CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 18-Mar-2016
Day Change Summary
Previous Current
17-Mar-2016 18-Mar-2016 Change Change % Previous Week
Open 0.8935 0.9053 0.0118 1.3% 0.8804
High 0.9087 0.9066 -0.0021 -0.2% 0.9087
Low 0.8935 0.9009 0.0075 0.8% 0.8804
Close 0.9025 0.9012 -0.0014 -0.1% 0.9012
Range 0.0153 0.0057 -0.0096 -62.6% 0.0283
ATR 0.0082 0.0080 -0.0002 -2.1% 0.0000
Volume 94 23 -71 -75.5% 214
Daily Pivots for day following 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9200 0.9163 0.9043
R3 0.9143 0.9106 0.9027
R2 0.9086 0.9086 0.9022
R1 0.9049 0.9049 0.9017 0.9039
PP 0.9029 0.9029 0.9029 0.9024
S1 0.8992 0.8992 0.9006 0.8982
S2 0.8972 0.8972 0.9001
S3 0.8915 0.8935 0.8996
S4 0.8858 0.8878 0.8980
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9817 0.9697 0.9167
R3 0.9534 0.9414 0.9089
R2 0.9251 0.9251 0.9063
R1 0.9131 0.9131 0.9037 0.9191
PP 0.8968 0.8968 0.8968 0.8997
S1 0.8848 0.8848 0.8986 0.8908
S2 0.8685 0.8685 0.8960
S3 0.8402 0.8565 0.8934
S4 0.8119 0.8282 0.8856
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9087 0.8804 0.0283 3.1% 0.0098 1.1% 73% False False 42
10 0.9087 0.8804 0.0283 3.1% 0.0082 0.9% 73% False False 28
20 0.9087 0.8804 0.0283 3.1% 0.0059 0.7% 73% False False 17
40 0.9087 0.8300 0.0787 8.7% 0.0055 0.6% 90% False False 12
60 0.9087 0.8300 0.0787 8.7% 0.0044 0.5% 90% False False 9
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9308
2.618 0.9215
1.618 0.9158
1.000 0.9123
0.618 0.9101
HIGH 0.9066
0.618 0.9044
0.500 0.9038
0.382 0.9031
LOW 0.9009
0.618 0.8974
1.000 0.8952
1.618 0.8917
2.618 0.8860
4.250 0.8767
Fisher Pivots for day following 18-Mar-2016
Pivot 1 day 3 day
R1 0.9038 0.8996
PP 0.9029 0.8981
S1 0.9020 0.8965

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

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