CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.8118 0.8152 0.0034 0.4% 0.8084
High 0.8119 0.8164 0.0046 0.6% 0.8127
Low 0.8099 0.8116 0.0018 0.2% 0.8076
Close 0.8118 0.8152 0.0034 0.4% 0.8118
Range 0.0020 0.0048 0.0028 140.0% 0.0051
ATR 0.0039 0.0039 0.0001 1.7% 0.0000
Volume
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8288 0.8268 0.8178
R3 0.8240 0.8220 0.8165
R2 0.8192 0.8192 0.8160
R1 0.8172 0.8172 0.8156 0.8176
PP 0.8144 0.8144 0.8144 0.8146
S1 0.8124 0.8124 0.8147 0.8128
S2 0.8096 0.8096 0.8143
S3 0.8048 0.8076 0.8138
S4 0.8000 0.8028 0.8125
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 0.8164 0.8076 0.0088 1.1% 0.0031 0.4% 86% True False
10 0.8170 0.8076 0.0094 1.1% 0.0026 0.3% 81% False False
20 0.8331 0.8076 0.0255 3.1% 0.0032 0.4% 30% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8368
2.618 0.8290
1.618 0.8242
1.000 0.8212
0.618 0.8194
HIGH 0.8164
0.618 0.8146
0.500 0.8140
0.382 0.8134
LOW 0.8116
0.618 0.8086
1.000 0.8068
1.618 0.8038
2.618 0.7990
4.250 0.7912
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.8148 0.8144
PP 0.8144 0.8137
S1 0.8140 0.8130

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

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