CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 0.8368 0.8346 -0.0023 -0.3% 0.8377
High 0.8420 0.8362 -0.0058 -0.7% 0.8420
Low 0.8340 0.8281 -0.0060 -0.7% 0.8281
Close 0.8363 0.8319 -0.0044 -0.5% 0.8319
Range 0.0080 0.0081 0.0002 1.9% 0.0139
ATR 0.0071 0.0072 0.0001 1.1% 0.0000
Volume 79 131 52 65.8% 374
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8563 0.8522 0.8363
R3 0.8482 0.8441 0.8341
R2 0.8401 0.8401 0.8333
R1 0.8360 0.8360 0.8326 0.8340
PP 0.8320 0.8320 0.8320 0.8310
S1 0.8279 0.8279 0.8311 0.8259
S2 0.8239 0.8239 0.8304
S3 0.8158 0.8198 0.8296
S4 0.8077 0.8117 0.8274
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8757 0.8677 0.8395
R3 0.8618 0.8538 0.8357
R2 0.8479 0.8479 0.8344
R1 0.8399 0.8399 0.8331 0.8369
PP 0.8340 0.8340 0.8340 0.8325
S1 0.8260 0.8260 0.8306 0.8230
S2 0.8201 0.8201 0.8293
S3 0.8062 0.8121 0.8280
S4 0.7923 0.7982 0.8242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8420 0.8281 0.0139 1.7% 0.0067 0.8% 27% False True 74
10 0.8433 0.8281 0.0152 1.8% 0.0069 0.8% 25% False True 91
20 0.8444 0.8259 0.0185 2.2% 0.0069 0.8% 32% False False 54
40 0.8608 0.8017 0.0591 7.1% 0.0064 0.8% 51% False False 32
60 0.8608 0.8017 0.0591 7.1% 0.0053 0.6% 51% False False 22
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 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8706
2.618 0.8574
1.618 0.8493
1.000 0.8443
0.618 0.8412
HIGH 0.8362
0.618 0.8331
0.500 0.8321
0.382 0.8311
LOW 0.8281
0.618 0.8230
1.000 0.8200
1.618 0.8149
2.618 0.8068
4.250 0.7936
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 0.8321 0.8350
PP 0.8320 0.8340
S1 0.8319 0.8329

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

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