CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 0.8352 0.8323 -0.0029 -0.3% 0.8430
High 0.8358 0.8382 0.0024 0.3% 0.8443
Low 0.8318 0.8301 -0.0017 -0.2% 0.8279
Close 0.8320 0.8354 0.0034 0.4% 0.8325
Range 0.0040 0.0081 0.0041 103.8% 0.0164
ATR 0.0070 0.0071 0.0001 1.1% 0.0000
Volume 78 58 -20 -25.6% 151
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8587 0.8551 0.8398
R3 0.8506 0.8470 0.8376
R2 0.8426 0.8426 0.8368
R1 0.8390 0.8390 0.8361 0.8408
PP 0.8345 0.8345 0.8345 0.8354
S1 0.8309 0.8309 0.8346 0.8327
S2 0.8265 0.8265 0.8339
S3 0.8184 0.8229 0.8331
S4 0.8104 0.8148 0.8309
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 0.8301 0.0106 1.3% 0.0058 0.7% 50% False True 44
10 0.8444 0.8279 0.0165 2.0% 0.0069 0.8% 45% False False 34
20 0.8608 0.8097 0.0511 6.1% 0.0084 1.0% 50% False False 22
40 0.8608 0.8017 0.0591 7.1% 0.0058 0.7% 57% False False 14
60 0.8608 0.8017 0.0591 7.1% 0.0048 0.6% 57% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8724
2.618 0.8592
1.618 0.8512
1.000 0.8462
0.618 0.8431
HIGH 0.8382
0.618 0.8351
0.500 0.8341
0.382 0.8332
LOW 0.8301
0.618 0.8251
1.000 0.8221
1.618 0.8171
2.618 0.8090
4.250 0.7959
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 0.8349 0.8354
PP 0.8345 0.8354
S1 0.8341 0.8354

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

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