CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 0.8763 0.8941 0.0178 2.0% 0.8312
High 0.8902 0.9040 0.0138 1.6% 0.8650
Low 0.8762 0.8934 0.0172 2.0% 0.8312
Close 0.8865 0.8965 0.0100 1.1% 0.8621
Range 0.0140 0.0106 -0.0034 -24.0% 0.0338
ATR 0.0068 0.0075 0.0008 11.3% 0.0000
Volume 13 20 7 53.8% 47
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9297 0.9237 0.9023
R3 0.9191 0.9131 0.8994
R2 0.9085 0.9085 0.8984
R1 0.9025 0.9025 0.8974 0.9055
PP 0.8979 0.8979 0.8979 0.8994
S1 0.8919 0.8919 0.8955 0.8949
S2 0.8873 0.8873 0.8945
S3 0.8767 0.8813 0.8935
S4 0.8661 0.8707 0.8906
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 0.9040 0.8611 0.0429 4.8% 0.0073 0.8% 82% True False 15
10 0.9040 0.8300 0.0740 8.2% 0.0080 0.9% 90% True False 13
20 0.9040 0.8300 0.0740 8.2% 0.0051 0.6% 90% True False 7
40 0.9040 0.8208 0.0832 9.3% 0.0036 0.4% 91% True False 5
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9490
2.618 0.9317
1.618 0.9211
1.000 0.9146
0.618 0.9105
HIGH 0.9040
0.618 0.8999
0.500 0.8987
0.382 0.8974
LOW 0.8934
0.618 0.8868
1.000 0.8828
1.618 0.8762
2.618 0.8656
4.250 0.8483
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 0.8987 0.8943
PP 0.8979 0.8921
S1 0.8972 0.8899

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

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