CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 0.8241 0.8332 0.0091 1.1% 0.8340
High 0.8319 0.8332 0.0013 0.2% 0.8353
Low 0.8241 0.8332 0.0091 1.1% 0.8208
Close 0.8319 0.8332 0.0013 0.2% 0.8319
Range 0.0078 0.0000 -0.0078 -100.0% 0.0146
ATR 0.0045 0.0043 -0.0002 -5.2% 0.0000
Volume 1 0 -1 -100.0% 11
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8332 0.8332 0.8332
R3 0.8332 0.8332 0.8332
R2 0.8332 0.8332 0.8332
R1 0.8332 0.8332 0.8332 0.8332
PP 0.8332 0.8332 0.8332 0.8332
S1 0.8332 0.8332 0.8332 0.8332
S2 0.8332 0.8332 0.8332
S3 0.8332 0.8332 0.8332
S4 0.8332 0.8332 0.8332
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8730 0.8670 0.8400
R3 0.8584 0.8525 0.8360
R2 0.8439 0.8439 0.8346
R1 0.8379 0.8379 0.8333 0.8336
PP 0.8293 0.8293 0.8293 0.8272
S1 0.8234 0.8234 0.8306 0.8191
S2 0.8148 0.8148 0.8293
S3 0.8002 0.8088 0.8279
S4 0.7857 0.7943 0.8239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8332 0.8208 0.0125 1.5% 0.0021 0.3% 100% True False 2
10 0.8355 0.8201 0.0154 1.8% 0.0019 0.2% 85% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8332
2.618 0.8332
1.618 0.8332
1.000 0.8332
0.618 0.8332
HIGH 0.8332
0.618 0.8332
0.500 0.8332
0.382 0.8332
LOW 0.8332
0.618 0.8332
1.000 0.8332
1.618 0.8332
2.618 0.8332
4.250 0.8332
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 0.8332 0.8311
PP 0.8332 0.8291
S1 0.8332 0.8270

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

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