CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 0.8898 0.8960 0.0062 0.7% 0.8928
High 0.8928 0.8960 0.0032 0.4% 0.9022
Low 0.8898 0.8830 -0.0068 -0.8% 0.8845
Close 0.8928 0.8830 -0.0098 -1.1% 0.8845
Range 0.0030 0.0130 0.0100 331.7% 0.0177
ATR 0.0069 0.0073 0.0004 6.3% 0.0000
Volume 2 4 2 100.0% 25
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9262 0.9175 0.8901
R3 0.9132 0.9046 0.8866
R2 0.9003 0.9003 0.8854
R1 0.8916 0.8916 0.8842 0.8895
PP 0.8873 0.8873 0.8873 0.8862
S1 0.8787 0.8787 0.8818 0.8765
S2 0.8744 0.8744 0.8806
S3 0.8614 0.8657 0.8794
S4 0.8485 0.8528 0.8759
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9433 0.9316 0.8942
R3 0.9257 0.9139 0.8894
R2 0.9080 0.9080 0.8877
R1 0.8963 0.8963 0.8861 0.8933
PP 0.8904 0.8904 0.8904 0.8889
S1 0.8786 0.8786 0.8829 0.8757
S2 0.8727 0.8727 0.8813
S3 0.8551 0.8610 0.8796
S4 0.8374 0.8433 0.8748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9022 0.8830 0.0192 2.2% 0.0032 0.4% 0% False True 1
10 0.9022 0.8796 0.0226 2.6% 0.0027 0.3% 15% False False 4
20 0.9040 0.8360 0.0680 7.7% 0.0049 0.6% 69% False False 7
40 0.9040 0.8300 0.0740 8.4% 0.0041 0.5% 72% False False 5
60 0.9040 0.8182 0.0858 9.7% 0.0031 0.4% 76% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9510
2.618 0.9299
1.618 0.9169
1.000 0.9089
0.618 0.9040
HIGH 0.8960
0.618 0.8910
0.500 0.8895
0.382 0.8879
LOW 0.8830
0.618 0.8750
1.000 0.8701
1.618 0.8620
2.618 0.8491
4.250 0.8280
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 0.8895 0.8895
PP 0.8873 0.8873
S1 0.8852 0.8852

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

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