CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 0.8175 0.8197 0.0022 0.3% 0.8135
High 0.8190 0.8204 0.0014 0.2% 0.8190
Low 0.8155 0.8136 -0.0020 -0.2% 0.8116
Close 0.8173 0.8137 -0.0036 -0.4% 0.8173
Range 0.0035 0.0069 0.0034 95.7% 0.0074
ATR 0.0052 0.0053 0.0001 2.3% 0.0000
Volume 474 725 251 53.0% 2,574
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8364 0.8319 0.8175
R3 0.8296 0.8251 0.8156
R2 0.8227 0.8227 0.8150
R1 0.8182 0.8182 0.8143 0.8171
PP 0.8159 0.8159 0.8159 0.8153
S1 0.8114 0.8114 0.8131 0.8102
S2 0.8090 0.8090 0.8124
S3 0.8022 0.8045 0.8118
S4 0.7953 0.7977 0.8099
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 0.8204 0.8125 0.0080 1.0% 0.0039 0.5% 16% True False 570
10 0.8313 0.8116 0.0197 2.4% 0.0046 0.6% 11% False False 550
20 0.8395 0.8116 0.0279 3.4% 0.0052 0.6% 8% False False 641
40 0.8491 0.8116 0.0375 4.6% 0.0053 0.7% 6% False False 375
60 0.8608 0.8116 0.0492 6.0% 0.0065 0.8% 4% False False 265
80 0.8608 0.8017 0.0591 7.3% 0.0057 0.7% 20% False False 200
100 0.8608 0.8017 0.0591 7.3% 0.0052 0.6% 20% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8495
2.618 0.8383
1.618 0.8315
1.000 0.8273
0.618 0.8246
HIGH 0.8204
0.618 0.8178
0.500 0.8170
0.382 0.8162
LOW 0.8136
0.618 0.8093
1.000 0.8067
1.618 0.8025
2.618 0.7956
4.250 0.7844
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 0.8170 0.8170
PP 0.8159 0.8159
S1 0.8148 0.8148

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

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