CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 0.8377 0.8338 -0.0039 -0.5% 0.8363
High 0.8386 0.8388 0.0003 0.0% 0.8433
Low 0.8325 0.8337 0.0013 0.2% 0.8301
Close 0.8328 0.8364 0.0036 0.4% 0.8379
Range 0.0061 0.0051 -0.0010 -16.4% 0.0132
ATR 0.0071 0.0071 -0.0001 -1.1% 0.0000
Volume 110 25 -85 -77.3% 542
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8516 0.8491 0.8392
R3 0.8465 0.8440 0.8378
R2 0.8414 0.8414 0.8373
R1 0.8389 0.8389 0.8368 0.8401
PP 0.8363 0.8363 0.8363 0.8369
S1 0.8338 0.8338 0.8359 0.8350
S2 0.8312 0.8312 0.8354
S3 0.8261 0.8287 0.8349
S4 0.8210 0.8236 0.8335
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8765 0.8704 0.8451
R3 0.8634 0.8572 0.8415
R2 0.8502 0.8502 0.8403
R1 0.8441 0.8441 0.8391 0.8472
PP 0.8371 0.8371 0.8371 0.8386
S1 0.8309 0.8309 0.8367 0.8340
S2 0.8239 0.8239 0.8355
S3 0.8108 0.8178 0.8343
S4 0.7976 0.8046 0.8307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8433 0.8301 0.0132 1.6% 0.0065 0.8% 48% False False 124
10 0.8433 0.8279 0.0154 1.8% 0.0066 0.8% 55% False False 80
20 0.8479 0.8259 0.0220 2.6% 0.0074 0.9% 48% False False 44
40 0.8608 0.8017 0.0591 7.1% 0.0061 0.7% 59% False False 26
60 0.8608 0.8017 0.0591 7.1% 0.0051 0.6% 59% False False 18
Crabel Price Patterns
NR True
NR4 True
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 0.0014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8605
2.618 0.8522
1.618 0.8471
1.000 0.8439
0.618 0.8420
HIGH 0.8388
0.618 0.8369
0.500 0.8363
0.382 0.8356
LOW 0.8337
0.618 0.8305
1.000 0.8286
1.618 0.8254
2.618 0.8203
4.250 0.8120
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 0.8363 0.8379
PP 0.8363 0.8374
S1 0.8363 0.8369

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

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