CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 0.8969 0.8959 -0.0010 -0.1% 0.8804
High 0.9028 0.8959 -0.0069 -0.8% 0.9087
Low 0.8948 0.8914 -0.0034 -0.4% 0.8804
Close 0.8957 0.8948 -0.0010 -0.1% 0.9012
Range 0.0080 0.0046 -0.0035 -43.1% 0.0283
ATR 0.0077 0.0075 -0.0002 -2.9% 0.0000
Volume 30 18 -12 -40.0% 214
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9077 0.9058 0.8973
R3 0.9031 0.9012 0.8960
R2 0.8986 0.8986 0.8956
R1 0.8967 0.8967 0.8952 0.8953
PP 0.8940 0.8940 0.8940 0.8933
S1 0.8921 0.8921 0.8943 0.8908
S2 0.8895 0.8895 0.8939
S3 0.8849 0.8876 0.8935
S4 0.8804 0.8830 0.8922
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 0.8914 0.0174 1.9% 0.0075 0.8% 20% False True 43
10 0.9087 0.8804 0.0283 3.2% 0.0081 0.9% 51% False False 35
20 0.9087 0.8804 0.0283 3.2% 0.0066 0.7% 51% False False 21
40 0.9087 0.8300 0.0787 8.8% 0.0057 0.6% 82% False False 15
60 0.9087 0.8300 0.0787 8.8% 0.0047 0.5% 82% False False 11
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 0.9152
2.618 0.9078
1.618 0.9033
1.000 0.9005
0.618 0.8987
HIGH 0.8959
0.618 0.8942
0.500 0.8936
0.382 0.8931
LOW 0.8914
0.618 0.8885
1.000 0.8868
1.618 0.8840
2.618 0.8794
4.250 0.8720
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 0.8944 0.8974
PP 0.8940 0.8965
S1 0.8936 0.8956

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

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