CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 0.8106 0.8097 -0.0009 -0.1% 0.8140
High 0.8110 0.8127 0.0018 0.2% 0.8204
Low 0.8076 0.8096 0.0020 0.2% 0.8091
Close 0.8106 0.8097 -0.0009 -0.1% 0.8096
Range 0.0034 0.0032 -0.0002 -6.0% 0.0113
ATR 0.0042 0.0042 -0.0001 -1.8% 0.0000
Volume
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8201 0.8181 0.8114
R3 0.8170 0.8149 0.8106
R2 0.8138 0.8138 0.8103
R1 0.8118 0.8118 0.8100 0.8113
PP 0.8107 0.8107 0.8107 0.8104
S1 0.8086 0.8086 0.8094 0.8081
S2 0.8075 0.8075 0.8091
S3 0.8044 0.8055 0.8088
S4 0.8012 0.8023 0.8080
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 0.8127 0.8076 0.0051 0.6% 0.0017 0.2% 41% True False
10 0.8326 0.8076 0.0250 3.1% 0.0028 0.3% 8% False False 2
20 0.8331 0.8076 0.0255 3.1% 0.0029 0.4% 8% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8261
2.618 0.8209
1.618 0.8178
1.000 0.8159
0.618 0.8146
HIGH 0.8127
0.618 0.8115
0.500 0.8111
0.382 0.8108
LOW 0.8096
0.618 0.8076
1.000 0.8064
1.618 0.8045
2.618 0.8013
4.250 0.7962
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 0.8111 0.8102
PP 0.8107 0.8100
S1 0.8102 0.8099

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

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