CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 0.8333 0.8322 -0.0011 -0.1% 0.8258
High 0.8337 0.8330 -0.0007 -0.1% 0.8332
Low 0.8305 0.8311 0.0006 0.1% 0.8248
Close 0.8325 0.8321 -0.0004 0.0% 0.8327
Range 0.0032 0.0019 -0.0013 -40.6% 0.0084
ATR 0.0063 0.0060 -0.0003 -5.0% 0.0000
Volume 49,861 53,772 3,911 7.8% 259,793
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8377 0.8368 0.8331
R3 0.8358 0.8349 0.8326
R2 0.8339 0.8339 0.8324
R1 0.8330 0.8330 0.8323 0.8325
PP 0.8320 0.8320 0.8320 0.8318
S1 0.8311 0.8311 0.8319 0.8306
S2 0.8301 0.8301 0.8318
S3 0.8282 0.8292 0.8316
S4 0.8263 0.8273 0.8311
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 0.8260 0.0077 0.9% 0.0033 0.4% 80% False False 55,749
10 0.8337 0.8058 0.0279 3.4% 0.0063 0.8% 94% False False 94,175
20 0.8337 0.8058 0.0279 3.4% 0.0065 0.8% 94% False False 80,681
40 0.8337 0.8058 0.0279 3.4% 0.0053 0.6% 94% False False 40,689
60 0.8491 0.8058 0.0433 5.2% 0.0053 0.6% 61% False False 27,265
80 0.8491 0.8058 0.0433 5.2% 0.0057 0.7% 61% False False 20,472
100 0.8608 0.8017 0.0591 7.1% 0.0059 0.7% 51% False False 16,379
120 0.8608 0.8017 0.0591 7.1% 0.0054 0.6% 51% False False 13,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8410
2.618 0.8379
1.618 0.8360
1.000 0.8349
0.618 0.8341
HIGH 0.8330
0.618 0.8322
0.500 0.8320
0.382 0.8318
LOW 0.8311
0.618 0.8299
1.000 0.8292
1.618 0.8280
2.618 0.8261
4.250 0.8230
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 0.8321 0.8317
PP 0.8320 0.8313
S1 0.8320 0.8308

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

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