CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.8406 0.8449 0.0043 0.5% 0.8333
High 0.8467 0.8533 0.0066 0.8% 0.8346
Low 0.8402 0.8431 0.0030 0.4% 0.8301
Close 0.8459 0.8524 0.0065 0.8% 0.8333
Range 0.0066 0.0102 0.0037 55.7% 0.0046
ATR 0.0061 0.0064 0.0003 4.8% 0.0000
Volume 179,539 267,933 88,394 49.2% 211,990
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8802 0.8765 0.8580
R3 0.8700 0.8663 0.8552
R2 0.8598 0.8598 0.8543
R1 0.8561 0.8561 0.8533 0.8580
PP 0.8496 0.8496 0.8496 0.8505
S1 0.8459 0.8459 0.8515 0.8478
S2 0.8394 0.8394 0.8505
S3 0.8292 0.8357 0.8496
S4 0.8190 0.8255 0.8468
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 0.8533 0.8306 0.0227 2.7% 0.0079 0.9% 96% True False 167,115
10 0.8533 0.8272 0.0262 3.1% 0.0054 0.6% 97% True False 109,282
20 0.8533 0.8058 0.0476 5.6% 0.0070 0.8% 98% True False 119,640
40 0.8533 0.8058 0.0476 5.6% 0.0056 0.7% 98% True False 62,785
60 0.8533 0.8058 0.0476 5.6% 0.0056 0.7% 98% True False 42,033
80 0.8533 0.8058 0.0476 5.6% 0.0057 0.7% 98% True False 31,552
100 0.8608 0.8058 0.0551 6.5% 0.0061 0.7% 85% False False 25,244
120 0.8608 0.8017 0.0591 6.9% 0.0056 0.7% 86% False False 21,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8967
2.618 0.8800
1.618 0.8698
1.000 0.8635
0.618 0.8596
HIGH 0.8533
0.618 0.8494
0.500 0.8482
0.382 0.8470
LOW 0.8431
0.618 0.8368
1.000 0.8329
1.618 0.8266
2.618 0.8164
4.250 0.7998
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 0.8510 0.8499
PP 0.8496 0.8474
S1 0.8482 0.8449

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

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