167
S1 0.8129 0.8129 0.8166 0.8145
S2 0.8086 0.8086 0.8159
S3 0.8012 0.8055 0.8153
S4 0.7938 0.7981 0.8132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8190 0.8116 0.0074 0.9% 0.0033 0.4% 77% True False 514
10 0.8336 0.8116 0.0220 2.7% 0.0043 0.5% 26% False False 488
20 0.8414 0.8116 0.0298 3.6% 0.0050 0.6% 19% False False 607
40 0.8491 0.8116 0.0375 4.6% 0.0053 0.6% 15% False False 359
60 0.8608 0.8116 0.0492 6.0% 0.0064 0.8% 12% False False 253
80 0.8608 0.8017 0.0591 7.2% 0.0056 0.7% 26% False False 191
100 0.8608 0.8017 0.0591 7.2% 0.0051 0.6% 26% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8339
2.618 0.8282
1.618 0.8247
1.000 0.8225
0.618 0.8212
HIGH 0.8190
0.618 0.8177
0.500 0.8173
0.382 0.8168
LOW 0.8155
0.618 0.8133
1.000 0.8120
1.618 0.8098
2.618 0.8063
4.250 0.8006
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 0.8173 0.8171
PP 0.8173 0.8169
S1 0.8173 0.8167

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

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