CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 0.8836 0.8900 0.0065 0.7% 0.8898
High 0.8892 0.8942 0.0050 0.6% 0.8960
Low 0.8836 0.8899 0.0064 0.7% 0.8813
Close 0.8892 0.8942 0.0050 0.6% 0.8828
Range 0.0056 0.0043 -0.0014 -24.1% 0.0147
ATR 0.0070 0.0068 -0.0001 -2.0% 0.0000
Volume 4 3 -1 -25.0% 46
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9055 0.9041 0.8965
R3 0.9012 0.8998 0.8953
R2 0.8970 0.8970 0.8949
R1 0.8956 0.8956 0.8945 0.8963
PP 0.8927 0.8927 0.8927 0.8931
S1 0.8913 0.8913 0.8938 0.8920
S2 0.8885 0.8885 0.8934
S3 0.8842 0.8871 0.8930
S4 0.8800 0.8828 0.8918
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9308 0.9215 0.8909
R3 0.9161 0.9068 0.8868
R2 0.9014 0.9014 0.8855
R1 0.8921 0.8921 0.8841 0.8894
PP 0.8867 0.8867 0.8867 0.8853
S1 0.8774 0.8774 0.8815 0.8747
S2 0.8720 0.8720 0.8801
S3 0.8573 0.8627 0.8788
S4 0.8426 0.8480 0.8747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8942 0.8813 0.0129 1.4% 0.0054 0.6% 100% True False 9
10 0.9022 0.8813 0.0209 2.3% 0.0043 0.5% 62% False False 5
20 0.9040 0.8759 0.0281 3.1% 0.0044 0.5% 65% False False 6
40 0.9040 0.8300 0.0740 8.3% 0.0042 0.5% 87% False False 6
60 0.9040 0.8208 0.0832 9.3% 0.0034 0.4% 88% False False 4
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9122
2.618 0.9053
1.618 0.9010
1.000 0.8984
0.618 0.8968
HIGH 0.8942
0.618 0.8925
0.500 0.8920
0.382 0.8915
LOW 0.8899
0.618 0.8873
1.000 0.8857
1.618 0.8830
2.618 0.8788
4.250 0.8718
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 0.8934 0.8921
PP 0.8927 0.8900
S1 0.8920 0.8879

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

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