CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.9288 0.9433 0.0145 1.6% 0.9001
High 0.9446 0.9454 0.0008 0.1% 0.9446
Low 0.9288 0.9406 0.0118 1.3% 0.8987
Close 0.9408 0.9432 0.0024 0.3% 0.9408
Range 0.0158 0.0048 -0.0110 -69.6% 0.0460
ATR 0.0098 0.0095 -0.0004 -3.7% 0.0000
Volume 656 240 -416 -63.4% 1,378
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.9575 0.9551 0.9458
R3 0.9527 0.9503 0.9445
R2 0.9479 0.9479 0.9441
R1 0.9455 0.9455 0.9436 0.9443
PP 0.9431 0.9431 0.9431 0.9425
S1 0.9407 0.9407 0.9428 0.9395
S2 0.9383 0.9383 0.9423
S3 0.9335 0.9359 0.9419
S4 0.9287 0.9311 0.9406
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0659 1.0493 0.9661
R3 1.0199 1.0033 0.9534
R2 0.9740 0.9740 0.9492
R1 0.9574 0.9574 0.9450 0.9657
PP 0.9280 0.9280 0.9280 0.9322
S1 0.9114 0.9114 0.9366 0.9197
S2 0.8821 0.8821 0.9324
S3 0.8361 0.8655 0.9282
S4 0.7902 0.8195 0.9155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9454 0.8987 0.0468 5.0% 0.0122 1.3% 95% True False 306
10 0.9454 0.8987 0.0468 5.0% 0.0104 1.1% 95% True False 219
20 0.9454 0.8987 0.0468 5.0% 0.0095 1.0% 95% True False 190
40 0.9454 0.8804 0.0650 6.9% 0.0081 0.9% 97% True False 116
60 0.9454 0.8611 0.0843 8.9% 0.0069 0.7% 97% True False 80
80 0.9454 0.8300 0.1154 12.2% 0.0063 0.7% 98% True False 61
100 0.9454 0.8201 0.1253 13.3% 0.0053 0.6% 98% True False 49
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9658
2.618 0.9580
1.618 0.9532
1.000 0.9502
0.618 0.9484
HIGH 0.9454
0.618 0.9436
0.500 0.9430
0.382 0.9424
LOW 0.9406
0.618 0.9376
1.000 0.9358
1.618 0.9328
2.618 0.9280
4.250 0.9202
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.9431 0.9361
PP 0.9431 0.9291
S1 0.9430 0.9220

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

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