CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.8499 0.8427 -0.0072 -0.8% 0.8560
High 0.8515 0.8469 -0.0046 -0.5% 0.8631
Low 0.8419 0.8421 0.0002 0.0% 0.8419
Close 0.8427 0.8447 0.0020 0.2% 0.8427
Range 0.0096 0.0048 -0.0048 -49.7% 0.0212
ATR 0.0081 0.0078 -0.0002 -2.9% 0.0000
Volume 194,439 122,801 -71,638 -36.8% 925,017
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8590 0.8566 0.8473
R3 0.8542 0.8518 0.8460
R2 0.8494 0.8494 0.8456
R1 0.8470 0.8470 0.8451 0.8482
PP 0.8446 0.8446 0.8446 0.8452
S1 0.8422 0.8422 0.8443 0.8434
S2 0.8398 0.8398 0.8438
S3 0.8350 0.8374 0.8434
S4 0.8302 0.8326 0.8421
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9128 0.8990 0.8544
R3 0.8916 0.8778 0.8485
R2 0.8704 0.8704 0.8466
R1 0.8566 0.8566 0.8446 0.8529
PP 0.8492 0.8492 0.8492 0.8474
S1 0.8354 0.8354 0.8408 0.8317
S2 0.8280 0.8280 0.8388
S3 0.8068 0.8142 0.8369
S4 0.7856 0.7930 0.8310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8631 0.8419 0.0212 2.5% 0.0092 1.1% 13% False False 209,563
10 0.8631 0.8419 0.0212 2.5% 0.0087 1.0% 13% False False 191,641
20 0.8631 0.8280 0.0351 4.2% 0.0075 0.9% 48% False False 160,090
40 0.8631 0.8058 0.0574 6.8% 0.0071 0.8% 68% False False 116,578
60 0.8631 0.8058 0.0574 6.8% 0.0062 0.7% 68% False False 77,885
80 0.8631 0.8058 0.0574 6.8% 0.0060 0.7% 68% False False 58,503
100 0.8631 0.8058 0.0574 6.8% 0.0062 0.7% 68% False False 46,816
120 0.8631 0.8017 0.0614 7.3% 0.0062 0.7% 70% False False 39,015
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8673
2.618 0.8595
1.618 0.8547
1.000 0.8517
0.618 0.8499
HIGH 0.8469
0.618 0.8451
0.500 0.8445
0.382 0.8439
LOW 0.8421
0.618 0.8391
1.000 0.8373
1.618 0.8343
2.618 0.8295
4.250 0.8217
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.8446 0.8507
PP 0.8446 0.8487
S1 0.8445 0.8467

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

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