CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 0.8430 0.8345 -0.0085 -1.0% 0.8279
High 0.8443 0.8371 -0.0072 -0.9% 0.8444
Low 0.8354 0.8289 -0.0065 -0.8% 0.8265
Close 0.8368 0.8324 -0.0044 -0.5% 0.8440
Range 0.0089 0.0082 -0.0007 -7.9% 0.0179
ATR 0.0075 0.0076 0.0000 0.7% 0.0000
Volume 26 83 57 219.2% 10
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8574 0.8531 0.8369
R3 0.8492 0.8449 0.8347
R2 0.8410 0.8410 0.8339
R1 0.8367 0.8367 0.8332 0.8347
PP 0.8328 0.8328 0.8328 0.8318
S1 0.8285 0.8285 0.8316 0.8265
S2 0.8246 0.8246 0.8309
S3 0.8164 0.8203 0.8301
S4 0.8082 0.8121 0.8279
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 0.8289 0.0155 1.9% 0.0076 0.9% 23% False True 22
10 0.8466 0.8259 0.0207 2.5% 0.0077 0.9% 32% False False 13
20 0.8608 0.8017 0.0591 7.1% 0.0075 0.9% 52% False False 13
40 0.8608 0.8017 0.0591 7.1% 0.0052 0.6% 52% False False 8
60 0.8608 0.8017 0.0591 7.1% 0.0043 0.5% 52% False False 7
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8719
2.618 0.8585
1.618 0.8503
1.000 0.8453
0.618 0.8421
HIGH 0.8371
0.618 0.8339
0.500 0.8330
0.382 0.8320
LOW 0.8289
0.618 0.8238
1.000 0.8207
1.618 0.8156
2.618 0.8074
4.250 0.7940
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 0.8330 0.8366
PP 0.8328 0.8352
S1 0.8326 0.8338

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

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