CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 0.8124 0.8117 -0.0007 -0.1% 0.8135
High 0.8139 0.8177 0.0038 0.5% 0.8190
Low 0.8103 0.8103 0.0000 0.0% 0.8116
Close 0.8117 0.8162 0.0046 0.6% 0.8173
Range 0.0036 0.0074 0.0038 105.6% 0.0074
ATR 0.0049 0.0051 0.0002 3.6% 0.0000
Volume 363 591 228 62.8% 2,574
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8369 0.8340 0.8203
R3 0.8295 0.8266 0.8182
R2 0.8221 0.8221 0.8176
R1 0.8192 0.8192 0.8169 0.8207
PP 0.8147 0.8147 0.8147 0.8155
S1 0.8118 0.8118 0.8155 0.8133
S2 0.8073 0.8073 0.8148
S3 0.7999 0.8044 0.8142
S4 0.7925 0.7970 0.8121
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% 0.0047 0.6% 58% False True 569
10 0.8233 0.8103 0.0130 1.6% 0.0046 0.6% 46% False True 645
20 0.8354 0.8103 0.0251 3.1% 0.0052 0.6% 24% False True 704
40 0.8491 0.8103 0.0388 4.7% 0.0052 0.6% 15% False True 413
60 0.8491 0.8103 0.0388 4.7% 0.0058 0.7% 15% False True 291
80 0.8608 0.8017 0.0591 7.2% 0.0057 0.7% 25% False False 221
100 0.8608 0.8017 0.0591 7.2% 0.0052 0.6% 25% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8492
2.618 0.8371
1.618 0.8297
1.000 0.8251
0.618 0.8223
HIGH 0.8177
0.618 0.8149
0.500 0.8140
0.382 0.8131
LOW 0.8103
0.618 0.8057
1.000 0.8029
1.618 0.7983
2.618 0.7909
4.250 0.7789
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 0.8155 0.8155
PP 0.8147 0.8147
S1 0.8140 0.8140

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

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