CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 0.8353 0.8393 0.0040 0.5% 0.8077
High 0.8479 0.8466 -0.0013 -0.2% 0.8232
Low 0.8349 0.8374 0.0025 0.3% 0.8066
Close 0.8386 0.8406 0.0020 0.2% 0.8224
Range 0.0130 0.0092 -0.0038 -29.3% 0.0166
ATR 0.0070 0.0071 0.0002 2.2% 0.0000
Volume 24 7 -17 -70.8% 20
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8690 0.8639 0.8456
R3 0.8598 0.8548 0.8431
R2 0.8507 0.8507 0.8422
R1 0.8456 0.8456 0.8414 0.8481
PP 0.8415 0.8415 0.8415 0.8428
S1 0.8365 0.8365 0.8397 0.8390
S2 0.8324 0.8324 0.8389
S3 0.8232 0.8273 0.8380
S4 0.8141 0.8182 0.8355
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 0.8097 0.0511 6.1% 0.0128 1.5% 60% False False 19
10 0.8608 0.8065 0.0544 6.5% 0.0072 0.9% 63% False False 10
20 0.8608 0.8017 0.0591 7.0% 0.0055 0.7% 66% False False 10
40 0.8608 0.8017 0.0591 7.0% 0.0044 0.5% 66% 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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8854
2.618 0.8705
1.618 0.8614
1.000 0.8557
0.618 0.8522
HIGH 0.8466
0.618 0.8431
0.500 0.8420
0.382 0.8409
LOW 0.8374
0.618 0.8317
1.000 0.8283
1.618 0.8226
2.618 0.8134
4.250 0.7985
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 0.8420 0.8441
PP 0.8415 0.8429
S1 0.8410 0.8417

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

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