CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 0.8088 0.8111 0.0023 0.3% 0.8152
High 0.8088 0.8126 0.0038 0.5% 0.8164
Low 0.8073 0.8080 0.0008 0.1% 0.8073
Close 0.8085 0.8100 0.0015 0.2% 0.8100
Range 0.0016 0.0046 0.0030 193.5% 0.0092
ATR 0.0040 0.0040 0.0000 1.1% 0.0000
Volume 24 3 -21 -87.5% 38
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8238 0.8214 0.8125
R3 0.8193 0.8169 0.8112
R2 0.8147 0.8147 0.8108
R1 0.8123 0.8123 0.8104 0.8113
PP 0.8102 0.8102 0.8102 0.8096
S1 0.8078 0.8078 0.8095 0.8067
S2 0.8056 0.8056 0.8091
S3 0.8011 0.8032 0.8087
S4 0.7965 0.7987 0.8074
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8387 0.8335 0.8150
R3 0.8295 0.8243 0.8125
R2 0.8204 0.8204 0.8116
R1 0.8152 0.8152 0.8108 0.8132
PP 0.8112 0.8112 0.8112 0.8102
S1 0.8060 0.8060 0.8091 0.8040
S2 0.8021 0.8021 0.8083
S3 0.7929 0.7969 0.8074
S4 0.7838 0.7877 0.8049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8164 0.8073 0.0092 1.1% 0.0038 0.5% 30% False False 7
10 0.8164 0.8073 0.0092 1.1% 0.0031 0.4% 30% False False 3
20 0.8331 0.8073 0.0258 3.2% 0.0035 0.4% 10% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8319
2.618 0.8245
1.618 0.8199
1.000 0.8171
0.618 0.8154
HIGH 0.8126
0.618 0.8108
0.500 0.8103
0.382 0.8097
LOW 0.8080
0.618 0.8052
1.000 0.8035
1.618 0.8006
2.618 0.7961
4.250 0.7887
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 0.8103 0.8109
PP 0.8102 0.8106
S1 0.8101 0.8103

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

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