CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 0.8276 0.8353 0.0078 0.9% 0.8077
High 0.8608 0.8479 -0.0130 -1.5% 0.8232
Low 0.8273 0.8349 0.0076 0.9% 0.8066
Close 0.8478 0.8386 -0.0092 -1.1% 0.8224
Range 0.0335 0.0130 -0.0206 -61.3% 0.0166
ATR 0.0065 0.0070 0.0005 7.0% 0.0000
Volume 58 24 -34 -58.6% 20
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8793 0.8719 0.8457
R3 0.8663 0.8589 0.8421
R2 0.8534 0.8534 0.8409
R1 0.8460 0.8460 0.8397 0.8497
PP 0.8404 0.8404 0.8404 0.8423
S1 0.8330 0.8330 0.8374 0.8367
S2 0.8275 0.8275 0.8362
S3 0.8145 0.8201 0.8350
S4 0.8016 0.8071 0.8314
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8670 0.8612 0.8315
R3 0.8505 0.8447 0.8269
R2 0.8339 0.8339 0.8254
R1 0.8281 0.8281 0.8239 0.8310
PP 0.8174 0.8174 0.8174 0.8188
S1 0.8116 0.8116 0.8208 0.8145
S2 0.8008 0.8008 0.8193
S3 0.7843 0.7950 0.8178
S4 0.7677 0.7785 0.8132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8081 0.0527 6.3% 0.0117 1.4% 58% False False 20
10 0.8608 0.8017 0.0591 7.0% 0.0073 0.9% 62% False False 13
20 0.8608 0.8017 0.0591 7.0% 0.0053 0.6% 62% False False 11
40 0.8608 0.8017 0.0591 7.0% 0.0042 0.5% 62% False False 6
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9029
2.618 0.8818
1.618 0.8688
1.000 0.8608
0.618 0.8559
HIGH 0.8479
0.618 0.8429
0.500 0.8414
0.382 0.8398
LOW 0.8349
0.618 0.8269
1.000 0.8220
1.618 0.8139
2.618 0.8010
4.250 0.7799
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 0.8414 0.8397
PP 0.8404 0.8393
S1 0.8395 0.8389

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

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