CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 0.8797 0.8785 -0.0012 -0.1% 0.8797
High 0.8843 0.8834 -0.0009 -0.1% 0.8918
Low 0.8754 0.8782 0.0028 0.3% 0.8730
Close 0.8769 0.8832 0.0063 0.7% 0.8769
Range 0.0089 0.0052 -0.0037 -41.6% 0.0189
ATR 0.0106 0.0103 -0.0003 -2.8% 0.0000
Volume 175,547 114,852 -60,695 -34.6% 680,879
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8972 0.8954 0.8860
R3 0.8920 0.8902 0.8846
R2 0.8868 0.8868 0.8841
R1 0.8850 0.8850 0.8836 0.8859
PP 0.8816 0.8816 0.8816 0.8820
S1 0.8798 0.8798 0.8827 0.8807
S2 0.8764 0.8764 0.8822
S3 0.8712 0.8746 0.8817
S4 0.8660 0.8694 0.8803
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9371 0.9259 0.8873
R3 0.9183 0.9070 0.8821
R2 0.8994 0.8994 0.8804
R1 0.8882 0.8882 0.8786 0.8844
PP 0.8806 0.8806 0.8806 0.8787
S1 0.8693 0.8693 0.8752 0.8655
S2 0.8617 0.8617 0.8734
S3 0.8429 0.8505 0.8717
S4 0.8240 0.8316 0.8665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8918 0.8730 0.0189 2.1% 0.0096 1.1% 54% False False 131,768
10 0.9010 0.8730 0.0281 3.2% 0.0086 1.0% 36% False False 143,846
20 0.9017 0.8516 0.0501 5.7% 0.0107 1.2% 63% False False 180,316
40 0.9017 0.8210 0.0808 9.1% 0.0103 1.2% 77% False False 187,361
60 0.9017 0.8058 0.0960 10.9% 0.0092 1.0% 81% False False 164,787
80 0.9017 0.8058 0.0960 10.9% 0.0080 0.9% 81% False False 125,073
100 0.9017 0.8058 0.0960 10.9% 0.0075 0.9% 81% False False 100,164
120 0.9017 0.8058 0.0960 10.9% 0.0072 0.8% 81% False False 83,488
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9055
2.618 0.8970
1.618 0.8918
1.000 0.8886
0.618 0.8866
HIGH 0.8834
0.618 0.8814
0.500 0.8808
0.382 0.8801
LOW 0.8782
0.618 0.8749
1.000 0.8730
1.618 0.8697
2.618 0.8645
4.250 0.8561
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 0.8824 0.8820
PP 0.8816 0.8809
S1 0.8808 0.8798

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

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