CME Japanese Yen Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	0.8242	0.8282	0.0040	0.5%	0.8134
High	0.8314	0.8332	0.0019	0.2%	0.8314
Low	0.8200	0.8261	0.0061	0.7%	0.8118
Close	0.8301	0.8299	-0.0003	0.0%	0.8301
Range	0.0114	0.0071	-0.0043	-37.4%	0.0196
ATR	0.0058	0.0059	0.0001	1.5%	0.0000
Volume	171,527	135,425	-36,102	-21.0%	499,676

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8510	0.8475	0.8338
R3	0.8439	0.8404	0.8318
R2	0.8368	0.8368	0.8312
R1	0.8333	0.8333	0.8305	0.8351
PP	0.8297	0.8297	0.8297	0.8306
S1	0.8262	0.8262	0.8292	0.8280
S2	0.8226	0.8226	0.8285
S3	0.8155	0.8191	0.8279
S4	0.8084	0.8120	0.8259

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8831	0.8761	0.8409
R3	0.8635	0.8566	0.8355
R2	0.8440	0.8440	0.8337
R1	0.8370	0.8370	0.8319	0.8405
PP	0.8244	0.8244	0.8244	0.8262
S1	0.8175	0.8175	0.8283	0.8210
S2	0.8049	0.8049	0.8265
S3	0.7853	0.7979	0.8247
S4	0.7658	0.7784	0.8193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8332	0.8123	0.0210	2.5%	0.0081	1.0%	84%	True	False	119,319
10	0.8332	0.8108	0.0224	2.7%	0.0067	0.8%	85%	True	False	67,187
20	0.8332	0.8103	0.0229	2.8%	0.0054	0.7%	85%	True	False	34,047
40	0.8414	0.8103	0.0311	3.7%	0.0052	0.6%	63%	False	False	17,327
60	0.8491	0.8103	0.0388	4.7%	0.0053	0.6%	50%	False	False	11,589
80	0.8608	0.8103	0.0505	6.1%	0.0062	0.7%	39%	False	False	8,701
100	0.8608	0.8017	0.0591	7.1%	0.0056	0.7%	48%	False	False	6,962
120	0.8608	0.8017	0.0591	7.1%	0.0051	0.6%	48%	False	False	5,802

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8634
2.618	0.8518
1.618	0.8447
1.000	0.8403
0.618	0.8376
HIGH	0.8332
0.618	0.8305
0.500	0.8297
0.382	0.8288
LOW	0.8261
0.618	0.8217
1.000	0.8190
1.618	0.8146
2.618	0.8075
4.250	0.7959

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	0.8298	0.8288
PP	0.8297	0.8277
S1	0.8297	0.8266

Download as Excel Spreadsheet

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

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