CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 0.8161 0.8159 -0.0002 0.0% 0.8197
High 0.8165 0.8196 0.0031 0.4% 0.8204
Low 0.8136 0.8158 0.0023 0.3% 0.8103
Close 0.8164 0.8189 0.0025 0.3% 0.8163
Range 0.0030 0.0038 0.0009 28.8% 0.0101
ATR 0.0048 0.0047 -0.0001 -1.4% 0.0000
Volume 198 422 224 113.1% 2,816
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8280 0.8210
R3 0.8257 0.8242 0.8199
R2 0.8219 0.8219 0.8196
R1 0.8204 0.8204 0.8192 0.8212
PP 0.8181 0.8181 0.8181 0.8185
S1 0.8166 0.8166 0.8186 0.8174
S2 0.8143 0.8143 0.8182
S3 0.8105 0.8128 0.8179
S4 0.8067 0.8090 0.8168
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 0.8196 0.8103 0.0093 1.1% 0.0040 0.5% 92% True False 403
10 0.8204 0.8103 0.0101 1.2% 0.0038 0.5% 85% False False 477
20 0.8354 0.8103 0.0251 3.1% 0.0046 0.6% 34% False False 499
40 0.8491 0.8103 0.0388 4.7% 0.0049 0.6% 22% False False 428
60 0.8491 0.8103 0.0388 4.7% 0.0056 0.7% 22% False False 308
80 0.8608 0.8017 0.0591 7.2% 0.0057 0.7% 29% False False 234
100 0.8608 0.8017 0.0591 7.2% 0.0053 0.6% 29% False False 188
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8358
2.618 0.8295
1.618 0.8257
1.000 0.8234
0.618 0.8219
HIGH 0.8196
0.618 0.8181
0.500 0.8177
0.382 0.8173
LOW 0.8158
0.618 0.8135
1.000 0.8120
1.618 0.8097
2.618 0.8059
4.250 0.7997
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 0.8185 0.8181
PP 0.8181 0.8174
S1 0.8177 0.8166

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

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