CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 0.8959 0.8923 -0.0036 -0.4% 0.8804
High 0.8959 0.8947 -0.0013 -0.1% 0.9087
Low 0.8914 0.8900 -0.0014 -0.2% 0.8804
Close 0.8948 0.8926 -0.0022 -0.2% 0.9012
Range 0.0046 0.0047 0.0001 2.2% 0.0283
ATR 0.0075 0.0073 -0.0002 -2.6% 0.0000
Volume 18 93 75 416.7% 214
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9064 0.9041 0.8951
R3 0.9017 0.8995 0.8938
R2 0.8971 0.8971 0.8934
R1 0.8948 0.8948 0.8930 0.8959
PP 0.8924 0.8924 0.8924 0.8930
S1 0.8902 0.8902 0.8921 0.8913
S2 0.8878 0.8878 0.8917
S3 0.8831 0.8855 0.8913
S4 0.8785 0.8809 0.8900
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 0.9066 0.8900 0.0166 1.9% 0.0054 0.6% 15% False True 43
10 0.9087 0.8804 0.0283 3.2% 0.0078 0.9% 43% False False 41
20 0.9087 0.8804 0.0283 3.2% 0.0068 0.8% 43% False False 26
40 0.9087 0.8300 0.0787 8.8% 0.0059 0.7% 79% False False 17
60 0.9087 0.8300 0.0787 8.8% 0.0048 0.5% 79% False False 12
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9144
2.618 0.9068
1.618 0.9022
1.000 0.8993
0.618 0.8975
HIGH 0.8947
0.618 0.8929
0.500 0.8923
0.382 0.8918
LOW 0.8900
0.618 0.8871
1.000 0.8854
1.618 0.8825
2.618 0.8778
4.250 0.8702
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 0.8925 0.8964
PP 0.8924 0.8951
S1 0.8923 0.8938

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

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