CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 0.8425 0.8243 -0.0182 -2.2% 0.8427
High 0.8475 0.8294 -0.0182 -2.1% 0.8506
Low 0.8210 0.8237 0.0027 0.3% 0.8210
Close 0.8264 0.8261 -0.0003 0.0% 0.8264
Range 0.0266 0.0057 -0.0209 -78.5% 0.0297
ATR 0.0088 0.0086 -0.0002 -2.5% 0.0000
Volume 332,838 131,334 -201,504 -60.5% 821,018
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8435 0.8405 0.8292
R3 0.8378 0.8348 0.8276
R2 0.8321 0.8321 0.8271
R1 0.8291 0.8291 0.8266 0.8306
PP 0.8264 0.8264 0.8264 0.8271
S1 0.8234 0.8234 0.8255 0.8249
S2 0.8207 0.8207 0.8250
S3 0.8150 0.8177 0.8245
S4 0.8093 0.8120 0.8229
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9216 0.9036 0.8427
R3 0.8919 0.8740 0.8345
R2 0.8623 0.8623 0.8318
R1 0.8443 0.8443 0.8291 0.8385
PP 0.8326 0.8326 0.8326 0.8297
S1 0.8147 0.8147 0.8236 0.8088
S2 0.8030 0.8030 0.8209
S3 0.7733 0.7850 0.8182
S4 0.7437 0.7554 0.8100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8506 0.8210 0.0297 3.6% 0.0101 1.2% 17% False False 165,910
10 0.8631 0.8210 0.0422 5.1% 0.0097 1.2% 12% False False 187,736
20 0.8631 0.8210 0.0422 5.1% 0.0092 1.1% 12% False False 188,252
40 0.8631 0.8058 0.0574 6.9% 0.0078 0.9% 35% False False 136,841
60 0.8631 0.8058 0.0574 6.9% 0.0066 0.8% 35% False False 91,678
80 0.8631 0.8058 0.0574 6.9% 0.0062 0.8% 35% False False 68,862
100 0.8631 0.8058 0.0574 6.9% 0.0063 0.8% 35% False False 55,111
120 0.8631 0.8017 0.0614 7.4% 0.0064 0.8% 40% False False 45,928
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8536
2.618 0.8443
1.618 0.8386
1.000 0.8351
0.618 0.8329
HIGH 0.8294
0.618 0.8272
0.500 0.8265
0.382 0.8258
LOW 0.8237
0.618 0.8201
1.000 0.8180
1.618 0.8144
2.618 0.8087
4.250 0.7994
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 0.8265 0.8342
PP 0.8264 0.8315
S1 0.8262 0.8288

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

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