CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 0.8762 0.8769 0.0007 0.1% 0.8559
High 0.8826 0.8843 0.0018 0.2% 0.9017
Low 0.8738 0.8752 0.0014 0.2% 0.8516
Close 0.8795 0.8811 0.0016 0.2% 0.8837
Range 0.0088 0.0092 0.0004 4.6% 0.0501
ATR 0.0116 0.0114 -0.0002 -1.5% 0.0000
Volume 158,728 123,875 -34,853 -22.0% 1,380,263
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9076 0.9035 0.8861
R3 0.8985 0.8943 0.8836
R2 0.8893 0.8893 0.8827
R1 0.8852 0.8852 0.8819 0.8873
PP 0.8802 0.8802 0.8802 0.8812
S1 0.8760 0.8760 0.8802 0.8781
S2 0.8710 0.8710 0.8794
S3 0.8619 0.8669 0.8785
S4 0.8527 0.8577 0.8760
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 1.0293 1.0066 0.9112
R3 0.9792 0.9565 0.8974
R2 0.9291 0.9291 0.8928
R1 0.9064 0.9064 0.8882 0.9177
PP 0.8790 0.8790 0.8790 0.8847
S1 0.8563 0.8563 0.8791 0.8676
S2 0.8289 0.8289 0.8745
S3 0.7788 0.8062 0.8699
S4 0.7287 0.7561 0.8561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9017 0.8710 0.0307 3.5% 0.0132 1.5% 33% False False 218,146
10 0.9017 0.8464 0.0553 6.3% 0.0132 1.5% 63% False False 232,405
20 0.9017 0.8210 0.0808 9.2% 0.0118 1.3% 74% False False 210,664
40 0.9017 0.8210 0.0808 9.2% 0.0093 1.1% 74% False False 176,112
60 0.9017 0.8058 0.0960 10.9% 0.0084 1.0% 78% False False 138,356
80 0.9017 0.8058 0.0960 10.9% 0.0076 0.9% 78% False False 103,943
100 0.9017 0.8058 0.0960 10.9% 0.0071 0.8% 78% False False 83,179
120 0.9017 0.8058 0.0960 10.9% 0.0071 0.8% 78% False False 69,324
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 0.0026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.9083
1.618 0.8991
1.000 0.8935
0.618 0.8900
HIGH 0.8843
0.618 0.8808
0.500 0.8797
0.382 0.8786
LOW 0.8752
0.618 0.8695
1.000 0.8660
1.618 0.8603
2.618 0.8512
4.250 0.8363
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 0.8806 0.8799
PP 0.8802 0.8788
S1 0.8797 0.8777

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

View Archives - Comment on this page... - Back to Index of Symbols