CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.8564 0.8559 -0.0006 -0.1% 0.8243
High 0.8608 0.8691 0.0083 1.0% 0.8608
Low 0.8523 0.8516 -0.0007 -0.1% 0.8237
Close 0.8564 0.8678 0.0114 1.3% 0.8564
Range 0.0085 0.0175 0.0090 105.9% 0.0372
ATR 0.0097 0.0102 0.0006 5.8% 0.0000
Volume 187,111 226,465 39,354 21.0% 1,032,630
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9153 0.9090 0.8774
R3 0.8978 0.8915 0.8726
R2 0.8803 0.8803 0.8710
R1 0.8740 0.8740 0.8694 0.8772
PP 0.8628 0.8628 0.8628 0.8644
S1 0.8565 0.8565 0.8661 0.8597
S2 0.8453 0.8453 0.8645
S3 0.8278 0.8390 0.8629
S4 0.8103 0.8215 0.8581
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9584 0.9445 0.8768
R3 0.9212 0.9074 0.8666
R2 0.8841 0.8841 0.8632
R1 0.8702 0.8702 0.8598 0.8772
PP 0.8469 0.8469 0.8469 0.8504
S1 0.8331 0.8331 0.8529 0.8400
S2 0.8098 0.8098 0.8495
S3 0.7726 0.7959 0.8461
S4 0.7355 0.7588 0.8359
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8691 0.8268 0.0423 4.9% 0.0136 1.6% 97% True False 225,552
10 0.8691 0.8210 0.0482 5.5% 0.0119 1.4% 97% True False 195,731
20 0.8691 0.8210 0.0482 5.5% 0.0103 1.2% 97% True False 193,686
40 0.8691 0.8058 0.0634 7.3% 0.0086 1.0% 98% True False 158,891
60 0.8691 0.8058 0.0634 7.3% 0.0073 0.8% 98% True False 110,420
80 0.8691 0.8058 0.0634 7.3% 0.0069 0.8% 98% True False 82,957
100 0.8691 0.8058 0.0634 7.3% 0.0066 0.8% 98% True False 66,387
120 0.8691 0.8058 0.0634 7.3% 0.0069 0.8% 98% True False 55,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9435
2.618 0.9149
1.618 0.8974
1.000 0.8866
0.618 0.8799
HIGH 0.8691
0.618 0.8624
0.500 0.8604
0.382 0.8583
LOW 0.8516
0.618 0.8408
1.000 0.8341
1.618 0.8233
2.618 0.8058
4.250 0.7772
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.8653 0.8644
PP 0.8628 0.8611
S1 0.8604 0.8578

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

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