CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 0.8850 0.8879 0.0029 0.3% 0.8836
High 0.8932 0.8950 0.0018 0.2% 0.8958
Low 0.8818 0.8843 0.0025 0.3% 0.8823
Close 0.8897 0.8923 0.0026 0.3% 0.8850
Range 0.0114 0.0107 -0.0007 -6.1% 0.0135
ATR 0.0073 0.0075 0.0002 3.4% 0.0000
Volume 47 40 -7 -14.9% 70
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9226 0.9181 0.8981
R3 0.9119 0.9074 0.8952
R2 0.9012 0.9012 0.8942
R1 0.8967 0.8967 0.8932 0.8990
PP 0.8905 0.8905 0.8905 0.8916
S1 0.8860 0.8860 0.8913 0.8883
S2 0.8798 0.8798 0.8903
S3 0.8691 0.8753 0.8893
S4 0.8584 0.8646 0.8864
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9282 0.9201 0.8924
R3 0.9147 0.9066 0.8887
R2 0.9012 0.9012 0.8875
R1 0.8931 0.8931 0.8862 0.8971
PP 0.8877 0.8877 0.8877 0.8897
S1 0.8796 0.8796 0.8838 0.8836
S2 0.8742 0.8742 0.8825
S3 0.8607 0.8661 0.8813
S4 0.8472 0.8526 0.8776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8950 0.8804 0.0146 1.6% 0.0086 1.0% 81% True False 28
10 0.8958 0.8804 0.0154 1.7% 0.0072 0.8% 77% False False 18
20 0.9022 0.8804 0.0218 2.4% 0.0050 0.6% 54% False False 12
40 0.9040 0.8300 0.0740 8.3% 0.0050 0.6% 84% False False 9
60 0.9040 0.8241 0.0799 8.9% 0.0042 0.5% 85% False False 7
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9405
2.618 0.9230
1.618 0.9123
1.000 0.9057
0.618 0.9016
HIGH 0.8950
0.618 0.8909
0.500 0.8897
0.382 0.8884
LOW 0.8843
0.618 0.8777
1.000 0.8736
1.618 0.8670
2.618 0.8563
4.250 0.8388
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 0.8914 0.8907
PP 0.8905 0.8892
S1 0.8897 0.8877

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

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