CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 0.8927 0.8861 -0.0066 -0.7% 0.8883
High 0.8940 0.8785 -0.0155 -1.7% 0.9010
Low 0.8850 0.8785 -0.0065 -0.7% 0.8785
Close 0.8869 0.8785 -0.0084 -0.9% 0.8785
Range 0.0090 0.0000 -0.0090 -100.0% 0.0225
ATR 0.0109 0.0107 -0.0002 -1.6% 0.0000
Volume 157,581 142,956 -14,625 -9.3% 765,916
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8785 0.8785 0.8785
R3 0.8785 0.8785 0.8785
R2 0.8785 0.8785 0.8785
R1 0.8785 0.8785 0.8785 0.8785
PP 0.8785 0.8785 0.8785 0.8785
S1 0.8785 0.8785 0.8785 0.8785
S2 0.8785 0.8785 0.8785
S3 0.8785 0.8785 0.8785
S4 0.8785 0.8785 0.8785
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9535 0.9385 0.8909
R3 0.9310 0.9160 0.8847
R2 0.9085 0.9085 0.8826
R1 0.8935 0.8935 0.8806 0.8898
PP 0.8860 0.8860 0.8860 0.8841
S1 0.8710 0.8710 0.8764 0.8673
S2 0.8635 0.8635 0.8744
S3 0.8410 0.8485 0.8723
S4 0.8185 0.8260 0.8661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9010 0.8785 0.0225 2.6% 0.0073 0.8% 0% False True 153,183
10 0.9010 0.8710 0.0300 3.4% 0.0090 1.0% 25% False False 166,079
20 0.9017 0.8210 0.0808 9.2% 0.0120 1.4% 71% False False 208,803
40 0.9017 0.8210 0.0808 9.2% 0.0099 1.1% 71% False False 189,632
60 0.9017 0.8058 0.0960 10.9% 0.0088 1.0% 76% False False 153,315
80 0.9017 0.8058 0.0960 10.9% 0.0076 0.9% 76% False False 115,161
100 0.9017 0.8058 0.0960 10.9% 0.0071 0.8% 76% False False 92,212
120 0.9017 0.8058 0.0960 10.9% 0.0071 0.8% 76% False False 76,859
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 0.0012
Narrowest range in 155 trading days
Fibonacci Retracements and Extensions
4.250 0.8785
2.618 0.8785
1.618 0.8785
1.000 0.8785
0.618 0.8785
HIGH 0.8785
0.618 0.8785
0.500 0.8785
0.382 0.8785
LOW 0.8785
0.618 0.8785
1.000 0.8785
1.618 0.8785
2.618 0.8785
4.250 0.8785
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 0.8785 0.8898
PP 0.8785 0.8860
S1 0.8785 0.8823

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

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