CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 0.8084 0.8106 0.0022 0.3% 0.8140
High 0.8084 0.8110 0.0026 0.3% 0.8204
Low 0.8078 0.8076 -0.0002 0.0% 0.8091
Close 0.8084 0.8106 0.0022 0.3% 0.8096
Range 0.0006 0.0034 0.0028 458.3% 0.0113
ATR 0.0043 0.0042 -0.0001 -1.6% 0.0000
Volume
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8198 0.8185 0.8124
R3 0.8164 0.8152 0.8115
R2 0.8131 0.8131 0.8112
R1 0.8118 0.8118 0.8109 0.8122
PP 0.8097 0.8097 0.8097 0.8099
S1 0.8085 0.8085 0.8102 0.8089
S2 0.8064 0.8064 0.8099
S3 0.8030 0.8051 0.8096
S4 0.7997 0.8018 0.8087
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8469 0.8395 0.8158
R3 0.8356 0.8282 0.8127
R2 0.8243 0.8243 0.8116
R1 0.8169 0.8169 0.8106 0.8150
PP 0.8130 0.8130 0.8130 0.8120
S1 0.8056 0.8056 0.8085 0.8037
S2 0.8017 0.8017 0.8075
S3 0.7904 0.7943 0.8064
S4 0.7791 0.7830 0.8033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8149 0.8076 0.0073 0.9% 0.0019 0.2% 41% False True
10 0.8331 0.8076 0.0255 3.1% 0.0035 0.4% 12% False True 3
20 0.8331 0.8076 0.0255 3.1% 0.0028 0.3% 12% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8252
2.618 0.8197
1.618 0.8164
1.000 0.8143
0.618 0.8130
HIGH 0.8110
0.618 0.8097
0.500 0.8093
0.382 0.8089
LOW 0.8076
0.618 0.8055
1.000 0.8043
1.618 0.8022
2.618 0.7988
4.250 0.7934
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 0.8101 0.8101
PP 0.8097 0.8097
S1 0.8093 0.8093

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

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