CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 0.9026 0.8969 -0.0057 -0.6% 0.8804
High 0.9034 0.9028 -0.0006 -0.1% 0.9087
Low 0.8992 0.8948 -0.0044 -0.5% 0.8804
Close 0.8992 0.8957 -0.0035 -0.4% 0.9012
Range 0.0042 0.0080 0.0038 90.5% 0.0283
ATR 0.0077 0.0077 0.0000 0.3% 0.0000
Volume 51 30 -21 -41.2% 214
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9218 0.9167 0.9001
R3 0.9138 0.9087 0.8979
R2 0.9058 0.9058 0.8972
R1 0.9007 0.9007 0.8964 0.8993
PP 0.8978 0.8978 0.8978 0.8970
S1 0.8927 0.8927 0.8950 0.8912
S2 0.8898 0.8898 0.8942
S3 0.8818 0.8847 0.8935
S4 0.8738 0.8767 0.8913
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9817 0.9697 0.9167
R3 0.9534 0.9414 0.9089
R2 0.9251 0.9251 0.9063
R1 0.9131 0.9131 0.9037 0.9191
PP 0.8968 0.8968 0.8968 0.8997
S1 0.8848 0.8848 0.8986 0.8908
S2 0.8685 0.8685 0.8960
S3 0.8402 0.8565 0.8934
S4 0.8119 0.8282 0.8856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9087 0.8843 0.0244 2.7% 0.0088 1.0% 47% False False 47
10 0.9087 0.8804 0.0283 3.2% 0.0085 0.9% 54% False False 35
20 0.9087 0.8804 0.0283 3.2% 0.0064 0.7% 54% False False 20
40 0.9087 0.8300 0.0787 8.8% 0.0056 0.6% 83% False False 14
60 0.9087 0.8300 0.0787 8.8% 0.0046 0.5% 83% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9368
2.618 0.9237
1.618 0.9157
1.000 0.9108
0.618 0.9077
HIGH 0.9028
0.618 0.8997
0.500 0.8988
0.382 0.8979
LOW 0.8948
0.618 0.8899
1.000 0.8868
1.618 0.8819
2.618 0.8739
4.250 0.8608
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 0.8988 0.9007
PP 0.8978 0.8990
S1 0.8967 0.8974

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

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