CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 0.8600 0.8561 -0.0039 -0.5% 0.8478
High 0.8616 0.8570 -0.0047 -0.5% 0.8594
Low 0.8562 0.8561 -0.0002 0.0% 0.8450
Close 0.8578 0.8570 -0.0009 -0.1% 0.8568
Range 0.0054 0.0009 -0.0045 -83.3% 0.0144
ATR 0.0044 0.0042 -0.0002 -4.3% 0.0000
Volume 12 7 -5 -41.7% 22
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8594 0.8591 0.8574
R3 0.8585 0.8582 0.8572
R2 0.8576 0.8576 0.8571
R1 0.8573 0.8573 0.8570 0.8574
PP 0.8567 0.8567 0.8567 0.8567
S1 0.8564 0.8564 0.8569 0.8565
S2 0.8558 0.8558 0.8568
S3 0.8549 0.8555 0.8567
S4 0.8540 0.8546 0.8565
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8969 0.8912 0.8647
R3 0.8825 0.8768 0.8607
R2 0.8681 0.8681 0.8594
R1 0.8624 0.8624 0.8581 0.8653
PP 0.8537 0.8537 0.8537 0.8551
S1 0.8480 0.8480 0.8554 0.8509
S2 0.8393 0.8393 0.8541
S3 0.8249 0.8336 0.8528
S4 0.8105 0.8192 0.8488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8616 0.8486 0.0130 1.5% 0.0051 0.6% 64% False False 6
10 0.8616 0.8365 0.0251 2.9% 0.0031 0.4% 81% False False 4
20 0.8616 0.8208 0.0409 4.8% 0.0021 0.2% 89% False False 2
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8608
2.618 0.8593
1.618 0.8584
1.000 0.8579
0.618 0.8575
HIGH 0.8570
0.618 0.8566
0.500 0.8565
0.382 0.8564
LOW 0.8561
0.618 0.8555
1.000 0.8552
1.618 0.8546
2.618 0.8537
4.250 0.8522
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 0.8568 0.8565
PP 0.8567 0.8561
S1 0.8565 0.8557

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

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