CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 0.8333 0.8363 0.0031 0.4% 0.8377
High 0.8385 0.8414 0.0030 0.4% 0.8420
Low 0.8332 0.8352 0.0020 0.2% 0.8281
Close 0.8376 0.8385 0.0009 0.1% 0.8319
Range 0.0053 0.0063 0.0010 19.0% 0.0139
ATR 0.0071 0.0070 -0.0001 -0.9% 0.0000
Volume 253 50 -203 -80.2% 374
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8571 0.8540 0.8419
R3 0.8508 0.8478 0.8402
R2 0.8446 0.8446 0.8396
R1 0.8415 0.8415 0.8390 0.8431
PP 0.8383 0.8383 0.8383 0.8391
S1 0.8353 0.8353 0.8379 0.8368
S2 0.8321 0.8321 0.8373
S3 0.8258 0.8290 0.8367
S4 0.8196 0.8228 0.8350
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% 0.0068 0.8% 75% False False 108
10 0.8433 0.8281 0.0152 1.8% 0.0066 0.8% 68% False False 116
20 0.8444 0.8279 0.0165 2.0% 0.0071 0.8% 64% False False 68
40 0.8608 0.8017 0.0591 7.0% 0.0065 0.8% 62% False False 39
60 0.8608 0.8017 0.0591 7.0% 0.0055 0.7% 62% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8680
2.618 0.8578
1.618 0.8515
1.000 0.8477
0.618 0.8453
HIGH 0.8414
0.618 0.8390
0.500 0.8383
0.382 0.8375
LOW 0.8352
0.618 0.8313
1.000 0.8289
1.618 0.8250
2.618 0.8188
4.250 0.8086
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 0.8384 0.8372
PP 0.8383 0.8360
S1 0.8383 0.8347

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

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