CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 0.8338 0.8363 0.0025 0.3% 0.8363
High 0.8388 0.8392 0.0004 0.0% 0.8433
Low 0.8337 0.8330 -0.0007 -0.1% 0.8301
Close 0.8364 0.8358 -0.0006 -0.1% 0.8379
Range 0.0051 0.0062 0.0011 21.6% 0.0132
ATR 0.0071 0.0070 -0.0001 -0.9% 0.0000
Volume 25 29 4 16.0% 542
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8546 0.8514 0.8392
R3 0.8484 0.8452 0.8375
R2 0.8422 0.8422 0.8369
R1 0.8390 0.8390 0.8364 0.8375
PP 0.8360 0.8360 0.8360 0.8353
S1 0.8328 0.8328 0.8352 0.8313
S2 0.8298 0.8298 0.8347
S3 0.8236 0.8266 0.8341
S4 0.8174 0.8204 0.8324
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% 0.0069 0.8% 43% False False 115
10 0.8433 0.8279 0.0154 1.8% 0.0064 0.8% 51% False False 74
20 0.8466 0.8259 0.0207 2.5% 0.0070 0.8% 48% False False 44
40 0.8608 0.8017 0.0591 7.1% 0.0062 0.7% 58% False False 27
60 0.8608 0.8017 0.0591 7.1% 0.0052 0.6% 58% False False 19
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8656
2.618 0.8554
1.618 0.8492
1.000 0.8454
0.618 0.8430
HIGH 0.8392
0.618 0.8368
0.500 0.8361
0.382 0.8354
LOW 0.8330
0.618 0.8292
1.000 0.8268
1.618 0.8230
2.618 0.8168
4.250 0.8067
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 0.8361 0.8358
PP 0.8360 0.8358
S1 0.8359 0.8358

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

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