CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 0.8583 0.8535 -0.0049 -0.6% 0.8585
High 0.8583 0.8535 -0.0049 -0.6% 0.8624
Low 0.8570 0.8478 -0.0092 -1.1% 0.8478
Close 0.8570 0.8478 -0.0092 -1.1% 0.8478
Range 0.0014 0.0057 0.0043 318.5% 0.0146
ATR 0.0047 0.0050 0.0003 6.9% 0.0000
Volume 2 1 -1 -50.0% 7
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8666 0.8629 0.8509
R3 0.8610 0.8572 0.8494
R2 0.8553 0.8553 0.8488
R1 0.8516 0.8516 0.8483 0.8506
PP 0.8497 0.8497 0.8497 0.8492
S1 0.8459 0.8459 0.8473 0.8450
S2 0.8440 0.8440 0.8468
S3 0.8384 0.8403 0.8462
S4 0.8327 0.8346 0.8447
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8963 0.8866 0.8558
R3 0.8818 0.8721 0.8518
R2 0.8672 0.8672 0.8505
R1 0.8575 0.8575 0.8491 0.8551
PP 0.8527 0.8527 0.8527 0.8514
S1 0.8430 0.8430 0.8465 0.8405
S2 0.8381 0.8381 0.8451
S3 0.8236 0.8284 0.8438
S4 0.8090 0.8139 0.8398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8624 0.8478 0.0146 1.7% 0.0043 0.5% 0% False True 2
10 0.8624 0.8478 0.0146 1.7% 0.0036 0.4% 0% False True 3
20 0.8624 0.8343 0.0281 3.3% 0.0027 0.3% 48% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8775
2.618 0.8682
1.618 0.8626
1.000 0.8591
0.618 0.8569
HIGH 0.8535
0.618 0.8513
0.500 0.8506
0.382 0.8500
LOW 0.8478
0.618 0.8443
1.000 0.8422
1.618 0.8387
2.618 0.8330
4.250 0.8238
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 0.8506 0.8551
PP 0.8497 0.8527
S1 0.8487 0.8502

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

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