CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.8094 0.8096 0.0002 0.0% 0.8140
High 0.8094 0.8105 0.0012 0.1% 0.8204
Low 0.8094 0.8091 -0.0003 0.0% 0.8091
Close 0.8094 0.8096 0.0002 0.0% 0.8096
Range 0.0000 0.0015 0.0015 0.0113
ATR 0.0047 0.0045 -0.0002 -5.0% 0.0000
Volume
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8141 0.8133 0.8103
R3 0.8126 0.8118 0.8099
R2 0.8112 0.8112 0.8098
R1 0.8104 0.8104 0.8097 0.8103
PP 0.8097 0.8097 0.8097 0.8097
S1 0.8089 0.8089 0.8094 0.8088
S2 0.8083 0.8083 0.8093
S3 0.8068 0.8075 0.8092
S4 0.8054 0.8060 0.8088
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8469 0.8395 0.8158
R3 0.8356 0.8282 0.8127
R2 0.8243 0.8243 0.8116
R1 0.8169 0.8169 0.8106 0.8150
PP 0.8130 0.8130 0.8130 0.8120
S1 0.8056 0.8056 0.8085 0.8037
S2 0.8017 0.8017 0.8075
S3 0.7904 0.7943 0.8064
S4 0.7791 0.7830 0.8033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8204 0.8091 0.0113 1.4% 0.0032 0.4% 4% False True
10 0.8331 0.8091 0.0240 3.0% 0.0039 0.5% 2% False True 3
20 0.8331 0.8085 0.0246 3.0% 0.0028 0.3% 4% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.8143
1.618 0.8128
1.000 0.8120
0.618 0.8114
HIGH 0.8105
0.618 0.8099
0.500 0.8098
0.382 0.8096
LOW 0.8091
0.618 0.8082
1.000 0.8076
1.618 0.8067
2.618 0.8053
4.250 0.8029
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.8098 0.8120
PP 0.8097 0.8112
S1 0.8096 0.8104

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

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