CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 0.8346 0.8333 -0.0013 -0.2% 0.8377
High 0.8362 0.8385 0.0023 0.3% 0.8420
Low 0.8281 0.8332 0.0052 0.6% 0.8281
Close 0.8319 0.8376 0.0057 0.7% 0.8319
Range 0.0081 0.0053 -0.0029 -35.2% 0.0139
ATR 0.0072 0.0071 0.0000 -0.5% 0.0000
Volume 131 253 122 93.1% 374
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8522 0.8501 0.8404
R3 0.8469 0.8449 0.8390
R2 0.8417 0.8417 0.8385
R1 0.8396 0.8396 0.8380 0.8406
PP 0.8364 0.8364 0.8364 0.8369
S1 0.8344 0.8344 0.8371 0.8354
S2 0.8312 0.8312 0.8366
S3 0.8259 0.8291 0.8361
S4 0.8207 0.8239 0.8347
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% 0.0065 0.8% 68% False False 103
10 0.8433 0.8281 0.0152 1.8% 0.0068 0.8% 63% False False 116
20 0.8444 0.8265 0.0179 2.1% 0.0069 0.8% 62% False False 66
40 0.8608 0.8017 0.0591 7.1% 0.0064 0.8% 61% False False 38
60 0.8608 0.8017 0.0591 7.1% 0.0054 0.6% 61% False False 26
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8608
2.618 0.8522
1.618 0.8469
1.000 0.8437
0.618 0.8417
HIGH 0.8385
0.618 0.8364
0.500 0.8358
0.382 0.8352
LOW 0.8332
0.618 0.8300
1.000 0.8280
1.618 0.8247
2.618 0.8195
4.250 0.8109
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 0.8370 0.8367
PP 0.8364 0.8359
S1 0.8358 0.8350

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

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