CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 0.8108 0.8104 -0.0004 0.0% 0.8152
High 0.8108 0.8108 0.0000 0.0% 0.8164
Low 0.8087 0.8079 -0.0009 -0.1% 0.8073
Close 0.8103 0.8079 -0.0025 -0.3% 0.8100
Range 0.0021 0.0030 0.0009 40.5% 0.0092
ATR 0.0039 0.0038 -0.0001 -1.7% 0.0000
Volume 7 6 -1 -14.3% 38
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8177 0.8157 0.8095
R3 0.8147 0.8128 0.8087
R2 0.8118 0.8118 0.8084
R1 0.8098 0.8098 0.8081 0.8093
PP 0.8088 0.8088 0.8088 0.8086
S1 0.8069 0.8069 0.8076 0.8064
S2 0.8059 0.8059 0.8073
S3 0.8029 0.8039 0.8070
S4 0.8000 0.8010 0.8062
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 0.8146 0.8073 0.0074 0.9% 0.0032 0.4% 8% False False 10
10 0.8164 0.8073 0.0092 1.1% 0.0032 0.4% 7% False False 5
20 0.8331 0.8073 0.0258 3.2% 0.0033 0.4% 2% False False 4
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 0.8233
2.618 0.8185
1.618 0.8156
1.000 0.8138
0.618 0.8126
HIGH 0.8108
0.618 0.8097
0.500 0.8093
0.382 0.8090
LOW 0.8079
0.618 0.8060
1.000 0.8049
1.618 0.8031
2.618 0.8001
4.250 0.7953
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 0.8093 0.8102
PP 0.8088 0.8094
S1 0.8083 0.8086

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

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