CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 0.8279 0.8381 0.0102 1.2% 0.8276
High 0.8298 0.8406 0.0108 1.3% 0.8608
Low 0.8265 0.8284 0.0019 0.2% 0.8259
Close 0.8289 0.8381 0.0092 1.1% 0.8271
Range 0.0033 0.0122 0.0089 268.2% 0.0350
ATR 0.0072 0.0075 0.0004 5.0% 0.0000
Volume 5 0 -5 -100.0% 101
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8721 0.8672 0.8447
R3 0.8600 0.8551 0.8414
R2 0.8478 0.8478 0.8403
R1 0.8429 0.8429 0.8392 0.8441
PP 0.8357 0.8357 0.8357 0.8363
S1 0.8308 0.8308 0.8369 0.8320
S2 0.8235 0.8235 0.8358
S3 0.8114 0.8186 0.8347
S4 0.7992 0.8065 0.8314
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 0.8466 0.8259 0.0207 2.5% 0.0079 0.9% 59% False False 4
10 0.8608 0.8081 0.0527 6.3% 0.0098 1.2% 57% False False 12
20 0.8608 0.8017 0.0591 7.1% 0.0064 0.8% 62% False False 9
40 0.8608 0.8017 0.0591 7.1% 0.0049 0.6% 62% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8922
2.618 0.8724
1.618 0.8602
1.000 0.8527
0.618 0.8481
HIGH 0.8406
0.618 0.8359
0.500 0.8345
0.382 0.8330
LOW 0.8284
0.618 0.8209
1.000 0.8163
1.618 0.8087
2.618 0.7966
4.250 0.7768
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 0.8369 0.8364
PP 0.8357 0.8348
S1 0.8345 0.8332

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

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