CME Japanese Yen Future March 2017


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 0.9903 0.9838 -0.0066 -0.7% 0.9706
High 0.9933 0.9853 -0.0081 -0.8% 0.9958
Low 0.9817 0.9766 -0.0052 -0.5% 0.9695
Close 0.9817 0.9847 0.0030 0.3% 0.9821
Range 0.0116 0.0087 -0.0029 -25.0% 0.0264
ATR
Volume 8 9 1 12.5% 18
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0083 1.0052 0.9895
R3 0.9996 0.9965 0.9871
R2 0.9909 0.9909 0.9863
R1 0.9878 0.9878 0.9855 0.9893
PP 0.9822 0.9822 0.9822 0.9829
S1 0.9791 0.9791 0.9839 0.9806
S2 0.9735 0.9735 0.9831
S3 0.9648 0.9704 0.9823
S4 0.9561 0.9617 0.9799
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0615 1.0481 0.9965
R3 1.0351 1.0218 0.9893
R2 1.0088 1.0088 0.9869
R1 0.9954 0.9954 0.9845 1.0021
PP 0.9824 0.9824 0.9824 0.9858
S1 0.9691 0.9691 0.9796 0.9758
S2 0.9561 0.9561 0.9772
S3 0.9297 0.9427 0.9748
S4 0.9034 0.9164 0.9676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9936 0.9766 0.0170 1.7% 0.0096 1.0% 48% False True 6
10 0.9958 0.9676 0.0282 2.9% 0.0097 1.0% 61% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0222
2.618 1.0080
1.618 0.9993
1.000 0.9940
0.618 0.9906
HIGH 0.9853
0.618 0.9819
0.500 0.9809
0.382 0.9799
LOW 0.9766
0.618 0.9712
1.000 0.9679
1.618 0.9625
2.618 0.9538
4.250 0.9396
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 0.9834 0.9849
PP 0.9822 0.9849
S1 0.9809 0.9848

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

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