CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 0.8366 0.8289 -0.0077 -0.9% 0.8276
High 0.8375 0.8310 -0.0065 -0.8% 0.8608
Low 0.8279 0.8259 -0.0020 -0.2% 0.8259
Close 0.8322 0.8271 -0.0051 -0.6% 0.8271
Range 0.0096 0.0051 -0.0045 -46.9% 0.0350
ATR 0.0075 0.0074 -0.0001 -1.2% 0.0000
Volume 8 4 -4 -50.0% 101
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8433 0.8403 0.8299
R3 0.8382 0.8352 0.8285
R2 0.8331 0.8331 0.8280
R1 0.8301 0.8301 0.8276 0.8290
PP 0.8280 0.8280 0.8280 0.8274
S1 0.8250 0.8250 0.8266 0.8239
S2 0.8229 0.8229 0.8262
S3 0.8178 0.8199 0.8257
S4 0.8127 0.8148 0.8243
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.9428 0.9199 0.8463
R3 0.9078 0.8849 0.8367
R2 0.8729 0.8729 0.8335
R1 0.8500 0.8500 0.8303 0.8440
PP 0.8379 0.8379 0.8379 0.8349
S1 0.8150 0.8150 0.8239 0.8090
S2 0.8030 0.8030 0.8207
S3 0.7680 0.7801 0.8175
S4 0.7331 0.7451 0.8079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8259 0.0350 4.2% 0.0141 1.7% 4% False True 20
10 0.8608 0.8066 0.0542 6.6% 0.0084 1.0% 38% False False 12
20 0.8608 0.8017 0.0591 7.1% 0.0059 0.7% 43% False False 10
40 0.8608 0.8017 0.0591 7.1% 0.0047 0.6% 43% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8526
2.618 0.8443
1.618 0.8392
1.000 0.8361
0.618 0.8341
HIGH 0.8310
0.618 0.8290
0.500 0.8284
0.382 0.8278
LOW 0.8259
0.618 0.8227
1.000 0.8208
1.618 0.8176
2.618 0.8125
4.250 0.8042
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 0.8284 0.8362
PP 0.8280 0.8332
S1 0.8275 0.8301

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

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