CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 0.8346 0.8314 -0.0032 -0.4% 0.8430
High 0.8357 0.8336 -0.0021 -0.3% 0.8443
Low 0.8279 0.8306 0.0027 0.3% 0.8279
Close 0.8324 0.8325 0.0001 0.0% 0.8325
Range 0.0078 0.0030 -0.0048 -61.9% 0.0164
ATR 0.0076 0.0072 -0.0003 -4.4% 0.0000
Volume 8 34 26 325.0% 151
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8411 0.8397 0.8341
R3 0.8381 0.8368 0.8333
R2 0.8352 0.8352 0.8330
R1 0.8338 0.8338 0.8327 0.8345
PP 0.8322 0.8322 0.8322 0.8325
S1 0.8309 0.8309 0.8322 0.8315
S2 0.8293 0.8293 0.8319
S3 0.8263 0.8279 0.8316
S4 0.8234 0.8250 0.8308
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8839 0.8745 0.8414
R3 0.8676 0.8582 0.8369
R2 0.8512 0.8512 0.8354
R1 0.8418 0.8418 0.8339 0.8384
PP 0.8349 0.8349 0.8349 0.8331
S1 0.8255 0.8255 0.8310 0.8220
S2 0.8185 0.8185 0.8295
S3 0.8022 0.8091 0.8280
S4 0.7858 0.7928 0.8235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8444 0.8279 0.0165 2.0% 0.0073 0.9% 28% False False 30
10 0.8444 0.8259 0.0185 2.2% 0.0069 0.8% 36% False False 16
20 0.8608 0.8066 0.0542 6.5% 0.0075 0.9% 48% False False 14
40 0.8608 0.8017 0.0591 7.1% 0.0054 0.6% 52% False False 10
60 0.8608 0.8017 0.0591 7.1% 0.0045 0.5% 52% False False 8
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8461
2.618 0.8413
1.618 0.8383
1.000 0.8365
0.618 0.8354
HIGH 0.8336
0.618 0.8324
0.500 0.8321
0.382 0.8317
LOW 0.8306
0.618 0.8288
1.000 0.8277
1.618 0.8258
2.618 0.8229
4.250 0.8181
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 0.8323 0.8325
PP 0.8322 0.8325
S1 0.8321 0.8325

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

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