CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 0.8900 0.8939 0.0039 0.4% 0.8898
High 0.8942 0.8958 0.0016 0.2% 0.8960
Low 0.8899 0.8874 -0.0025 -0.3% 0.8813
Close 0.8942 0.8878 -0.0064 -0.7% 0.8828
Range 0.0043 0.0084 0.0041 96.5% 0.0147
ATR 0.0068 0.0069 0.0001 1.6% 0.0000
Volume 3 19 16 533.3% 46
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9154 0.9099 0.8923
R3 0.9070 0.9016 0.8900
R2 0.8987 0.8987 0.8893
R1 0.8932 0.8932 0.8885 0.8918
PP 0.8903 0.8903 0.8903 0.8896
S1 0.8849 0.8849 0.8870 0.8834
S2 0.8820 0.8820 0.8862
S3 0.8736 0.8765 0.8855
S4 0.8653 0.8682 0.8832
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9308 0.9215 0.8909
R3 0.9161 0.9068 0.8868
R2 0.9014 0.9014 0.8855
R1 0.8921 0.8921 0.8841 0.8894
PP 0.8867 0.8867 0.8867 0.8853
S1 0.8774 0.8774 0.8815 0.8747
S2 0.8720 0.8720 0.8801
S3 0.8573 0.8627 0.8788
S4 0.8426 0.8480 0.8747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8958 0.8817 0.0141 1.6% 0.0057 0.6% 43% True False 7
10 0.8960 0.8813 0.0147 1.7% 0.0051 0.6% 44% False False 7
20 0.9040 0.8762 0.0278 3.1% 0.0047 0.5% 42% False False 7
40 0.9040 0.8300 0.0740 8.3% 0.0043 0.5% 78% False False 6
60 0.9040 0.8208 0.0832 9.4% 0.0036 0.4% 81% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9312
2.618 0.9176
1.618 0.9093
1.000 0.9041
0.618 0.9009
HIGH 0.8958
0.618 0.8926
0.500 0.8916
0.382 0.8906
LOW 0.8874
0.618 0.8822
1.000 0.8791
1.618 0.8739
2.618 0.8655
4.250 0.8519
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 0.8916 0.8897
PP 0.8903 0.8890
S1 0.8890 0.8884

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

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