CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 0.8789 0.8763 -0.0026 -0.3% 0.8312
High 0.8789 0.8902 0.0113 1.3% 0.8650
Low 0.8759 0.8762 0.0003 0.0% 0.8312
Close 0.8763 0.8865 0.0102 1.2% 0.8621
Range 0.0030 0.0140 0.0110 365.0% 0.0338
ATR 0.0062 0.0068 0.0006 8.8% 0.0000
Volume 6 13 7 116.7% 47
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9261 0.9202 0.8941
R3 0.9122 0.9063 0.8903
R2 0.8982 0.8982 0.8890
R1 0.8923 0.8923 0.8877 0.8953
PP 0.8843 0.8843 0.8843 0.8857
S1 0.8784 0.8784 0.8852 0.8813
S2 0.8703 0.8703 0.8839
S3 0.8564 0.8644 0.8826
S4 0.8424 0.8505 0.8788
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 0.8902 0.8531 0.0371 4.2% 0.0071 0.8% 90% True False 11
10 0.8902 0.8300 0.0602 6.8% 0.0070 0.8% 94% True False 11
20 0.8902 0.8300 0.0602 6.8% 0.0046 0.5% 94% True False 6
40 0.8902 0.8208 0.0694 7.8% 0.0034 0.4% 95% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9494
2.618 0.9267
1.618 0.9127
1.000 0.9041
0.618 0.8988
HIGH 0.8902
0.618 0.8848
0.500 0.8832
0.382 0.8815
LOW 0.8762
0.618 0.8676
1.000 0.8623
1.618 0.8536
2.618 0.8397
4.250 0.8169
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 0.8854 0.8841
PP 0.8843 0.8817
S1 0.8832 0.8794

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

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