CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 0.8072 0.8084 0.0013 0.2% 0.8078
High 0.8072 0.8092 0.0020 0.2% 0.8111
Low 0.8065 0.8070 0.0005 0.1% 0.8017
Close 0.8072 0.8084 0.0013 0.2% 0.8084
Range 0.0007 0.0022 0.0015 214.3% 0.0094
ATR 0.0040 0.0039 -0.0001 -3.3% 0.0000
Volume
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8148 0.8138 0.8096
R3 0.8126 0.8116 0.8090
R2 0.8104 0.8104 0.8088
R1 0.8094 0.8094 0.8086 0.8095
PP 0.8082 0.8082 0.8082 0.8082
S1 0.8072 0.8072 0.8082 0.8073
S2 0.8060 0.8060 0.8080
S3 0.8038 0.8050 0.8078
S4 0.8016 0.8028 0.8072
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8351 0.8311 0.8135
R3 0.8258 0.8218 0.8110
R2 0.8164 0.8164 0.8101
R1 0.8124 0.8124 0.8093 0.8144
PP 0.8071 0.8071 0.8071 0.8081
S1 0.8031 0.8031 0.8075 0.8051
S2 0.7977 0.7977 0.8067
S3 0.7884 0.7937 0.8058
S4 0.7790 0.7844 0.8033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8111 0.8017 0.0094 1.2% 0.0038 0.5% 72% False False 11
10 0.8111 0.8017 0.0094 1.2% 0.0034 0.4% 72% False False 8
20 0.8164 0.8017 0.0147 1.8% 0.0032 0.4% 46% False False 5
40 0.8331 0.8017 0.0314 3.9% 0.0030 0.4% 21% False False 5
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8185
2.618 0.8149
1.618 0.8127
1.000 0.8114
0.618 0.8105
HIGH 0.8092
0.618 0.8083
0.500 0.8081
0.382 0.8078
LOW 0.8070
0.618 0.8056
1.000 0.8048
1.618 0.8034
2.618 0.8012
4.250 0.7976
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 0.8083 0.8077
PP 0.8082 0.8071
S1 0.8081 0.8064

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

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