CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 0.8078 0.8049 -0.0030 -0.4% 0.8108
High 0.8080 0.8064 -0.0016 -0.2% 0.8108
Low 0.8054 0.8025 -0.0030 -0.4% 0.8041
Close 0.8062 0.8025 -0.0038 -0.5% 0.8092
Range 0.0026 0.0040 0.0014 51.9% 0.0067
ATR 0.0038 0.0038 0.0000 0.4% 0.0000
Volume 24 5 -19 -79.2% 21
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8156 0.8130 0.8046
R3 0.8117 0.8090 0.8035
R2 0.8077 0.8077 0.8032
R1 0.8051 0.8051 0.8028 0.8044
PP 0.8038 0.8038 0.8038 0.8034
S1 0.8011 0.8011 0.8021 0.8005
S2 0.7998 0.7998 0.8017
S3 0.7959 0.7972 0.8014
S4 0.7919 0.7932 0.8003
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8281 0.8254 0.8129
R3 0.8214 0.8187 0.8110
R2 0.8147 0.8147 0.8104
R1 0.8120 0.8120 0.8098 0.8100
PP 0.8080 0.8080 0.8080 0.8071
S1 0.8053 0.8053 0.8086 0.8033
S2 0.8013 0.8013 0.8080
S3 0.7946 0.7986 0.8074
S4 0.7879 0.7919 0.8055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8092 0.8025 0.0068 0.8% 0.0034 0.4% 0% False True 7
10 0.8146 0.8025 0.0122 1.5% 0.0033 0.4% 0% False True 8
20 0.8164 0.8025 0.0140 1.7% 0.0029 0.4% 0% False True 4
40 0.8331 0.8025 0.0306 3.8% 0.0027 0.3% 0% False True 4
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 False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8232
2.618 0.8167
1.618 0.8128
1.000 0.8104
0.618 0.8088
HIGH 0.8064
0.618 0.8049
0.500 0.8044
0.382 0.8040
LOW 0.8025
0.618 0.8000
1.000 0.7985
1.618 0.7961
2.618 0.7921
4.250 0.7857
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 0.8044 0.8058
PP 0.8038 0.8047
S1 0.8031 0.8036

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

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