CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 0.8350 0.8350 0.0000 0.0% 0.8276
High 0.8401 0.8378 -0.0023 -0.3% 0.8608
Low 0.8338 0.8321 -0.0018 -0.2% 0.8259
Close 0.8350 0.8367 0.0017 0.2% 0.8271
Range 0.0063 0.0057 -0.0006 -8.8% 0.0350
ATR 0.0074 0.0073 -0.0001 -1.7% 0.0000
Volume 0 2 2 101
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8526 0.8503 0.8398
R3 0.8469 0.8446 0.8382
R2 0.8412 0.8412 0.8377
R1 0.8389 0.8389 0.8372 0.8401
PP 0.8355 0.8355 0.8355 0.8361
S1 0.8332 0.8332 0.8361 0.8344
S2 0.8298 0.8298 0.8356
S3 0.8241 0.8275 0.8351
S4 0.8184 0.8218 0.8335
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 0.8406 0.8259 0.0147 1.8% 0.0065 0.8% 73% False False 2
10 0.8608 0.8186 0.0422 5.0% 0.0102 1.2% 43% False False 11
20 0.8608 0.8017 0.0591 7.1% 0.0068 0.8% 59% False False 9
40 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 59% False False 6
60 0.8608 0.8017 0.0591 7.1% 0.0041 0.5% 59% False False 6
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8620
2.618 0.8527
1.618 0.8470
1.000 0.8435
0.618 0.8413
HIGH 0.8378
0.618 0.8356
0.500 0.8349
0.382 0.8342
LOW 0.8321
0.618 0.8285
1.000 0.8264
1.618 0.8228
2.618 0.8171
4.250 0.8078
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 0.8361 0.8359
PP 0.8355 0.8352
S1 0.8349 0.8345

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

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