CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.8117 0.8157 0.0040 0.5% 0.8197
High 0.8177 0.8170 -0.0007 -0.1% 0.8204
Low 0.8103 0.8150 0.0047 0.6% 0.8103
Close 0.8162 0.8163 0.0001 0.0% 0.8163
Range 0.0074 0.0020 -0.0054 -73.0% 0.0101
ATR 0.0051 0.0049 -0.0002 -4.4% 0.0000
Volume 591 442 -149 -25.2% 2,816
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8221 0.8212 0.8174
R3 0.8201 0.8192 0.8169
R2 0.8181 0.8181 0.8167
R1 0.8172 0.8172 0.8165 0.8177
PP 0.8161 0.8161 0.8161 0.8163
S1 0.8152 0.8152 0.8161 0.8157
S2 0.8141 0.8141 0.8159
S3 0.8121 0.8132 0.8158
S4 0.8101 0.8112 0.8152
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8460 0.8412 0.8219
R3 0.8359 0.8311 0.8191
R2 0.8258 0.8258 0.8182
R1 0.8210 0.8210 0.8172 0.8184
PP 0.8157 0.8157 0.8157 0.8143
S1 0.8109 0.8109 0.8154 0.8083
S2 0.8056 0.8056 0.8144
S3 0.7955 0.8008 0.8135
S4 0.7854 0.7907 0.8107
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% 0.0044 0.5% 59% False False 563
10 0.8204 0.8103 0.0101 1.2% 0.0038 0.5% 59% False False 539
20 0.8354 0.8103 0.0251 3.1% 0.0049 0.6% 24% False False 508
40 0.8491 0.8103 0.0388 4.7% 0.0050 0.6% 15% False False 420
60 0.8491 0.8103 0.0388 4.7% 0.0056 0.7% 15% False False 298
80 0.8608 0.8017 0.0591 7.2% 0.0057 0.7% 25% False False 226
100 0.8608 0.8017 0.0591 7.2% 0.0052 0.6% 25% False False 181
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8255
2.618 0.8222
1.618 0.8202
1.000 0.8190
0.618 0.8182
HIGH 0.8170
0.618 0.8162
0.500 0.8160
0.382 0.8158
LOW 0.8150
0.618 0.8138
1.000 0.8130
1.618 0.8118
2.618 0.8098
4.250 0.8065
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.8162 0.8155
PP 0.8161 0.8148
S1 0.8160 0.8140

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

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