CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.8111 0.8108 -0.0003 0.0% 0.8152
High 0.8126 0.8108 -0.0018 -0.2% 0.8164
Low 0.8080 0.8087 0.0007 0.1% 0.8073
Close 0.8100 0.8103 0.0004 0.0% 0.8100
Range 0.0046 0.0021 -0.0025 -53.8% 0.0092
ATR 0.0040 0.0039 -0.0001 -3.4% 0.0000
Volume 3 7 4 133.3% 38
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8162 0.8154 0.8115
R3 0.8141 0.8133 0.8109
R2 0.8120 0.8120 0.8107
R1 0.8112 0.8112 0.8105 0.8106
PP 0.8099 0.8099 0.8099 0.8096
S1 0.8091 0.8091 0.8101 0.8085
S2 0.8078 0.8078 0.8099
S3 0.8057 0.8070 0.8097
S4 0.8036 0.8049 0.8091
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 0.8160 0.8073 0.0087 1.1% 0.0033 0.4% 35% False False 9
10 0.8164 0.8073 0.0092 1.1% 0.0032 0.4% 33% False False 4
20 0.8331 0.8073 0.0258 3.2% 0.0034 0.4% 12% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8197
2.618 0.8163
1.618 0.8142
1.000 0.8129
0.618 0.8121
HIGH 0.8108
0.618 0.8100
0.500 0.8098
0.382 0.8095
LOW 0.8087
0.618 0.8074
1.000 0.8066
1.618 0.8053
2.618 0.8032
4.250 0.7998
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.8101 0.8102
PP 0.8099 0.8100
S1 0.8098 0.8099

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

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