CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 0.8897 0.8804 -0.0093 -1.0% 0.8836
High 0.8897 0.8861 -0.0036 -0.4% 0.8958
Low 0.8823 0.8804 -0.0019 -0.2% 0.8823
Close 0.8850 0.8842 -0.0009 -0.1% 0.8850
Range 0.0074 0.0057 -0.0017 -23.0% 0.0135
ATR 0.0070 0.0070 -0.0001 -1.4% 0.0000
Volume 13 10 -3 -23.1% 70
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9007 0.8981 0.8873
R3 0.8950 0.8924 0.8857
R2 0.8893 0.8893 0.8852
R1 0.8867 0.8867 0.8847 0.8880
PP 0.8836 0.8836 0.8836 0.8842
S1 0.8810 0.8810 0.8836 0.8823
S2 0.8779 0.8779 0.8831
S3 0.8722 0.8753 0.8826
S4 0.8665 0.8696 0.8810
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9282 0.9201 0.8924
R3 0.9147 0.9066 0.8887
R2 0.9012 0.9012 0.8875
R1 0.8931 0.8931 0.8862 0.8971
PP 0.8877 0.8877 0.8877 0.8897
S1 0.8796 0.8796 0.8838 0.8836
S2 0.8742 0.8742 0.8825
S3 0.8607 0.8661 0.8813
S4 0.8472 0.8526 0.8776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8958 0.8804 0.0154 1.7% 0.0067 0.8% 24% False True 15
10 0.8960 0.8804 0.0156 1.8% 0.0070 0.8% 24% False True 12
20 0.9022 0.8796 0.0226 2.6% 0.0042 0.5% 20% False False 8
40 0.9040 0.8300 0.0740 8.4% 0.0048 0.5% 73% False False 7
60 0.9040 0.8208 0.0832 9.4% 0.0039 0.4% 76% False False 6
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9103
2.618 0.9010
1.618 0.8953
1.000 0.8918
0.618 0.8896
HIGH 0.8861
0.618 0.8839
0.500 0.8833
0.382 0.8826
LOW 0.8804
0.618 0.8769
1.000 0.8747
1.618 0.8712
2.618 0.8655
4.250 0.8562
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 0.8839 0.8853
PP 0.8836 0.8849
S1 0.8833 0.8845

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

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