CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 01-Mar-2016
Day Change Summary
Previous Current
29-Feb-2016 01-Mar-2016 Change Change % Previous Week
Open 0.8797 0.8899 0.0103 1.2% 0.8883
High 0.8880 0.8918 0.0039 0.4% 0.9010
Low 0.8785 0.8760 -0.0025 -0.3% 0.8785
Close 0.8867 0.8770 -0.0097 -1.1% 0.8785
Range 0.0095 0.0158 0.0064 67.2% 0.0225
ATR 0.0106 0.0110 0.0004 3.5% 0.0000
Volume 136,888 138,341 1,453 1.1% 765,916
Daily Pivots for day following 01-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9290 0.9188 0.8857
R3 0.9132 0.9030 0.8813
R2 0.8974 0.8974 0.8799
R1 0.8872 0.8872 0.8784 0.8844
PP 0.8816 0.8816 0.8816 0.8802
S1 0.8714 0.8714 0.8756 0.8686
S2 0.8658 0.8658 0.8741
S3 0.8500 0.8556 0.8727
S4 0.8342 0.8398 0.8683
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9535 0.9385 0.8909
R3 0.9310 0.9160 0.8847
R2 0.9085 0.9085 0.8826
R1 0.8935 0.8935 0.8806 0.8898
PP 0.8860 0.8860 0.8860 0.8841
S1 0.8710 0.8710 0.8764 0.8673
S2 0.8635 0.8635 0.8744
S3 0.8410 0.8485 0.8723
S4 0.8185 0.8260 0.8661
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9010 0.8760 0.0250 2.9% 0.0088 1.0% 4% False True 149,134
10 0.9010 0.8738 0.0272 3.1% 0.0088 1.0% 12% False False 146,205
20 0.9017 0.8268 0.0749 8.5% 0.0116 1.3% 67% False False 199,356
40 0.9017 0.8210 0.0808 9.2% 0.0104 1.2% 69% False False 193,804
60 0.9017 0.8058 0.0960 10.9% 0.0091 1.0% 74% False False 157,679
80 0.9017 0.8058 0.0960 10.9% 0.0079 0.9% 74% False False 118,597
100 0.9017 0.8058 0.0960 10.9% 0.0073 0.8% 74% False False 94,960
120 0.9017 0.8058 0.0960 10.9% 0.0072 0.8% 74% False False 79,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9590
2.618 0.9332
1.618 0.9174
1.000 0.9076
0.618 0.9016
HIGH 0.8918
0.618 0.8858
0.500 0.8839
0.382 0.8820
LOW 0.8760
0.618 0.8662
1.000 0.8602
1.618 0.8504
2.618 0.8346
4.250 0.8089
Fisher Pivots for day following 01-Mar-2016
Pivot 1 day 3 day
R1 0.8839 0.8839
PP 0.8816 0.8816
S1 0.8793 0.8793

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

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