CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 0.8116 0.8118 0.0002 0.0% 0.8084
High 0.8119 0.8119 -0.0001 0.0% 0.8127
Low 0.8096 0.8099 0.0003 0.0% 0.8076
Close 0.8116 0.8118 0.0002 0.0% 0.8118
Range 0.0023 0.0020 -0.0003 -13.0% 0.0051
ATR 0.0040 0.0039 -0.0001 -3.6% 0.0000
Volume
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8172 0.8165 0.8129
R3 0.8152 0.8145 0.8124
R2 0.8132 0.8132 0.8122
R1 0.8125 0.8125 0.8120 0.8128
PP 0.8112 0.8112 0.8112 0.8113
S1 0.8105 0.8105 0.8116 0.8108
S2 0.8092 0.8092 0.8114
S3 0.8072 0.8085 0.8113
S4 0.8052 0.8065 0.8107
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8260 0.8240 0.8146
R3 0.8209 0.8189 0.8132
R2 0.8158 0.8158 0.8127
R1 0.8138 0.8138 0.8123 0.8148
PP 0.8107 0.8107 0.8107 0.8112
S1 0.8087 0.8087 0.8113 0.8097
S2 0.8056 0.8056 0.8109
S3 0.8005 0.8036 0.8104
S4 0.7954 0.7985 0.8090
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% 0.0023 0.3% 82% False False
10 0.8204 0.8076 0.0128 1.6% 0.0028 0.3% 33% False False
20 0.8331 0.8076 0.0255 3.1% 0.0029 0.4% 17% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8204
2.618 0.8171
1.618 0.8151
1.000 0.8139
0.618 0.8131
HIGH 0.8119
0.618 0.8111
0.500 0.8109
0.382 0.8106
LOW 0.8099
0.618 0.8086
1.000 0.8079
1.618 0.8066
2.618 0.8046
4.250 0.8014
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 0.8115 0.8116
PP 0.8112 0.8114
S1 0.8109 0.8111

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

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