CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.8451 0.8438 -0.0013 -0.1% 0.8560
High 0.8478 0.8451 -0.0027 -0.3% 0.8631
Low 0.8405 0.8410 0.0005 0.1% 0.8419
Close 0.8433 0.8425 -0.0008 -0.1% 0.8427
Range 0.0074 0.0042 -0.0032 -43.5% 0.0212
ATR 0.0077 0.0075 -0.0003 -3.3% 0.0000
Volume 127,955 127,842 -113 -0.1% 925,017
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8553 0.8531 0.8448
R3 0.8512 0.8489 0.8436
R2 0.8470 0.8470 0.8433
R1 0.8448 0.8448 0.8429 0.8438
PP 0.8429 0.8429 0.8429 0.8424
S1 0.8406 0.8406 0.8421 0.8397
S2 0.8387 0.8387 0.8417
S3 0.8346 0.8365 0.8414
S4 0.8304 0.8323 0.8402
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9128 0.8990 0.8544
R3 0.8916 0.8778 0.8485
R2 0.8704 0.8704 0.8466
R1 0.8566 0.8566 0.8446 0.8529
PP 0.8492 0.8492 0.8492 0.8474
S1 0.8354 0.8354 0.8408 0.8317
S2 0.8280 0.8280 0.8388
S3 0.8068 0.8142 0.8369
S4 0.7856 0.7930 0.8310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8515 0.8405 0.0110 1.3% 0.0066 0.8% 19% False False 136,523
10 0.8631 0.8405 0.0227 2.7% 0.0084 1.0% 9% False False 181,823
20 0.8631 0.8301 0.0331 3.9% 0.0079 0.9% 38% False False 170,461
40 0.8631 0.8058 0.0574 6.8% 0.0072 0.9% 64% False False 125,571
60 0.8631 0.8058 0.0574 6.8% 0.0062 0.7% 64% False False 83,946
80 0.8631 0.8058 0.0574 6.8% 0.0059 0.7% 64% False False 63,064
100 0.8631 0.8058 0.0574 6.8% 0.0061 0.7% 64% False False 50,470
120 0.8631 0.8017 0.0614 7.3% 0.0062 0.7% 66% False False 42,060
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8627
2.618 0.8560
1.618 0.8518
1.000 0.8493
0.618 0.8477
HIGH 0.8451
0.618 0.8435
0.500 0.8430
0.382 0.8425
LOW 0.8410
0.618 0.8384
1.000 0.8368
1.618 0.8342
2.618 0.8301
4.250 0.8233
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.8430 0.8455
PP 0.8429 0.8445
S1 0.8427 0.8435

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

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