CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 0.8951 0.8836 -0.0115 -1.3% 0.8686
High 0.8951 0.8847 -0.0103 -1.2% 0.9040
Low 0.8897 0.8836 -0.0061 -0.7% 0.8686
Close 0.8897 0.8847 -0.0049 -0.6% 0.8897
Range 0.0054 0.0011 -0.0043 -78.7% 0.0354
ATR 0.0075 0.0074 -0.0001 -1.4% 0.0000
Volume 2 2 0 0.0% 51
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8878 0.8874 0.8854
R3 0.8867 0.8863 0.8851
R2 0.8855 0.8855 0.8850
R1 0.8851 0.8851 0.8849 0.8853
PP 0.8844 0.8844 0.8844 0.8845
S1 0.8840 0.8840 0.8846 0.8842
S2 0.8832 0.8832 0.8845
S3 0.8821 0.8828 0.8844
S4 0.8809 0.8817 0.8841
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9935 0.9769 0.9091
R3 0.9581 0.9416 0.8994
R2 0.9228 0.9228 0.8961
R1 0.9062 0.9062 0.8929 0.9145
PP 0.8874 0.8874 0.8874 0.8915
S1 0.8709 0.8709 0.8864 0.8791
S2 0.8521 0.8521 0.8832
S3 0.8167 0.8355 0.8799
S4 0.7814 0.8002 0.8702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9040 0.8759 0.0281 3.2% 0.0068 0.8% 32% False False 8
10 0.9040 0.8360 0.0680 7.7% 0.0071 0.8% 72% False False 9
20 0.9040 0.8300 0.0740 8.4% 0.0049 0.6% 74% False False 7
40 0.9040 0.8208 0.0832 9.4% 0.0038 0.4% 77% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8896
2.618 0.8878
1.618 0.8866
1.000 0.8859
0.618 0.8855
HIGH 0.8847
0.618 0.8843
0.500 0.8842
0.382 0.8840
LOW 0.8836
0.618 0.8829
1.000 0.8825
1.618 0.8817
2.618 0.8806
4.250 0.8787
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 0.8846 0.8938
PP 0.8844 0.8908
S1 0.8842 0.8878

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

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