CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.8560 0.8512 -0.0049 -0.6% 0.8570
High 0.8566 0.8631 0.0066 0.8% 0.8593
Low 0.8474 0.8506 0.0032 0.4% 0.8457
Close 0.8524 0.8571 0.0047 0.6% 0.8555
Range 0.0092 0.0126 0.0034 37.2% 0.0136
ATR 0.0074 0.0078 0.0004 5.0% 0.0000
Volume 232,592 239,157 6,565 2.8% 868,592
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8946 0.8884 0.8640
R3 0.8820 0.8758 0.8606
R2 0.8695 0.8695 0.8594
R1 0.8633 0.8633 0.8583 0.8664
PP 0.8569 0.8569 0.8569 0.8585
S1 0.8507 0.8507 0.8559 0.8538
S2 0.8444 0.8444 0.8548
S3 0.8318 0.8382 0.8536
S4 0.8193 0.8256 0.8502
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8943 0.8885 0.8630
R3 0.8807 0.8749 0.8592
R2 0.8671 0.8671 0.8580
R1 0.8613 0.8613 0.8567 0.8574
PP 0.8535 0.8535 0.8535 0.8515
S1 0.8477 0.8477 0.8543 0.8438
S2 0.8399 0.8399 0.8530
S3 0.8263 0.8341 0.8518
S4 0.8127 0.8205 0.8480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8631 0.8457 0.0175 2.0% 0.0094 1.1% 66% True False 205,310
10 0.8631 0.8402 0.0230 2.7% 0.0091 1.1% 74% True False 202,868
20 0.8631 0.8248 0.0384 4.5% 0.0068 0.8% 84% True False 141,560
40 0.8631 0.8058 0.0574 6.7% 0.0067 0.8% 90% True False 102,202
60 0.8631 0.8058 0.0574 6.7% 0.0062 0.7% 90% True False 68,369
80 0.8631 0.8058 0.0574 6.7% 0.0059 0.7% 90% True False 51,308
100 0.8631 0.8058 0.0574 6.7% 0.0061 0.7% 90% True False 41,056
120 0.8631 0.8017 0.0614 7.2% 0.0060 0.7% 90% True False 34,215
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9164
2.618 0.8960
1.618 0.8834
1.000 0.8757
0.618 0.8709
HIGH 0.8631
0.618 0.8583
0.500 0.8568
0.382 0.8553
LOW 0.8506
0.618 0.8428
1.000 0.8380
1.618 0.8302
2.618 0.8177
4.250 0.7972
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.8570 0.8563
PP 0.8569 0.8555
S1 0.8568 0.8547

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

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