CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 0.8159 0.8185 0.0026 0.3% 0.8197
High 0.8196 0.8201 0.0005 0.1% 0.8204
Low 0.8158 0.8161 0.0003 0.0% 0.8103
Close 0.8189 0.8169 -0.0021 -0.3% 0.8163
Range 0.0038 0.0040 0.0002 5.3% 0.0101
ATR 0.0047 0.0046 0.0000 -1.0% 0.0000
Volume 422 781 359 85.1% 2,816
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8297 0.8273 0.8191
R3 0.8257 0.8233 0.8180
R2 0.8217 0.8217 0.8176
R1 0.8193 0.8193 0.8172 0.8185
PP 0.8177 0.8177 0.8177 0.8173
S1 0.8153 0.8153 0.8165 0.8145
S2 0.8137 0.8137 0.8161
S3 0.8097 0.8113 0.8158
S4 0.8057 0.8073 0.8147
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 0.8201 0.8103 0.0098 1.2% 0.0040 0.5% 67% True False 486
10 0.8204 0.8103 0.0101 1.2% 0.0039 0.5% 65% False False 499
20 0.8336 0.8103 0.0233 2.8% 0.0044 0.5% 28% False False 516
40 0.8491 0.8103 0.0388 4.7% 0.0049 0.6% 17% False False 447
60 0.8491 0.8103 0.0388 4.7% 0.0055 0.7% 17% False False 321
80 0.8608 0.8017 0.0591 7.2% 0.0057 0.7% 26% False False 243
100 0.8608 0.8017 0.0591 7.2% 0.0052 0.6% 26% False False 195
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 False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8371
2.618 0.8305
1.618 0.8265
1.000 0.8241
0.618 0.8225
HIGH 0.8201
0.618 0.8185
0.500 0.8181
0.382 0.8176
LOW 0.8161
0.618 0.8136
1.000 0.8121
1.618 0.8096
2.618 0.8056
4.250 0.7991
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 0.8181 0.8168
PP 0.8177 0.8168
S1 0.8173 0.8168

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

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