CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.8505 0.8511 0.0006 0.1% 0.8328
High 0.8511 0.8535 0.0025 0.3% 0.8542
Low 0.8457 0.8463 0.0007 0.1% 0.8313
Close 0.8501 0.8473 -0.0028 -0.3% 0.8511
Range 0.0054 0.0072 0.0018 33.3% 0.0229
ATR 0.0068 0.0068 0.0000 0.4% 0.0000
Volume 149,763 183,973 34,210 22.8% 1,019,083
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8706 0.8661 0.8512
R3 0.8634 0.8589 0.8492
R2 0.8562 0.8562 0.8486
R1 0.8517 0.8517 0.8479 0.8504
PP 0.8490 0.8490 0.8490 0.8483
S1 0.8445 0.8445 0.8466 0.8432
S2 0.8418 0.8418 0.8459
S3 0.8346 0.8373 0.8453
S4 0.8274 0.8301 0.8433
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9141 0.9054 0.8637
R3 0.8912 0.8826 0.8574
R2 0.8684 0.8684 0.8553
R1 0.8597 0.8597 0.8532 0.8641
PP 0.8455 0.8455 0.8455 0.8477
S1 0.8369 0.8369 0.8490 0.8412
S2 0.8227 0.8227 0.8469
S3 0.7998 0.8140 0.8448
S4 0.7770 0.7912 0.8385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8573 0.8422 0.0151 1.8% 0.0080 0.9% 33% False False 177,680
10 0.8573 0.8306 0.0267 3.2% 0.0079 0.9% 62% False False 172,398
20 0.8573 0.8058 0.0516 6.1% 0.0068 0.8% 81% False False 130,061
40 0.8573 0.8058 0.0516 6.1% 0.0061 0.7% 81% False False 84,923
60 0.8573 0.8058 0.0516 6.1% 0.0058 0.7% 81% False False 56,829
80 0.8573 0.8058 0.0516 6.1% 0.0057 0.7% 81% False False 42,649
100 0.8608 0.8058 0.0551 6.5% 0.0063 0.7% 75% False False 34,128
120 0.8608 0.8017 0.0591 7.0% 0.0058 0.7% 77% False False 28,441
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8841
2.618 0.8723
1.618 0.8651
1.000 0.8607
0.618 0.8579
HIGH 0.8535
0.618 0.8507
0.500 0.8499
0.382 0.8491
LOW 0.8463
0.618 0.8419
1.000 0.8391
1.618 0.8347
2.618 0.8275
4.250 0.8157
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.8499 0.8499
PP 0.8490 0.8490
S1 0.8481 0.8481

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

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