CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 0.8686 0.8789 0.0103 1.2% 0.8312
High 0.8737 0.8789 0.0052 0.6% 0.8650
Low 0.8686 0.8759 0.0073 0.8% 0.8312
Close 0.8737 0.8763 0.0026 0.3% 0.8621
Range 0.0051 0.0030 -0.0021 -41.2% 0.0338
ATR 0.0063 0.0062 -0.0001 -1.3% 0.0000
Volume 10 6 -4 -40.0% 47
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8860 0.8841 0.8779
R3 0.8830 0.8811 0.8771
R2 0.8800 0.8800 0.8768
R1 0.8781 0.8781 0.8765 0.8776
PP 0.8770 0.8770 0.8770 0.8767
S1 0.8751 0.8751 0.8760 0.8746
S2 0.8740 0.8740 0.8757
S3 0.8710 0.8721 0.8754
S4 0.8680 0.8691 0.8746
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9542 0.9419 0.8807
R3 0.9204 0.9081 0.8714
R2 0.8866 0.8866 0.8683
R1 0.8743 0.8743 0.8652 0.8804
PP 0.8528 0.8528 0.8528 0.8558
S1 0.8405 0.8405 0.8590 0.8467
S2 0.8190 0.8190 0.8559
S3 0.7852 0.8067 0.8528
S4 0.7514 0.7729 0.8435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8789 0.8409 0.0381 4.3% 0.0073 0.8% 93% True False 11
10 0.8789 0.8300 0.0489 5.6% 0.0056 0.6% 95% True False 10
20 0.8789 0.8300 0.0489 5.6% 0.0040 0.5% 95% True False 6
40 0.8789 0.8208 0.0582 6.6% 0.0030 0.3% 95% True False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8917
2.618 0.8868
1.618 0.8838
1.000 0.8819
0.618 0.8808
HIGH 0.8789
0.618 0.8778
0.500 0.8774
0.382 0.8770
LOW 0.8759
0.618 0.8740
1.000 0.8729
1.618 0.8710
2.618 0.8680
4.250 0.8632
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 0.8774 0.8742
PP 0.8770 0.8721
S1 0.8766 0.8700

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

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