CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 0.8314 0.8363 0.0049 0.6% 0.8430
High 0.8336 0.8375 0.0039 0.5% 0.8443
Low 0.8306 0.8317 0.0011 0.1% 0.8279
Close 0.8325 0.8363 0.0039 0.5% 0.8325
Range 0.0030 0.0058 0.0028 94.9% 0.0164
ATR 0.0072 0.0071 -0.0001 -1.5% 0.0000
Volume 34 0 -34 -100.0% 151
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8524 0.8501 0.8395
R3 0.8467 0.8444 0.8379
R2 0.8409 0.8409 0.8374
R1 0.8386 0.8386 0.8368 0.8392
PP 0.8352 0.8352 0.8352 0.8354
S1 0.8329 0.8329 0.8358 0.8334
S2 0.8294 0.8294 0.8352
S3 0.8237 0.8271 0.8347
S4 0.8179 0.8214 0.8331
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 0.8443 0.8279 0.0164 2.0% 0.0067 0.8% 51% False False 30
10 0.8444 0.8265 0.0179 2.1% 0.0070 0.8% 55% False False 16
20 0.8608 0.8066 0.0542 6.5% 0.0077 0.9% 55% False False 14
40 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 59% False False 10
60 0.8608 0.8017 0.0591 7.1% 0.0046 0.5% 59% False False 8
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8619
2.618 0.8525
1.618 0.8468
1.000 0.8432
0.618 0.8410
HIGH 0.8375
0.618 0.8353
0.500 0.8346
0.382 0.8339
LOW 0.8317
0.618 0.8281
1.000 0.8260
1.618 0.8224
2.618 0.8166
4.250 0.8073
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 0.8357 0.8351
PP 0.8352 0.8339
S1 0.8346 0.8327

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

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