CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 0.8363 0.8358 -0.0005 -0.1% 0.8430
High 0.8375 0.8407 0.0033 0.4% 0.8443
Low 0.8317 0.8322 0.0005 0.1% 0.8279
Close 0.8363 0.8334 -0.0029 -0.3% 0.8325
Range 0.0058 0.0085 0.0028 47.8% 0.0164
ATR 0.0071 0.0072 0.0001 1.4% 0.0000
Volume 0 53 53 151
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8609 0.8557 0.8381
R3 0.8524 0.8472 0.8357
R2 0.8439 0.8439 0.8350
R1 0.8387 0.8387 0.8342 0.8371
PP 0.8354 0.8354 0.8354 0.8346
S1 0.8302 0.8302 0.8326 0.8286
S2 0.8269 0.8269 0.8318
S3 0.8184 0.8217 0.8311
S4 0.8099 0.8132 0.8287
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 0.8407 0.8279 0.0128 1.5% 0.0066 0.8% 43% True False 35
10 0.8444 0.8279 0.0165 2.0% 0.0075 0.9% 33% False False 20
20 0.8608 0.8070 0.0539 6.5% 0.0081 1.0% 49% False False 16
40 0.8608 0.8017 0.0591 7.1% 0.0057 0.7% 54% False False 11
60 0.8608 0.8017 0.0591 7.1% 0.0046 0.6% 54% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8768
2.618 0.8630
1.618 0.8545
1.000 0.8492
0.618 0.8460
HIGH 0.8407
0.618 0.8375
0.500 0.8365
0.382 0.8354
LOW 0.8322
0.618 0.8269
1.000 0.8237
1.618 0.8184
2.618 0.8099
4.250 0.7961
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 0.8365 0.8357
PP 0.8354 0.8349
S1 0.8344 0.8342

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

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