CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 0.8505 0.8505 0.0000 0.0% 0.8328
High 0.8542 0.8511 -0.0031 -0.4% 0.8542
Low 0.8480 0.8457 -0.0023 -0.3% 0.8313
Close 0.8513 0.8501 -0.0013 -0.1% 0.8511
Range 0.0062 0.0054 -0.0008 -12.9% 0.0229
ATR 0.0069 0.0068 -0.0001 -1.3% 0.0000
Volume 163,014 149,763 -13,251 -8.1% 1,019,083
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8651 0.8630 0.8530
R3 0.8597 0.8576 0.8515
R2 0.8543 0.8543 0.8510
R1 0.8522 0.8522 0.8505 0.8506
PP 0.8489 0.8489 0.8489 0.8481
S1 0.8468 0.8468 0.8496 0.8452
S2 0.8435 0.8435 0.8491
S3 0.8381 0.8414 0.8486
S4 0.8327 0.8360 0.8471
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9141 0.9054 0.8637
R3 0.8912 0.8826 0.8574
R2 0.8684 0.8684 0.8553
R1 0.8597 0.8597 0.8532 0.8641
PP 0.8455 0.8455 0.8455 0.8477
S1 0.8369 0.8369 0.8490 0.8412
S2 0.8227 0.8227 0.8469
S3 0.7998 0.8140 0.8448
S4 0.7770 0.7912 0.8385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8573 0.8422 0.0151 1.8% 0.0086 1.0% 52% False False 194,472
10 0.8573 0.8301 0.0273 3.2% 0.0074 0.9% 73% False False 159,099
20 0.8573 0.8058 0.0516 6.1% 0.0069 0.8% 86% False False 126,637
40 0.8573 0.8058 0.0516 6.1% 0.0061 0.7% 86% False False 80,342
60 0.8573 0.8058 0.0516 6.1% 0.0058 0.7% 86% False False 53,764
80 0.8573 0.8058 0.0516 6.1% 0.0057 0.7% 86% False False 40,351
100 0.8608 0.8058 0.0551 6.5% 0.0063 0.7% 80% False False 32,289
120 0.8608 0.8017 0.0591 7.0% 0.0058 0.7% 82% False False 26,908
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8740
2.618 0.8652
1.618 0.8598
1.000 0.8565
0.618 0.8544
HIGH 0.8511
0.618 0.8490
0.500 0.8484
0.382 0.8477
LOW 0.8457
0.618 0.8423
1.000 0.8403
1.618 0.8369
2.618 0.8315
4.250 0.8227
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 0.8495 0.8515
PP 0.8489 0.8510
S1 0.8484 0.8505

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.