CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.8420 0.8531 0.0111 1.3% 0.8498
High 0.8557 0.8627 0.0070 0.8% 0.8500
Low 0.8409 0.8531 0.0123 1.5% 0.8300
Close 0.8557 0.8627 0.0070 0.8% 0.8316
Range 0.0148 0.0096 -0.0053 -35.5% 0.0200
ATR 0.0058 0.0061 0.0003 4.6% 0.0000
Volume 14 3 -11 -78.6% 37
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8881 0.8849 0.8679
R3 0.8786 0.8754 0.8653
R2 0.8690 0.8690 0.8644
R1 0.8658 0.8658 0.8635 0.8674
PP 0.8595 0.8595 0.8595 0.8603
S1 0.8563 0.8563 0.8618 0.8579
S2 0.8499 0.8499 0.8609
S3 0.8404 0.8467 0.8600
S4 0.8308 0.8372 0.8574
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 0.8627 0.8300 0.0327 3.8% 0.0087 1.0% 100% True False 11
10 0.8627 0.8300 0.0327 3.8% 0.0049 0.6% 100% True False 5
20 0.8627 0.8300 0.0327 3.8% 0.0045 0.5% 100% True False 5
40 0.8627 0.8201 0.0426 4.9% 0.0029 0.3% 100% True False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9032
2.618 0.8877
1.618 0.8781
1.000 0.8722
0.618 0.8686
HIGH 0.8627
0.618 0.8590
0.500 0.8579
0.382 0.8567
LOW 0.8531
0.618 0.8472
1.000 0.8436
1.618 0.8376
2.618 0.8281
4.250 0.8125
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.8611 0.8582
PP 0.8595 0.8538
S1 0.8579 0.8493

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

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