CME Japanese Yen Future December 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 0.8951 0.8972 0.0021 0.2% 0.9027
High 0.8951 0.8980 0.0030 0.3% 0.9027
Low 0.8951 0.8952 0.0001 0.0% 0.8961
Close 0.8951 0.8976 0.0025 0.3% 0.8961
Range 0.0000 0.0029 0.0029 0.0067
ATR 0.0044 0.0043 -0.0001 -2.3% 0.0000
Volume 0 37 37 0
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9055 0.9044 0.8991
R3 0.9026 0.9015 0.8983
R2 0.8998 0.8998 0.8981
R1 0.8987 0.8987 0.8978 0.8992
PP 0.8969 0.8969 0.8969 0.8972
S1 0.8958 0.8958 0.8973 0.8964
S2 0.8941 0.8941 0.8970
S3 0.8912 0.8930 0.8968
S4 0.8884 0.8901 0.8960
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9182 0.9138 0.8997
R3 0.9116 0.9071 0.8979
R2 0.9049 0.9049 0.8973
R1 0.9005 0.9005 0.8967 0.8994
PP 0.8983 0.8983 0.8983 0.8977
S1 0.8938 0.8938 0.8954 0.8927
S2 0.8916 0.8916 0.8948
S3 0.8850 0.8872 0.8942
S4 0.8783 0.8805 0.8924
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8982 0.8912 0.0070 0.8% 0.0006 0.1% 91% False False 7
10 0.9090 0.8912 0.0178 2.0% 0.0012 0.1% 36% False False 4
20 0.9090 0.8829 0.0262 2.9% 0.0022 0.2% 56% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9101
2.618 0.9055
1.618 0.9026
1.000 0.9009
0.618 0.8998
HIGH 0.8980
0.618 0.8969
0.500 0.8966
0.382 0.8962
LOW 0.8952
0.618 0.8934
1.000 0.8923
1.618 0.8905
2.618 0.8877
4.250 0.8830
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 0.8972 0.8966
PP 0.8969 0.8956
S1 0.8966 0.8946

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

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