CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.8517 0.8585 0.0069 0.8% 0.8600
High 0.8608 0.8585 -0.0023 -0.3% 0.8616
Low 0.8513 0.8535 0.0022 0.3% 0.8513
Close 0.8608 0.8577 -0.0031 -0.4% 0.8608
Range 0.0095 0.0050 -0.0044 -47.1% 0.0103
ATR 0.0044 0.0046 0.0002 4.6% 0.0000
Volume 5 4 -1 -20.0% 25
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8716 0.8696 0.8605
R3 0.8666 0.8646 0.8591
R2 0.8616 0.8616 0.8586
R1 0.8596 0.8596 0.8582 0.8581
PP 0.8566 0.8566 0.8566 0.8558
S1 0.8546 0.8546 0.8572 0.8531
S2 0.8516 0.8516 0.8568
S3 0.8466 0.8496 0.8563
S4 0.8416 0.8446 0.8549
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8888 0.8851 0.8664
R3 0.8785 0.8748 0.8636
R2 0.8682 0.8682 0.8626
R1 0.8645 0.8645 0.8617 0.8663
PP 0.8579 0.8579 0.8579 0.8588
S1 0.8542 0.8542 0.8598 0.8560
S2 0.8476 0.8476 0.8589
S3 0.8373 0.8439 0.8579
S4 0.8270 0.8336 0.8551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8513 0.0095 1.1% 0.0034 0.4% 68% False False 3
10 0.8616 0.8460 0.0157 1.8% 0.0043 0.5% 75% False False 5
20 0.8616 0.8241 0.0375 4.4% 0.0027 0.3% 90% False False 2
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8798
2.618 0.8716
1.618 0.8666
1.000 0.8635
0.618 0.8616
HIGH 0.8585
0.618 0.8566
0.500 0.8560
0.382 0.8554
LOW 0.8535
0.618 0.8504
1.000 0.8485
1.618 0.8454
2.618 0.8404
4.250 0.8322
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.8571 0.8571
PP 0.8566 0.8566
S1 0.8560 0.8560

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

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