CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.8157 0.8161 0.0004 0.0% 0.8197
High 0.8170 0.8165 -0.0005 -0.1% 0.8204
Low 0.8150 0.8136 -0.0015 -0.2% 0.8103
Close 0.8163 0.8164 0.0001 0.0% 0.8163
Range 0.0020 0.0030 0.0010 47.5% 0.0101
ATR 0.0049 0.0048 -0.0001 -2.8% 0.0000
Volume 442 198 -244 -55.2% 2,816
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8243 0.8233 0.8180
R3 0.8214 0.8204 0.8172
R2 0.8184 0.8184 0.8169
R1 0.8174 0.8174 0.8167 0.8179
PP 0.8155 0.8155 0.8155 0.8157
S1 0.8145 0.8145 0.8161 0.8150
S2 0.8125 0.8125 0.8159
S3 0.8096 0.8115 0.8156
S4 0.8066 0.8086 0.8148
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8460 0.8412 0.8219
R3 0.8359 0.8311 0.8191
R2 0.8258 0.8258 0.8182
R1 0.8210 0.8210 0.8172 0.8184
PP 0.8157 0.8157 0.8157 0.8143
S1 0.8109 0.8109 0.8154 0.8083
S2 0.8056 0.8056 0.8144
S3 0.7955 0.8008 0.8135
S4 0.7854 0.7907 0.8107
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8177 0.8103 0.0074 0.9% 0.0036 0.4% 82% False False 457
10 0.8204 0.8103 0.0101 1.2% 0.0037 0.5% 60% False False 514
20 0.8354 0.8103 0.0251 3.1% 0.0047 0.6% 24% False False 499
40 0.8491 0.8103 0.0388 4.7% 0.0050 0.6% 16% False False 419
60 0.8491 0.8103 0.0388 4.7% 0.0056 0.7% 16% False False 301
80 0.8608 0.8017 0.0591 7.2% 0.0057 0.7% 25% False False 228
100 0.8608 0.8017 0.0591 7.2% 0.0052 0.6% 25% False False 183
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 True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8290
2.618 0.8242
1.618 0.8213
1.000 0.8195
0.618 0.8183
HIGH 0.8165
0.618 0.8154
0.500 0.8150
0.382 0.8147
LOW 0.8136
0.618 0.8117
1.000 0.8106
1.618 0.8088
2.618 0.8058
4.250 0.8010
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.8159 0.8156
PP 0.8155 0.8148
S1 0.8150 0.8140

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

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