CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 0.8499 0.8600 0.0102 1.2% 0.8478
High 0.8568 0.8616 0.0049 0.6% 0.8594
Low 0.8499 0.8562 0.0064 0.7% 0.8450
Close 0.8568 0.8578 0.0011 0.1% 0.8568
Range 0.0069 0.0054 -0.0015 -21.7% 0.0144
ATR 0.0043 0.0044 0.0001 1.8% 0.0000
Volume 1 12 11 1,100.0% 22
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8747 0.8717 0.8608
R3 0.8693 0.8663 0.8593
R2 0.8639 0.8639 0.8588
R1 0.8609 0.8609 0.8583 0.8597
PP 0.8585 0.8585 0.8585 0.8580
S1 0.8555 0.8555 0.8573 0.8543
S2 0.8531 0.8531 0.8568
S3 0.8477 0.8501 0.8563
S4 0.8423 0.8447 0.8548
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 0.8616 0.8460 0.0157 1.8% 0.0052 0.6% 76% True False 6
10 0.8616 0.8365 0.0251 2.9% 0.0030 0.3% 85% True False 4
20 0.8616 0.8208 0.0409 4.8% 0.0021 0.2% 91% True False 2
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8846
2.618 0.8757
1.618 0.8703
1.000 0.8670
0.618 0.8649
HIGH 0.8616
0.618 0.8595
0.500 0.8589
0.382 0.8583
LOW 0.8562
0.618 0.8529
1.000 0.8508
1.618 0.8475
2.618 0.8421
4.250 0.8333
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 0.8589 0.8569
PP 0.8585 0.8560
S1 0.8582 0.8551

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

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