CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 0.8122 0.8088 -0.0034 -0.4% 0.8084
High 0.8146 0.8088 -0.0058 -0.7% 0.8127
Low 0.8100 0.8073 -0.0028 -0.3% 0.8076
Close 0.8111 0.8085 -0.0026 -0.3% 0.8118
Range 0.0046 0.0016 -0.0031 -66.3% 0.0051
ATR 0.0040 0.0040 0.0000 -0.3% 0.0000
Volume 11 24 13 118.2% 0
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8128 0.8122 0.8094
R3 0.8113 0.8107 0.8089
R2 0.8097 0.8097 0.8088
R1 0.8091 0.8091 0.8086 0.8087
PP 0.8082 0.8082 0.8082 0.8080
S1 0.8076 0.8076 0.8084 0.8071
S2 0.8066 0.8066 0.8082
S3 0.8051 0.8060 0.8081
S4 0.8035 0.8045 0.8076
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8260 0.8240 0.8146
R3 0.8209 0.8189 0.8132
R2 0.8158 0.8158 0.8127
R1 0.8138 0.8138 0.8123 0.8148
PP 0.8107 0.8107 0.8107 0.8112
S1 0.8087 0.8087 0.8113 0.8097
S2 0.8056 0.8056 0.8109
S3 0.8005 0.8036 0.8104
S4 0.7954 0.7985 0.8090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8164 0.8073 0.0092 1.1% 0.0033 0.4% 14% False True 7
10 0.8164 0.8073 0.0092 1.1% 0.0027 0.3% 14% False True 3
20 0.8331 0.8073 0.0258 3.2% 0.0032 0.4% 5% False True 3
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8154
2.618 0.8129
1.618 0.8113
1.000 0.8104
0.618 0.8098
HIGH 0.8088
0.618 0.8082
0.500 0.8080
0.382 0.8078
LOW 0.8073
0.618 0.8063
1.000 0.8057
1.618 0.8047
2.618 0.8032
4.250 0.8007
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 0.8083 0.8116
PP 0.8082 0.8106
S1 0.8080 0.8095

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

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