CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.8267 0.8279 0.0012 0.1% 0.8282
High 0.8299 0.8293 -0.0007 -0.1% 0.8332
Low 0.8260 0.8272 0.0012 0.1% 0.8058
Close 0.8278 0.8289 0.0012 0.1% 0.8267
Range 0.0040 0.0021 -0.0019 -46.8% 0.0275
ATR 0.0070 0.0066 -0.0003 -5.0% 0.0000
Volume 72,483 48,294 -24,189 -33.4% 713,755
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8347 0.8339 0.8301
R3 0.8326 0.8318 0.8295
R2 0.8305 0.8305 0.8293
R1 0.8297 0.8297 0.8291 0.8301
PP 0.8284 0.8284 0.8284 0.8286
S1 0.8276 0.8276 0.8287 0.8280
S2 0.8263 0.8263 0.8285
S3 0.8242 0.8255 0.8283
S4 0.8221 0.8234 0.8277
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.9042 0.8929 0.8417
R3 0.8768 0.8654 0.8342
R2 0.8493 0.8493 0.8317
R1 0.8380 0.8380 0.8292 0.8299
PP 0.8219 0.8219 0.8219 0.8178
S1 0.8105 0.8105 0.8241 0.8025
S2 0.7944 0.7944 0.8216
S3 0.7670 0.7831 0.8191
S4 0.7395 0.7556 0.8116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8299 0.8058 0.0242 2.9% 0.0074 0.9% 96% False False 107,645
10 0.8332 0.8058 0.0275 3.3% 0.0075 0.9% 84% False False 119,654
20 0.8332 0.8058 0.0275 3.3% 0.0066 0.8% 84% False False 73,065
40 0.8354 0.8058 0.0297 3.6% 0.0056 0.7% 78% False False 36,782
60 0.8491 0.8058 0.0433 5.2% 0.0055 0.7% 53% False False 24,640
80 0.8491 0.8058 0.0433 5.2% 0.0059 0.7% 53% False False 18,497
100 0.8608 0.8017 0.0591 7.1% 0.0059 0.7% 46% False False 14,800
120 0.8608 0.8017 0.0591 7.1% 0.0055 0.7% 46% False False 12,334
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8382
2.618 0.8347
1.618 0.8326
1.000 0.8314
0.618 0.8305
HIGH 0.8293
0.618 0.8284
0.500 0.8282
0.382 0.8280
LOW 0.8272
0.618 0.8259
1.000 0.8251
1.618 0.8238
2.618 0.8217
4.250 0.8182
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.8287 0.8284
PP 0.8284 0.8279
S1 0.8282 0.8273

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

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