CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 0.8815 0.8858 0.0043 0.5% 0.8928
High 0.8883 0.8878 -0.0006 -0.1% 0.9022
Low 0.8813 0.8825 0.0013 0.1% 0.8845
Close 0.8877 0.8866 -0.0011 -0.1% 0.8845
Range 0.0071 0.0053 -0.0018 -25.5% 0.0177
ATR 0.0073 0.0072 -0.0001 -2.0% 0.0000
Volume 27 11 -16 -59.3% 25
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9014 0.8992 0.8895
R3 0.8961 0.8940 0.8880
R2 0.8909 0.8909 0.8876
R1 0.8887 0.8887 0.8871 0.8898
PP 0.8856 0.8856 0.8856 0.8862
S1 0.8835 0.8835 0.8861 0.8846
S2 0.8804 0.8804 0.8856
S3 0.8751 0.8782 0.8852
S4 0.8699 0.8730 0.8837
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 0.8960 0.8813 0.0147 1.7% 0.0057 0.6% 36% False False 8
10 0.9022 0.8813 0.0209 2.4% 0.0033 0.4% 26% False False 7
20 0.9040 0.8531 0.0509 5.7% 0.0046 0.5% 66% False False 8
40 0.9040 0.8300 0.0740 8.3% 0.0044 0.5% 77% False False 6
60 0.9040 0.8182 0.0858 9.7% 0.0033 0.4% 80% False False 4
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 0.0004
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9101
2.618 0.9015
1.618 0.8962
1.000 0.8930
0.618 0.8910
HIGH 0.8878
0.618 0.8857
0.500 0.8851
0.382 0.8845
LOW 0.8825
0.618 0.8793
1.000 0.8773
1.618 0.8740
2.618 0.8688
4.250 0.8602
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 0.8861 0.8886
PP 0.8856 0.8879
S1 0.8851 0.8873

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

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