CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 0.8512 0.8559 0.0048 0.6% 0.8570
High 0.8631 0.8594 -0.0037 -0.4% 0.8593
Low 0.8506 0.8495 -0.0011 -0.1% 0.8457
Close 0.8571 0.8519 -0.0053 -0.6% 0.8555
Range 0.0126 0.0099 -0.0027 -21.1% 0.0136
ATR 0.0078 0.0079 0.0002 2.0% 0.0000
Volume 239,157 258,829 19,672 8.2% 868,592
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8833 0.8775 0.8573
R3 0.8734 0.8676 0.8546
R2 0.8635 0.8635 0.8537
R1 0.8577 0.8577 0.8528 0.8556
PP 0.8536 0.8536 0.8536 0.8526
S1 0.8478 0.8478 0.8509 0.8457
S2 0.8437 0.8437 0.8500
S3 0.8338 0.8379 0.8491
S4 0.8239 0.8280 0.8464
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8943 0.8885 0.8630
R3 0.8807 0.8749 0.8592
R2 0.8671 0.8671 0.8580
R1 0.8613 0.8613 0.8567 0.8574
PP 0.8535 0.8535 0.8535 0.8515
S1 0.8477 0.8477 0.8543 0.8438
S2 0.8399 0.8399 0.8530
S3 0.8263 0.8341 0.8518
S4 0.8127 0.8205 0.8480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8631 0.8463 0.0168 2.0% 0.0103 1.2% 33% False False 227,123
10 0.8631 0.8422 0.0209 2.5% 0.0094 1.1% 46% False False 210,797
20 0.8631 0.8260 0.0372 4.4% 0.0071 0.8% 70% False False 150,267
40 0.8631 0.8058 0.0574 6.7% 0.0069 0.8% 80% False False 108,662
60 0.8631 0.8058 0.0574 6.7% 0.0062 0.7% 80% False False 72,611
80 0.8631 0.8058 0.0574 6.7% 0.0059 0.7% 80% False False 54,541
100 0.8631 0.8058 0.0574 6.7% 0.0061 0.7% 80% False False 43,644
120 0.8631 0.8017 0.0614 7.2% 0.0061 0.7% 82% False False 36,371
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9015
2.618 0.8853
1.618 0.8754
1.000 0.8693
0.618 0.8655
HIGH 0.8594
0.618 0.8556
0.500 0.8545
0.382 0.8533
LOW 0.8495
0.618 0.8434
1.000 0.8396
1.618 0.8335
2.618 0.8236
4.250 0.8074
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.8545 0.8553
PP 0.8536 0.8541
S1 0.8527 0.8530

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

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