CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 0.8328 0.8392 0.0064 0.8% 0.8333
High 0.8437 0.8429 -0.0008 -0.1% 0.8346
Low 0.8313 0.8365 0.0052 0.6% 0.8301
Close 0.8394 0.8416 0.0023 0.3% 0.8333
Range 0.0124 0.0064 -0.0060 -48.6% 0.0046
ATR 0.0060 0.0061 0.0000 0.4% 0.0000
Volume 193,598 137,138 -56,460 -29.2% 211,990
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8594 0.8568 0.8451
R3 0.8530 0.8505 0.8433
R2 0.8467 0.8467 0.8428
R1 0.8441 0.8441 0.8422 0.8454
PP 0.8403 0.8403 0.8403 0.8410
S1 0.8378 0.8378 0.8410 0.8391
S2 0.8340 0.8340 0.8404
S3 0.8276 0.8314 0.8399
S4 0.8213 0.8251 0.8381
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% 0.0053 0.6% 85% False False 98,573
10 0.8437 0.8248 0.0189 2.2% 0.0046 0.5% 89% False False 80,251
20 0.8437 0.8058 0.0379 4.5% 0.0065 0.8% 95% False False 100,797
40 0.8437 0.8058 0.0379 4.5% 0.0055 0.7% 95% False False 51,647
60 0.8491 0.8058 0.0433 5.1% 0.0054 0.6% 83% False False 34,575
80 0.8491 0.8058 0.0433 5.1% 0.0056 0.7% 83% False False 25,959
100 0.8608 0.8058 0.0551 6.5% 0.0059 0.7% 65% False False 20,770
120 0.8608 0.8017 0.0591 7.0% 0.0055 0.7% 68% False False 17,309
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 False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8698
2.618 0.8595
1.618 0.8531
1.000 0.8492
0.618 0.8468
HIGH 0.8429
0.618 0.8404
0.500 0.8397
0.382 0.8389
LOW 0.8365
0.618 0.8326
1.000 0.8302
1.618 0.8262
2.618 0.8199
4.250 0.8095
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.8410 0.8401
PP 0.8403 0.8386
S1 0.8397 0.8371

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

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