CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 0.8796 0.8870 0.0075 0.8% 0.8686
High 0.8854 0.8870 0.0016 0.2% 0.9040
Low 0.8796 0.8870 0.0075 0.8% 0.8686
Close 0.8854 0.8870 0.0016 0.2% 0.8897
Range 0.0059 0.0000 -0.0059 -100.0% 0.0354
ATR 0.0073 0.0069 -0.0004 -5.6% 0.0000
Volume 3 0 -3 -100.0% 51
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8870 0.8870 0.8870
R3 0.8870 0.8870 0.8870
R2 0.8870 0.8870 0.8870
R1 0.8870 0.8870 0.8870 0.8870
PP 0.8870 0.8870 0.8870 0.8870
S1 0.8870 0.8870 0.8870 0.8870
S2 0.8870 0.8870 0.8870
S3 0.8870 0.8870 0.8870
S4 0.8870 0.8870 0.8870
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 0.8796 0.0244 2.8% 0.0046 0.5% 31% False False 5
10 0.9040 0.8531 0.0509 5.7% 0.0058 0.7% 67% False False 8
20 0.9040 0.8300 0.0740 8.3% 0.0050 0.6% 77% False False 7
40 0.9040 0.8300 0.0740 8.3% 0.0037 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 0.0001
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8870
2.618 0.8870
1.618 0.8870
1.000 0.8870
0.618 0.8870
HIGH 0.8870
0.618 0.8870
0.500 0.8870
0.382 0.8870
LOW 0.8870
0.618 0.8870
1.000 0.8870
1.618 0.8870
2.618 0.8870
4.250 0.8870
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 0.8870 0.8858
PP 0.8870 0.8845
S1 0.8870 0.8833

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

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