CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.8381 0.8478 0.0097 1.2% 0.8378
High 0.8390 0.8478 0.0088 1.0% 0.8390
Low 0.8381 0.8450 0.0069 0.8% 0.8365
Close 0.8390 0.8450 0.0060 0.7% 0.8390
Range 0.0009 0.0028 0.0019 211.1% 0.0025
ATR 0.0031 0.0035 0.0004 13.2% 0.0000
Volume 3 1 -2 -66.7% 6
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8543 0.8525 0.8465
R3 0.8515 0.8497 0.8458
R2 0.8487 0.8487 0.8455
R1 0.8469 0.8469 0.8453 0.8464
PP 0.8459 0.8459 0.8459 0.8457
S1 0.8441 0.8441 0.8447 0.8436
S2 0.8431 0.8431 0.8445
S3 0.8403 0.8413 0.8442
S4 0.8375 0.8385 0.8435
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8457 0.8448 0.8404
R3 0.8432 0.8423 0.8397
R2 0.8407 0.8407 0.8395
R1 0.8398 0.8398 0.8392 0.8403
PP 0.8382 0.8382 0.8382 0.8384
S1 0.8373 0.8373 0.8388 0.8378
S2 0.8357 0.8357 0.8385
S3 0.8332 0.8348 0.8383
S4 0.8307 0.8323 0.8376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8478 0.8365 0.0113 1.3% 0.0008 0.1% 75% True False 1
10 0.8478 0.8241 0.0237 2.8% 0.0012 0.1% 88% True False
20 0.8478 0.8182 0.0297 3.5% 0.0011 0.1% 91% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8597
2.618 0.8551
1.618 0.8523
1.000 0.8506
0.618 0.8495
HIGH 0.8478
0.618 0.8467
0.500 0.8464
0.382 0.8461
LOW 0.8450
0.618 0.8433
1.000 0.8422
1.618 0.8405
2.618 0.8377
4.250 0.8331
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.8464 0.8441
PP 0.8459 0.8431
S1 0.8455 0.8422

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

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