CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 0.8972 0.8971 -0.0001 0.0% 0.9027
High 0.8980 0.8971 -0.0010 -0.1% 0.9027
Low 0.8952 0.8971 0.0019 0.2% 0.8961
Close 0.8976 0.8971 -0.0005 -0.1% 0.8961
Range 0.0029 0.0000 -0.0029 -100.0% 0.0067
ATR 0.0043 0.0040 -0.0003 -6.3% 0.0000
Volume 37 0 -37 -100.0% 0
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8971 0.8971 0.8971
R3 0.8971 0.8971 0.8971
R2 0.8971 0.8971 0.8971
R1 0.8971 0.8971 0.8971 0.8971
PP 0.8971 0.8971 0.8971 0.8971
S1 0.8971 0.8971 0.8971 0.8971
S2 0.8971 0.8971 0.8971
S3 0.8971 0.8971 0.8971
S4 0.8971 0.8971 0.8971
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 0.8980 0.8912 0.0068 0.8% 0.0006 0.1% 86% False False 7
10 0.9090 0.8912 0.0178 2.0% 0.0012 0.1% 33% False False 4
20 0.9090 0.8829 0.0262 2.9% 0.0020 0.2% 54% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8971
2.618 0.8971
1.618 0.8971
1.000 0.8971
0.618 0.8971
HIGH 0.8971
0.618 0.8971
0.500 0.8971
0.382 0.8971
LOW 0.8971
0.618 0.8971
1.000 0.8971
1.618 0.8971
2.618 0.8971
4.250 0.8971
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 0.8971 0.8969
PP 0.8971 0.8967
S1 0.8971 0.8965

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

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