CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 0.8352 0.8377 0.0025 0.3% 0.8363
High 0.8433 0.8386 -0.0047 -0.6% 0.8433
Low 0.8341 0.8325 -0.0016 -0.2% 0.8301
Close 0.8379 0.8328 -0.0051 -0.6% 0.8379
Range 0.0092 0.0061 -0.0031 -33.7% 0.0132
ATR 0.0072 0.0071 -0.0001 -1.1% 0.0000
Volume 353 110 -243 -68.8% 542
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.8529 0.8490 0.8362
R3 0.8468 0.8429 0.8345
R2 0.8407 0.8407 0.8339
R1 0.8368 0.8368 0.8334 0.8357
PP 0.8346 0.8346 0.8346 0.8341
S1 0.8307 0.8307 0.8322 0.8296
S2 0.8285 0.8285 0.8317
S3 0.8224 0.8246 0.8311
S4 0.8163 0.8185 0.8294
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% 0.0072 0.9% 21% False False 130
10 0.8443 0.8279 0.0164 2.0% 0.0069 0.8% 30% False False 80
20 0.8608 0.8259 0.0350 4.2% 0.0088 1.1% 20% False False 45
40 0.8608 0.8017 0.0591 7.1% 0.0061 0.7% 53% False False 26
60 0.8608 0.8017 0.0591 7.1% 0.0050 0.6% 53% False False 18
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8645
2.618 0.8545
1.618 0.8484
1.000 0.8447
0.618 0.8423
HIGH 0.8386
0.618 0.8362
0.500 0.8355
0.382 0.8348
LOW 0.8325
0.618 0.8287
1.000 0.8264
1.618 0.8226
2.618 0.8165
4.250 0.8065
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 0.8355 0.8367
PP 0.8346 0.8354
S1 0.8337 0.8341

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

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