CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 0.8363 0.8368 0.0005 0.1% 0.8363
High 0.8392 0.8420 0.0028 0.3% 0.8433
Low 0.8330 0.8340 0.0010 0.1% 0.8301
Close 0.8358 0.8363 0.0005 0.1% 0.8379
Range 0.0062 0.0080 0.0018 28.2% 0.0132
ATR 0.0070 0.0071 0.0001 1.0% 0.0000
Volume 29 79 50 172.4% 542
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8613 0.8567 0.8406
R3 0.8533 0.8488 0.8384
R2 0.8454 0.8454 0.8377
R1 0.8408 0.8408 0.8370 0.8391
PP 0.8374 0.8374 0.8374 0.8366
S1 0.8329 0.8329 0.8355 0.8312
S2 0.8295 0.8295 0.8348
S3 0.8215 0.8249 0.8341
S4 0.8136 0.8170 0.8319
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 0.8325 0.0108 1.3% 0.0069 0.8% 35% False False 119
10 0.8433 0.8301 0.0132 1.6% 0.0064 0.8% 47% False False 81
20 0.8444 0.8259 0.0185 2.2% 0.0070 0.8% 56% False False 47
40 0.8608 0.8017 0.0591 7.1% 0.0062 0.7% 58% False False 29
60 0.8608 0.8017 0.0591 7.1% 0.0053 0.6% 58% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8757
2.618 0.8628
1.618 0.8548
1.000 0.8499
0.618 0.8469
HIGH 0.8420
0.618 0.8389
0.500 0.8380
0.382 0.8370
LOW 0.8340
0.618 0.8291
1.000 0.8261
1.618 0.8211
2.618 0.8132
4.250 0.8002
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 0.8380 0.8375
PP 0.8374 0.8371
S1 0.8368 0.8367

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

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