CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 0.8358 0.8352 -0.0007 -0.1% 0.8430
High 0.8407 0.8358 -0.0050 -0.6% 0.8443
Low 0.8322 0.8318 -0.0004 0.0% 0.8279
Close 0.8334 0.8320 -0.0014 -0.2% 0.8325
Range 0.0085 0.0040 -0.0046 -53.5% 0.0164
ATR 0.0072 0.0070 -0.0002 -3.2% 0.0000
Volume 53 78 25 47.2% 151
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8450 0.8425 0.8342
R3 0.8411 0.8385 0.8331
R2 0.8371 0.8371 0.8327
R1 0.8346 0.8346 0.8324 0.8339
PP 0.8332 0.8332 0.8332 0.8328
S1 0.8306 0.8306 0.8316 0.8299
S2 0.8292 0.8292 0.8313
S3 0.8253 0.8267 0.8309
S4 0.8213 0.8227 0.8298
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8839 0.8745 0.8414
R3 0.8676 0.8582 0.8369
R2 0.8512 0.8512 0.8354
R1 0.8418 0.8418 0.8339 0.8384
PP 0.8349 0.8349 0.8349 0.8331
S1 0.8255 0.8255 0.8310 0.8220
S2 0.8185 0.8185 0.8295
S3 0.8022 0.8091 0.8280
S4 0.7858 0.7928 0.8235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8407 0.8279 0.0128 1.5% 0.0058 0.7% 32% False False 34
10 0.8444 0.8279 0.0165 2.0% 0.0067 0.8% 25% False False 28
20 0.8608 0.8081 0.0527 6.3% 0.0082 1.0% 45% False False 20
40 0.8608 0.8017 0.0591 7.1% 0.0057 0.7% 51% False False 13
60 0.8608 0.8017 0.0591 7.1% 0.0047 0.6% 51% False False 9
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8525
2.618 0.8461
1.618 0.8421
1.000 0.8397
0.618 0.8382
HIGH 0.8358
0.618 0.8342
0.500 0.8338
0.382 0.8333
LOW 0.8318
0.618 0.8294
1.000 0.8279
1.618 0.8254
2.618 0.8215
4.250 0.8150
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 0.8338 0.8362
PP 0.8332 0.8348
S1 0.8326 0.8334

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

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