CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 0.8286 0.8333 0.0047 0.6% 0.8258
High 0.8332 0.8337 0.0005 0.1% 0.8332
Low 0.8280 0.8305 0.0025 0.3% 0.8248
Close 0.8327 0.8325 -0.0003 0.0% 0.8327
Range 0.0052 0.0032 -0.0020 -37.9% 0.0084
ATR 0.0065 0.0063 -0.0002 -3.6% 0.0000
Volume 54,336 49,861 -4,475 -8.2% 259,793
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8418 0.8403 0.8342
R3 0.8386 0.8371 0.8333
R2 0.8354 0.8354 0.8330
R1 0.8339 0.8339 0.8327 0.8331
PP 0.8322 0.8322 0.8322 0.8318
S1 0.8307 0.8307 0.8322 0.8299
S2 0.8290 0.8290 0.8319
S3 0.8258 0.8275 0.8316
S4 0.8226 0.8243 0.8307
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8554 0.8525 0.8373
R3 0.8470 0.8441 0.8350
R2 0.8386 0.8386 0.8342
R1 0.8357 0.8357 0.8335 0.8371
PP 0.8302 0.8302 0.8302 0.8309
S1 0.8273 0.8273 0.8319 0.8287
S2 0.8218 0.8218 0.8312
S3 0.8134 0.8189 0.8304
S4 0.8050 0.8105 0.8281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8337 0.8248 0.0089 1.1% 0.0038 0.5% 87% True False 61,930
10 0.8337 0.8058 0.0279 3.4% 0.0068 0.8% 96% True False 102,340
20 0.8337 0.8058 0.0279 3.4% 0.0066 0.8% 96% True False 78,207
40 0.8337 0.8058 0.0279 3.4% 0.0055 0.7% 96% True False 39,368
60 0.8491 0.8058 0.0433 5.2% 0.0054 0.7% 62% False False 26,376
80 0.8491 0.8058 0.0433 5.2% 0.0057 0.7% 62% False False 19,800
100 0.8608 0.8017 0.0591 7.1% 0.0059 0.7% 52% False False 15,842
120 0.8608 0.8017 0.0591 7.1% 0.0054 0.7% 52% False False 13,202
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 True
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8473
2.618 0.8420
1.618 0.8388
1.000 0.8369
0.618 0.8356
HIGH 0.8337
0.618 0.8324
0.500 0.8321
0.382 0.8317
LOW 0.8305
0.618 0.8285
1.000 0.8273
1.618 0.8253
2.618 0.8221
4.250 0.8169
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 0.8323 0.8318
PP 0.8322 0.8311
S1 0.8321 0.8304

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

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