CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 0.8350 0.8421 0.0071 0.8% 0.8279
High 0.8378 0.8444 0.0066 0.8% 0.8444
Low 0.8321 0.8356 0.0035 0.4% 0.8265
Close 0.8367 0.8440 0.0074 0.9% 0.8440
Range 0.0057 0.0088 0.0031 54.4% 0.0179
ATR 0.0073 0.0074 0.0001 1.5% 0.0000
Volume 2 3 1 50.0% 10
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8677 0.8647 0.8488
R3 0.8589 0.8559 0.8464
R2 0.8501 0.8501 0.8456
R1 0.8471 0.8471 0.8448 0.8486
PP 0.8413 0.8413 0.8413 0.8421
S1 0.8383 0.8383 0.8432 0.8398
S2 0.8325 0.8325 0.8424
S3 0.8237 0.8295 0.8416
S4 0.8149 0.8207 0.8392
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8918 0.8858 0.8538
R3 0.8740 0.8679 0.8489
R2 0.8561 0.8561 0.8473
R1 0.8501 0.8501 0.8456 0.8531
PP 0.8383 0.8383 0.8383 0.8398
S1 0.8322 0.8322 0.8424 0.8353
S2 0.8204 0.8204 0.8407
S3 0.8026 0.8144 0.8391
S4 0.7847 0.7965 0.8342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8444 0.8265 0.0179 2.1% 0.0072 0.9% 98% True False 2
10 0.8608 0.8259 0.0350 4.1% 0.0107 1.3% 52% False False 11
20 0.8608 0.8017 0.0591 7.0% 0.0070 0.8% 72% False False 9
40 0.8608 0.8017 0.0591 7.0% 0.0050 0.6% 72% False False 6
60 0.8608 0.8017 0.0591 7.0% 0.0041 0.5% 72% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8818
2.618 0.8674
1.618 0.8586
1.000 0.8532
0.618 0.8498
HIGH 0.8444
0.618 0.8410
0.500 0.8400
0.382 0.8389
LOW 0.8356
0.618 0.8301
1.000 0.8268
1.618 0.8213
2.618 0.8125
4.250 0.7982
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 0.8427 0.8421
PP 0.8413 0.8401
S1 0.8400 0.8382

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

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