CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.8312 0.8328 0.0016 0.2% 0.8333
High 0.8346 0.8437 0.0091 1.1% 0.8346
Low 0.8306 0.8313 0.0007 0.1% 0.8301
Close 0.8333 0.8394 0.0061 0.7% 0.8333
Range 0.0040 0.0124 0.0084 208.8% 0.0046
ATR 0.0056 0.0060 0.0005 8.7% 0.0000
Volume 57,371 193,598 136,227 237.4% 211,990
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8752 0.8696 0.8461
R3 0.8628 0.8573 0.8427
R2 0.8505 0.8505 0.8416
R1 0.8449 0.8449 0.8405 0.8477
PP 0.8381 0.8381 0.8381 0.8395
S1 0.8326 0.8326 0.8382 0.8353
S2 0.8258 0.8258 0.8371
S3 0.8134 0.8202 0.8360
S4 0.8011 0.8079 0.8326
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8463 0.8443 0.8358
R3 0.8417 0.8398 0.8345
R2 0.8372 0.8372 0.8341
R1 0.8352 0.8352 0.8337 0.8355
PP 0.8326 0.8326 0.8326 0.8328
S1 0.8307 0.8307 0.8328 0.8310
S2 0.8281 0.8281 0.8324
S3 0.8235 0.8261 0.8320
S4 0.8190 0.8216 0.8307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8437 0.8301 0.0136 1.6% 0.0047 0.6% 68% True False 81,117
10 0.8437 0.8058 0.0379 4.5% 0.0061 0.7% 89% True False 87,317
20 0.8437 0.8058 0.0379 4.5% 0.0065 0.8% 89% True False 94,485
40 0.8437 0.8058 0.0379 4.5% 0.0055 0.7% 89% True False 48,220
60 0.8491 0.8058 0.0433 5.2% 0.0054 0.6% 78% False False 32,290
80 0.8491 0.8058 0.0433 5.2% 0.0056 0.7% 78% False False 24,245
100 0.8608 0.8017 0.0591 7.0% 0.0060 0.7% 64% False False 19,399
120 0.8608 0.8017 0.0591 7.0% 0.0055 0.7% 64% False False 16,166
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 False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8961
2.618 0.8760
1.618 0.8636
1.000 0.8560
0.618 0.8513
HIGH 0.8437
0.618 0.8389
0.500 0.8375
0.382 0.8360
LOW 0.8313
0.618 0.8237
1.000 0.8190
1.618 0.8113
2.618 0.7990
4.250 0.7788
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.8387 0.8385
PP 0.8381 0.8377
S1 0.8375 0.8369

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

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