CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 0.8478 0.8460 -0.0019 -0.2% 0.8378
High 0.8478 0.8472 -0.0007 -0.1% 0.8390
Low 0.8450 0.8460 0.0010 0.1% 0.8365
Close 0.8450 0.8472 0.0022 0.3% 0.8390
Range 0.0028 0.0012 -0.0016 -57.1% 0.0025
ATR 0.0035 0.0034 -0.0001 -2.8% 0.0000
Volume 1 8 7 700.0% 6
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8504 0.8500 0.8478
R3 0.8492 0.8488 0.8475
R2 0.8480 0.8480 0.8474
R1 0.8476 0.8476 0.8473 0.8478
PP 0.8468 0.8468 0.8468 0.8469
S1 0.8464 0.8464 0.8470 0.8466
S2 0.8456 0.8456 0.8469
S3 0.8444 0.8452 0.8468
S4 0.8432 0.8440 0.8465
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8457 0.8448 0.8404
R3 0.8432 0.8423 0.8397
R2 0.8407 0.8407 0.8395
R1 0.8398 0.8398 0.8392 0.8403
PP 0.8382 0.8382 0.8382 0.8384
S1 0.8373 0.8373 0.8388 0.8378
S2 0.8357 0.8357 0.8385
S3 0.8332 0.8348 0.8383
S4 0.8307 0.8323 0.8376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8478 0.8365 0.0113 1.3% 0.0010 0.1% 94% False False 2
10 0.8478 0.8330 0.0148 1.7% 0.0005 0.1% 96% False False 1
20 0.8478 0.8182 0.0297 3.5% 0.0012 0.1% 98% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8523
2.618 0.8503
1.618 0.8491
1.000 0.8484
0.618 0.8479
HIGH 0.8472
0.618 0.8467
0.500 0.8466
0.382 0.8464
LOW 0.8460
0.618 0.8452
1.000 0.8448
1.618 0.8440
2.618 0.8428
4.250 0.8409
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.8470 0.8458
PP 0.8468 0.8444
S1 0.8466 0.8430

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

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