CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	0.8865	0.8941	0.0076	0.9%	0.9026
High	0.8928	0.8972	0.0044	0.5%	0.9034
Low	0.8840	0.8918	0.0078	0.9%	0.8900
Close	0.8918	0.8940	0.0022	0.2%	0.8926
Range	0.0088	0.0055	-0.0034	-38.1%	0.0134
ATR	0.0074	0.0073	-0.0001	-1.9%	0.0000
Volume	65	100	35	53.8%	192

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9107	0.9078	0.8969
R3	0.9052	0.9023	0.8954
R2	0.8998	0.8998	0.8949
R1	0.8969	0.8969	0.8944	0.8956
PP	0.8943	0.8943	0.8943	0.8937
S1	0.8914	0.8914	0.8935	0.8901
S2	0.8889	0.8889	0.8930
S3	0.8834	0.8860	0.8925
S4	0.8780	0.8805	0.8910

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9355	0.9274	0.8999
R3	0.9221	0.9140	0.8962
R2	0.9087	0.9087	0.8950
R1	0.9006	0.9006	0.8938	0.8980
PP	0.8953	0.8953	0.8953	0.8940
S1	0.8872	0.8872	0.8913	0.8846
S2	0.8819	0.8819	0.8901
S3	0.8685	0.8738	0.8889
S4	0.8551	0.8604	0.8852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8972	0.8840	0.0132	1.5%	0.0055	0.6%	75%	True	False	61
10	0.9087	0.8840	0.0247	2.8%	0.0071	0.8%	40%	False	False	54
20	0.9087	0.8804	0.0283	3.2%	0.0070	0.8%	48%	False	False	35
40	0.9087	0.8360	0.0727	8.1%	0.0059	0.7%	80%	False	False	21
60	0.9087	0.8300	0.0787	8.8%	0.0051	0.6%	81%	False	False	15
80	0.9087	0.8182	0.0906	10.1%	0.0041	0.5%	84%	False	False	12

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	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9204
2.618	0.9115
1.618	0.9060
1.000	0.9027
0.618	0.9006
HIGH	0.8972
0.618	0.8951
0.500	0.8945
0.382	0.8938
LOW	0.8918
0.618	0.8884
1.000	0.8863
1.618	0.8829
2.618	0.8775
4.250	0.8686

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	0.8945	0.8928
PP	0.8943	0.8917
S1	0.8941	0.8906

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols