CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 0.8197 0.8136 -0.0061 -0.7% 0.8135
High 0.8204 0.8142 -0.0063 -0.8% 0.8190
Low 0.8136 0.8123 -0.0013 -0.2% 0.8116
Close 0.8137 0.8127 -0.0010 -0.1% 0.8173
Range 0.0069 0.0019 -0.0050 -72.3% 0.0074
ATR 0.0053 0.0050 -0.0002 -4.6% 0.0000
Volume 725 695 -30 -4.1% 2,574
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8187 0.8176 0.8137
R3 0.8168 0.8157 0.8132
R2 0.8149 0.8149 0.8130
R1 0.8138 0.8138 0.8129 0.8134
PP 0.8130 0.8130 0.8130 0.8128
S1 0.8119 0.8119 0.8125 0.8115
S2 0.8111 0.8111 0.8124
S3 0.8092 0.8100 0.8122
S4 0.8073 0.8081 0.8117
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8382 0.8351 0.8214
R3 0.8308 0.8277 0.8193
R2 0.8234 0.8234 0.8187
R1 0.8203 0.8203 0.8180 0.8219
PP 0.8160 0.8160 0.8160 0.8167
S1 0.8129 0.8129 0.8166 0.8145
S2 0.8086 0.8086 0.8159
S3 0.8012 0.8055 0.8153
S4 0.7938 0.7981 0.8132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8204 0.8123 0.0082 1.0% 0.0037 0.5% 6% False True 552
10 0.8284 0.8116 0.0168 2.1% 0.0043 0.5% 7% False False 601
20 0.8381 0.8116 0.0265 3.3% 0.0052 0.6% 4% False False 667
40 0.8491 0.8116 0.0375 4.6% 0.0052 0.6% 3% False False 392
60 0.8491 0.8116 0.0375 4.6% 0.0060 0.7% 3% False False 276
80 0.8608 0.8017 0.0591 7.3% 0.0057 0.7% 19% False False 209
100 0.8608 0.8017 0.0591 7.3% 0.0052 0.6% 19% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0011
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8222
2.618 0.8191
1.618 0.8172
1.000 0.8161
0.618 0.8153
HIGH 0.8142
0.618 0.8134
0.500 0.8132
0.382 0.8130
LOW 0.8123
0.618 0.8111
1.000 0.8104
1.618 0.8092
2.618 0.8073
4.250 0.8042
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 0.8132 0.8163
PP 0.8130 0.8151
S1 0.8129 0.8139

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

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