CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 0.8153 0.8153 0.0001 0.0% 0.8156
High 0.8153 0.8160 0.0007 0.1% 0.8205
Low 0.8153 0.8141 -0.0012 -0.1% 0.8146
Close 0.8153 0.8141 -0.0012 -0.1% 0.8199
Range 0.0000 0.0019 0.0019 0.0060
ATR 0.0040 0.0038 -0.0002 -3.8% 0.0000
Volume 16 2 -14 -87.5% 37
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8203 0.8190 0.8151
R3 0.8184 0.8172 0.8146
R2 0.8166 0.8166 0.8144
R1 0.8153 0.8153 0.8143 0.8150
PP 0.8147 0.8147 0.8147 0.8146
S1 0.8135 0.8135 0.8139 0.8132
S2 0.8129 0.8129 0.8138
S3 0.8110 0.8116 0.8136
S4 0.8092 0.8098 0.8131
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8362 0.8340 0.8231
R3 0.8302 0.8280 0.8215
R2 0.8243 0.8243 0.8209
R1 0.8221 0.8221 0.8204 0.8232
PP 0.8183 0.8183 0.8183 0.8189
S1 0.8161 0.8161 0.8193 0.8172
S2 0.8124 0.8124 0.8188
S3 0.8064 0.8102 0.8182
S4 0.8005 0.8042 0.8166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8224 0.8141 0.0083 1.0% 0.0025 0.3% 0% False True 8
10 0.8278 0.8141 0.0137 1.7% 0.0031 0.4% 0% False True 40
20 0.8395 0.8141 0.0254 3.1% 0.0036 0.4% 0% False True 22
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8238
2.618 0.8208
1.618 0.8189
1.000 0.8178
0.618 0.8171
HIGH 0.8160
0.618 0.8152
0.500 0.8150
0.382 0.8148
LOW 0.8141
0.618 0.8130
1.000 0.8123
1.618 0.8111
2.618 0.8093
4.250 0.8062
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 0.8150 0.8183
PP 0.8147 0.8169
S1 0.8144 0.8155

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

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