CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.8500 0.8486 -0.0014 -0.2% 0.8378
High 0.8515 0.8594 0.0079 0.9% 0.8390
Low 0.8500 0.8486 -0.0014 -0.2% 0.8365
Close 0.8515 0.8580 0.0065 0.8% 0.8390
Range 0.0015 0.0108 0.0093 620.0% 0.0025
ATR 0.0035 0.0040 0.0005 15.1% 0.0000
Volume 1 11 10 1,000.0% 6
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8877 0.8837 0.8639
R3 0.8769 0.8729 0.8610
R2 0.8661 0.8661 0.8600
R1 0.8621 0.8621 0.8590 0.8641
PP 0.8553 0.8553 0.8553 0.8564
S1 0.8513 0.8513 0.8570 0.8533
S2 0.8445 0.8445 0.8560
S3 0.8337 0.8405 0.8550
S4 0.8229 0.8297 0.8521
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 0.8594 0.8381 0.0213 2.5% 0.0034 0.4% 93% True False 4
10 0.8594 0.8343 0.0252 2.9% 0.0017 0.2% 94% True False 2
20 0.8594 0.8208 0.0387 4.5% 0.0018 0.2% 96% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.9053
2.618 0.8877
1.618 0.8769
1.000 0.8702
0.618 0.8661
HIGH 0.8594
0.618 0.8553
0.500 0.8540
0.382 0.8527
LOW 0.8486
0.618 0.8419
1.000 0.8378
1.618 0.8311
2.618 0.8203
4.250 0.8027
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 0.8567 0.8562
PP 0.8553 0.8545
S1 0.8540 0.8527

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

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