CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 0.8941 0.8951 0.0010 0.1% 0.8686
High 0.9040 0.8951 -0.0089 -1.0% 0.9040
Low 0.8934 0.8897 -0.0037 -0.4% 0.8686
Close 0.8965 0.8897 -0.0068 -0.8% 0.8897
Range 0.0106 0.0054 -0.0052 -49.1% 0.0354
ATR 0.0075 0.0075 -0.0001 -0.7% 0.0000
Volume 20 2 -18 -90.0% 51
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9077 0.9041 0.8926
R3 0.9023 0.8987 0.8911
R2 0.8969 0.8969 0.8906
R1 0.8933 0.8933 0.8901 0.8924
PP 0.8915 0.8915 0.8915 0.8910
S1 0.8879 0.8879 0.8892 0.8870
S2 0.8861 0.8861 0.8887
S3 0.8807 0.8825 0.8882
S4 0.8753 0.8771 0.8867
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9935 0.9769 0.9091
R3 0.9581 0.9416 0.8994
R2 0.9228 0.9228 0.8961
R1 0.9062 0.9062 0.8929 0.9145
PP 0.8874 0.8874 0.8874 0.8915
S1 0.8709 0.8709 0.8864 0.8791
S2 0.8521 0.8521 0.8832
S3 0.8167 0.8355 0.8799
S4 0.7814 0.8002 0.8702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9040 0.8686 0.0354 4.0% 0.0076 0.9% 60% False False 10
10 0.9040 0.8312 0.0728 8.2% 0.0070 0.8% 80% False False 9
20 0.9040 0.8300 0.0740 8.3% 0.0054 0.6% 81% False False 7
40 0.9040 0.8208 0.0832 9.4% 0.0037 0.4% 83% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9180
2.618 0.9092
1.618 0.9038
1.000 0.9005
0.618 0.8984
HIGH 0.8951
0.618 0.8930
0.500 0.8924
0.382 0.8917
LOW 0.8897
0.618 0.8863
1.000 0.8843
1.618 0.8809
2.618 0.8755
4.250 0.8667
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 0.8924 0.8901
PP 0.8915 0.8899
S1 0.8906 0.8898

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

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