CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 0.8136 0.8124 -0.0013 -0.2% 0.8135
High 0.8142 0.8139 -0.0003 0.0% 0.8190
Low 0.8123 0.8103 -0.0020 -0.2% 0.8116
Close 0.8127 0.8117 -0.0011 -0.1% 0.8173
Range 0.0019 0.0036 0.0017 89.5% 0.0074
ATR 0.0050 0.0049 -0.0001 -2.0% 0.0000
Volume 695 363 -332 -47.8% 2,574
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8228 0.8208 0.8136
R3 0.8192 0.8172 0.8126
R2 0.8156 0.8156 0.8123
R1 0.8136 0.8136 0.8120 0.8128
PP 0.8120 0.8120 0.8120 0.8115
S1 0.8100 0.8100 0.8113 0.8092
S2 0.8084 0.8084 0.8110
S3 0.8048 0.8064 0.8107
S4 0.8012 0.8028 0.8097
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 0.8103 0.0101 1.2% 0.0039 0.5% 13% False True 511
10 0.8259 0.8103 0.0156 1.9% 0.0042 0.5% 9% False True 592
20 0.8381 0.8103 0.0278 3.4% 0.0052 0.6% 5% False True 683
40 0.8491 0.8103 0.0388 4.8% 0.0052 0.6% 3% False True 400
60 0.8491 0.8103 0.0388 4.8% 0.0058 0.7% 3% False True 281
80 0.8608 0.8017 0.0591 7.3% 0.0057 0.7% 17% False False 214
100 0.8608 0.8017 0.0591 7.3% 0.0052 0.6% 17% False False 171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8292
2.618 0.8233
1.618 0.8197
1.000 0.8175
0.618 0.8161
HIGH 0.8139
0.618 0.8125
0.500 0.8121
0.382 0.8117
LOW 0.8103
0.618 0.8081
1.000 0.8067
1.618 0.8045
2.618 0.8009
4.250 0.7950
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 0.8121 0.8154
PP 0.8120 0.8141
S1 0.8118 0.8129

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

View Archives - Comment on this page... - Back to Index of Symbols