CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 0.8226 0.8326 0.0100 1.2% 0.8168
High 0.8331 0.8326 -0.0005 -0.1% 0.8216
Low 0.8226 0.8282 0.0057 0.7% 0.8160
Close 0.8331 0.8282 -0.0049 -0.6% 0.8164
Range 0.0105 0.0044 -0.0062 -58.6% 0.0056
ATR 0.0045 0.0045 0.0000 0.6% 0.0000
Volume 18 17 -1 -5.6% 13
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8427 0.8398 0.8306
R3 0.8384 0.8355 0.8294
R2 0.8340 0.8340 0.8290
R1 0.8311 0.8311 0.8286 0.8304
PP 0.8297 0.8297 0.8297 0.8293
S1 0.8268 0.8268 0.8278 0.8260
S2 0.8253 0.8253 0.8274
S3 0.8210 0.8224 0.8270
S4 0.8166 0.8181 0.8258
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8346 0.8311 0.8195
R3 0.8291 0.8255 0.8179
R2 0.8235 0.8235 0.8174
R1 0.8200 0.8200 0.8169 0.8190
PP 0.8180 0.8180 0.8180 0.8175
S1 0.8144 0.8144 0.8159 0.8134
S2 0.8124 0.8124 0.8154
S3 0.8069 0.8089 0.8149
S4 0.8013 0.8033 0.8133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8331 0.8164 0.0167 2.0% 0.0046 0.5% 71% False False 8
10 0.8331 0.8115 0.0216 2.6% 0.0031 0.4% 77% False False 4
20 0.8331 0.8085 0.0246 3.0% 0.0026 0.3% 80% False False 5
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8510
2.618 0.8439
1.618 0.8396
1.000 0.8369
0.618 0.8352
HIGH 0.8326
0.618 0.8309
0.500 0.8304
0.382 0.8299
LOW 0.8282
0.618 0.8255
1.000 0.8239
1.618 0.8212
2.618 0.8168
4.250 0.8097
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 0.8304 0.8273
PP 0.8297 0.8265
S1 0.8289 0.8256

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

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