CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 10-Mar-2016
Day Change Summary
Previous Current
09-Mar-2016 10-Mar-2016 Change Change % Previous Week
Open 0.8939 0.8870 -0.0069 -0.8% 0.8898
High 0.8958 0.8902 -0.0056 -0.6% 0.8960
Low 0.8874 0.8823 -0.0052 -0.6% 0.8813
Close 0.8878 0.8899 0.0022 0.2% 0.8828
Range 0.0084 0.0080 -0.0004 -4.8% 0.0147
ATR 0.0069 0.0070 0.0001 1.1% 0.0000
Volume 19 31 12 63.2% 46
Daily Pivots for day following 10-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9113 0.9086 0.8943
R3 0.9034 0.9006 0.8921
R2 0.8954 0.8954 0.8914
R1 0.8927 0.8927 0.8906 0.8940
PP 0.8875 0.8875 0.8875 0.8881
S1 0.8847 0.8847 0.8892 0.8861
S2 0.8795 0.8795 0.8884
S3 0.8716 0.8768 0.8877
S4 0.8636 0.8688 0.8855
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 0.8958 0.8817 0.0141 1.6% 0.0062 0.7% 58% False False 11
10 0.8960 0.8813 0.0147 1.7% 0.0059 0.7% 59% False False 10
20 0.9040 0.8796 0.0244 2.7% 0.0044 0.5% 42% False False 8
40 0.9040 0.8300 0.0740 8.3% 0.0045 0.5% 81% False False 7
60 0.9040 0.8208 0.0832 9.3% 0.0037 0.4% 83% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9110
1.618 0.9031
1.000 0.8982
0.618 0.8951
HIGH 0.8902
0.618 0.8872
0.500 0.8862
0.382 0.8853
LOW 0.8823
0.618 0.8773
1.000 0.8743
1.618 0.8694
2.618 0.8614
4.250 0.8485
Fisher Pivots for day following 10-Mar-2016
Pivot 1 day 3 day
R1 0.8887 0.8896
PP 0.8875 0.8893
S1 0.8862 0.8890

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

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