CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.8438 0.8425 -0.0014 -0.2% 0.8427
High 0.8451 0.8475 0.0024 0.3% 0.8506
Low 0.8410 0.8210 -0.0200 -2.4% 0.8210
Close 0.8425 0.8264 -0.0162 -1.9% 0.8264
Range 0.0042 0.0266 0.0224 539.8% 0.0297
ATR 0.0075 0.0088 0.0014 18.2% 0.0000
Volume 127,842 332,838 204,996 160.4% 821,018
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9113 0.8954 0.8410
R3 0.8847 0.8688 0.8337
R2 0.8582 0.8582 0.8312
R1 0.8423 0.8423 0.8288 0.8369
PP 0.8316 0.8316 0.8316 0.8289
S1 0.8157 0.8157 0.8239 0.8104
S2 0.8051 0.8051 0.8215
S3 0.7785 0.7892 0.8190
S4 0.7520 0.7626 0.8117
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9216 0.9036 0.8427
R3 0.8919 0.8740 0.8345
R2 0.8623 0.8623 0.8318
R1 0.8443 0.8443 0.8291 0.8385
PP 0.8326 0.8326 0.8326 0.8297
S1 0.8147 0.8147 0.8236 0.8088
S2 0.8030 0.8030 0.8209
S3 0.7733 0.7850 0.8182
S4 0.7437 0.7554 0.8100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8506 0.8210 0.0297 3.6% 0.0100 1.2% 18% False True 164,203
10 0.8631 0.8210 0.0422 5.1% 0.0104 1.3% 13% False True 196,710
20 0.8631 0.8210 0.0422 5.1% 0.0092 1.1% 13% False True 184,554
40 0.8631 0.8058 0.0574 6.9% 0.0078 0.9% 36% False False 133,743
60 0.8631 0.8058 0.0574 6.9% 0.0066 0.8% 36% False False 89,492
80 0.8631 0.8058 0.0574 6.9% 0.0062 0.8% 36% False False 67,222
100 0.8631 0.8058 0.0574 6.9% 0.0063 0.8% 36% False False 53,798
120 0.8631 0.8017 0.0614 7.4% 0.0064 0.8% 40% False False 44,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 109 trading days
Fibonacci Retracements and Extensions
4.250 0.9603
2.618 0.9170
1.618 0.8905
1.000 0.8741
0.618 0.8639
HIGH 0.8475
0.618 0.8374
0.500 0.8342
0.382 0.8311
LOW 0.8210
0.618 0.8045
1.000 0.7944
1.618 0.7780
2.618 0.7514
4.250 0.7081
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.8342 0.8344
PP 0.8316 0.8317
S1 0.8290 0.8290

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

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