CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 0.8825 0.8838 0.0014 0.2% 0.8785
High 0.8882 0.8869 -0.0013 -0.1% 0.8912
Low 0.8738 0.8779 0.0041 0.5% 0.8738
Close 0.8844 0.8794 -0.0051 -0.6% 0.8794
Range 0.0144 0.0090 -0.0054 -37.3% 0.0174
ATR 0.0105 0.0103 -0.0001 -1.0% 0.0000
Volume 240,540 44,981 -195,559 -81.3% 733,287
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9084 0.9029 0.8843
R3 0.8994 0.8939 0.8818
R2 0.8904 0.8904 0.8810
R1 0.8849 0.8849 0.8802 0.8831
PP 0.8814 0.8814 0.8814 0.8805
S1 0.8759 0.8759 0.8785 0.8741
S2 0.8724 0.8724 0.8777
S3 0.8634 0.8669 0.8769
S4 0.8544 0.8579 0.8744
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9335 0.9238 0.8889
R3 0.9161 0.9064 0.8841
R2 0.8988 0.8988 0.8825
R1 0.8891 0.8891 0.8809 0.8939
PP 0.8814 0.8814 0.8814 0.8839
S1 0.8717 0.8717 0.8778 0.8766
S2 0.8641 0.8641 0.8762
S3 0.8467 0.8544 0.8746
S4 0.8294 0.8370 0.8698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8912 0.8738 0.0174 2.0% 0.0094 1.1% 32% False False 146,657
10 0.8918 0.8730 0.0189 2.1% 0.0099 1.1% 34% False False 141,416
20 0.9010 0.8710 0.0300 3.4% 0.0095 1.1% 28% False False 153,747
40 0.9017 0.8210 0.0808 9.2% 0.0106 1.2% 72% False False 185,211
60 0.9017 0.8058 0.0960 10.9% 0.0093 1.1% 77% False False 165,686
80 0.9017 0.8058 0.0960 10.9% 0.0083 0.9% 77% False False 132,777
100 0.9017 0.8058 0.0960 10.9% 0.0077 0.9% 77% False False 106,343
120 0.9017 0.8058 0.0960 10.9% 0.0073 0.8% 77% False False 88,638
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9251
2.618 0.9104
1.618 0.9014
1.000 0.8959
0.618 0.8924
HIGH 0.8869
0.618 0.8834
0.500 0.8824
0.382 0.8813
LOW 0.8779
0.618 0.8723
1.000 0.8689
1.618 0.8633
2.618 0.8543
4.250 0.8396
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 0.8824 0.8825
PP 0.8814 0.8814
S1 0.8804 0.8804

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

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