CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 0.8933 0.8928 -0.0005 -0.1% 0.8836
High 0.8952 0.8928 -0.0024 -0.3% 0.8952
Low 0.8920 0.8928 0.0008 0.1% 0.8796
Close 0.8952 0.8928 -0.0024 -0.3% 0.8952
Range 0.0032 0.0000 -0.0032 -100.0% 0.0156
ATR 0.0070 0.0066 -0.0003 -4.7% 0.0000
Volume 8 0 -8 -100.0% 13
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8928 0.8928 0.8928
R3 0.8928 0.8928 0.8928
R2 0.8928 0.8928 0.8928
R1 0.8928 0.8928 0.8928 0.8928
PP 0.8928 0.8928 0.8928 0.8928
S1 0.8928 0.8928 0.8928 0.8928
S2 0.8928 0.8928 0.8928
S3 0.8928 0.8928 0.8928
S4 0.8928 0.8928 0.8928
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9368 0.9316 0.9037
R3 0.9212 0.9160 0.8994
R2 0.9056 0.9056 0.8980
R1 0.9004 0.9004 0.8966 0.9030
PP 0.8900 0.8900 0.8900 0.8913
S1 0.8848 0.8848 0.8937 0.8874
S2 0.8744 0.8744 0.8923
S3 0.8588 0.8692 0.8909
S4 0.8432 0.8536 0.8866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8952 0.8796 0.0156 1.7% 0.0020 0.2% 85% False False 2
10 0.9040 0.8686 0.0354 4.0% 0.0048 0.5% 68% False False 6
20 0.9040 0.8300 0.0740 8.3% 0.0048 0.5% 85% False False 7
40 0.9040 0.8300 0.0740 8.3% 0.0037 0.4% 85% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.8928
2.618 0.8928
1.618 0.8928
1.000 0.8928
0.618 0.8928
HIGH 0.8928
0.618 0.8928
0.500 0.8928
0.382 0.8928
LOW 0.8928
0.618 0.8928
1.000 0.8928
1.618 0.8928
2.618 0.8928
4.250 0.8928
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 0.8928 0.8922
PP 0.8928 0.8917
S1 0.8928 0.8911

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

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