CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.8360 0.8420 0.0060 0.7% 0.8498
High 0.8400 0.8557 0.0157 1.9% 0.8500
Low 0.8360 0.8409 0.0049 0.6% 0.8300
Close 0.8385 0.8557 0.0172 2.1% 0.8316
Range 0.0040 0.0148 0.0108 270.0% 0.0200
ATR 0.0049 0.0058 0.0009 17.9% 0.0000
Volume 3 14 11 366.7% 37
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8951 0.8902 0.8638
R3 0.8803 0.8754 0.8597
R2 0.8655 0.8655 0.8584
R1 0.8606 0.8606 0.8570 0.8631
PP 0.8507 0.8507 0.8507 0.8520
S1 0.8458 0.8458 0.8543 0.8483
S2 0.8359 0.8359 0.8529
S3 0.8211 0.8310 0.8516
S4 0.8063 0.8162 0.8475
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8970 0.8843 0.8426
R3 0.8771 0.8643 0.8371
R2 0.8571 0.8571 0.8353
R1 0.8444 0.8444 0.8334 0.8408
PP 0.8372 0.8372 0.8372 0.8354
S1 0.8244 0.8244 0.8298 0.8208
S2 0.8172 0.8172 0.8279
S3 0.7973 0.8045 0.8261
S4 0.7773 0.7845 0.8206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8557 0.8300 0.0257 3.0% 0.0068 0.8% 100% True False 11
10 0.8583 0.8300 0.0283 3.3% 0.0041 0.5% 91% False False 5
20 0.8624 0.8300 0.0324 3.8% 0.0041 0.5% 79% False False 5
40 0.8624 0.8182 0.0442 5.2% 0.0027 0.3% 85% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.8944
1.618 0.8796
1.000 0.8705
0.618 0.8648
HIGH 0.8557
0.618 0.8500
0.500 0.8483
0.382 0.8465
LOW 0.8409
0.618 0.8317
1.000 0.8261
1.618 0.8169
2.618 0.8021
4.250 0.7780
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.8532 0.8516
PP 0.8507 0.8475
S1 0.8483 0.8434

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

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