CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 0.8486 0.8499 0.0013 0.1% 0.8478
High 0.8594 0.8568 -0.0027 -0.3% 0.8594
Low 0.8486 0.8499 0.0013 0.1% 0.8450
Close 0.8580 0.8568 -0.0013 -0.1% 0.8568
Range 0.0108 0.0069 -0.0039 -36.1% 0.0144
ATR 0.0040 0.0043 0.0003 7.4% 0.0000
Volume 11 1 -10 -90.9% 22
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8752 0.8729 0.8605
R3 0.8683 0.8660 0.8586
R2 0.8614 0.8614 0.8580
R1 0.8591 0.8591 0.8574 0.8602
PP 0.8545 0.8545 0.8545 0.8550
S1 0.8522 0.8522 0.8561 0.8533
S2 0.8476 0.8476 0.8555
S3 0.8407 0.8453 0.8549
S4 0.8338 0.8384 0.8530
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8969 0.8912 0.8647
R3 0.8825 0.8768 0.8607
R2 0.8681 0.8681 0.8594
R1 0.8624 0.8624 0.8581 0.8653
PP 0.8537 0.8537 0.8537 0.8551
S1 0.8480 0.8480 0.8554 0.8509
S2 0.8393 0.8393 0.8541
S3 0.8249 0.8336 0.8528
S4 0.8105 0.8192 0.8488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8594 0.8450 0.0144 1.7% 0.0046 0.5% 82% False False 4
10 0.8594 0.8365 0.0229 2.7% 0.0024 0.3% 88% False False 2
20 0.8594 0.8208 0.0387 4.5% 0.0018 0.2% 93% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8861
2.618 0.8748
1.618 0.8679
1.000 0.8637
0.618 0.8610
HIGH 0.8568
0.618 0.8541
0.500 0.8533
0.382 0.8525
LOW 0.8499
0.618 0.8456
1.000 0.8430
1.618 0.8387
2.618 0.8318
4.250 0.8205
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 0.8556 0.8558
PP 0.8545 0.8549
S1 0.8533 0.8540

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

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