CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 0.8156 0.8164 0.0008 0.1% 0.8323
High 0.8178 0.8164 -0.0015 -0.2% 0.8352
Low 0.8146 0.8158 0.0013 0.2% 0.8165
Close 0.8178 0.8164 -0.0015 -0.2% 0.8165
Range 0.0033 0.0006 -0.0027 -83.1% 0.0187
ATR 0.0047 0.0045 -0.0002 -4.1% 0.0000
Volume 20 11 -9 -45.0% 331
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8178 0.8176 0.8167
R3 0.8173 0.8171 0.8165
R2 0.8167 0.8167 0.8165
R1 0.8165 0.8165 0.8164 0.8166
PP 0.8162 0.8162 0.8162 0.8162
S1 0.8160 0.8160 0.8163 0.8161
S2 0.8156 0.8156 0.8162
S3 0.8151 0.8154 0.8162
S4 0.8145 0.8149 0.8160
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8788 0.8663 0.8267
R3 0.8601 0.8476 0.8216
R2 0.8414 0.8414 0.8199
R1 0.8289 0.8289 0.8182 0.8258
PP 0.8227 0.8227 0.8227 0.8211
S1 0.8102 0.8102 0.8147 0.8071
S2 0.8040 0.8040 0.8130
S3 0.7853 0.7915 0.8113
S4 0.7666 0.7728 0.8062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8278 0.8146 0.0132 1.6% 0.0036 0.4% 14% False False 72
10 0.8352 0.8146 0.0206 2.5% 0.0041 0.5% 9% False False 39
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 0.0006
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8178
1.618 0.8172
1.000 0.8169
0.618 0.8167
HIGH 0.8164
0.618 0.8161
0.500 0.8161
0.382 0.8160
LOW 0.8158
0.618 0.8155
1.000 0.8153
1.618 0.8149
2.618 0.8144
4.250 0.8135
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 0.8163 0.8205
PP 0.8162 0.8191
S1 0.8161 0.8177

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

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