CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 0.8323 0.8352 0.0030 0.4% 0.8363
High 0.8382 0.8433 0.0051 0.6% 0.8433
Low 0.8301 0.8341 0.0040 0.5% 0.8301
Close 0.8354 0.8379 0.0026 0.3% 0.8379
Range 0.0081 0.0092 0.0012 14.3% 0.0132
ATR 0.0071 0.0072 0.0002 2.1% 0.0000
Volume 58 353 295 508.6% 542
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8660 0.8612 0.8430
R3 0.8568 0.8520 0.8404
R2 0.8476 0.8476 0.8396
R1 0.8428 0.8428 0.8387 0.8452
PP 0.8384 0.8384 0.8384 0.8396
S1 0.8336 0.8336 0.8371 0.8360
S2 0.8292 0.8292 0.8362
S3 0.8200 0.8244 0.8354
S4 0.8108 0.8152 0.8328
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8765 0.8704 0.8451
R3 0.8634 0.8572 0.8415
R2 0.8502 0.8502 0.8403
R1 0.8441 0.8441 0.8391 0.8472
PP 0.8371 0.8371 0.8371 0.8386
S1 0.8309 0.8309 0.8367 0.8340
S2 0.8239 0.8239 0.8355
S3 0.8108 0.8178 0.8343
S4 0.7976 0.8046 0.8307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8433 0.8301 0.0132 1.6% 0.0071 0.8% 59% True False 108
10 0.8444 0.8279 0.0165 2.0% 0.0072 0.9% 61% False False 69
20 0.8608 0.8186 0.0422 5.0% 0.0087 1.0% 46% False False 40
40 0.8608 0.8017 0.0591 7.1% 0.0060 0.7% 61% False False 23
60 0.8608 0.8017 0.0591 7.1% 0.0049 0.6% 61% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8824
2.618 0.8673
1.618 0.8581
1.000 0.8525
0.618 0.8489
HIGH 0.8433
0.618 0.8397
0.500 0.8387
0.382 0.8376
LOW 0.8341
0.618 0.8284
1.000 0.8249
1.618 0.8192
2.618 0.8100
4.250 0.7950
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 0.8387 0.8375
PP 0.8384 0.8371
S1 0.8382 0.8367

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

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