CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 0.8084 0.8077 -0.0008 -0.1% 0.8078
High 0.8092 0.8077 -0.0015 -0.2% 0.8111
Low 0.8070 0.8066 -0.0004 0.0% 0.8017
Close 0.8084 0.8072 -0.0012 -0.1% 0.8084
Range 0.0022 0.0011 -0.0012 -52.3% 0.0094
ATR 0.0039 0.0038 -0.0002 -3.9% 0.0000
Volume 0 2 2 59
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8103 0.8098 0.8078
R3 0.8093 0.8088 0.8075
R2 0.8082 0.8082 0.8074
R1 0.8077 0.8077 0.8073 0.8074
PP 0.8072 0.8072 0.8072 0.8070
S1 0.8067 0.8067 0.8071 0.8064
S2 0.8061 0.8061 0.8070
S3 0.8051 0.8056 0.8069
S4 0.8040 0.8046 0.8066
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% 0.0035 0.4% 59% False False 7
10 0.8111 0.8017 0.0094 1.2% 0.0033 0.4% 59% False False 7
20 0.8164 0.8017 0.0147 1.8% 0.0033 0.4% 37% False False 6
40 0.8331 0.8017 0.0314 3.9% 0.0029 0.4% 18% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.8104
1.618 0.8093
1.000 0.8087
0.618 0.8083
HIGH 0.8077
0.618 0.8072
0.500 0.8071
0.382 0.8070
LOW 0.8066
0.618 0.8060
1.000 0.8056
1.618 0.8049
2.618 0.8039
4.250 0.8021
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 0.8072 0.8078
PP 0.8072 0.8076
S1 0.8071 0.8074

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

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