CME Japanese Yen Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 0.8269 0.8357 0.0088 1.1% 0.8427
High 0.8351 0.8550 0.0200 2.4% 0.8506
Low 0.8268 0.8337 0.0069 0.8% 0.8210
Close 0.8334 0.8504 0.0170 2.0% 0.8264
Range 0.0083 0.0214 0.0131 158.8% 0.0297
ATR 0.0086 0.0096 0.0009 10.7% 0.0000
Volume 150,636 332,975 182,339 121.0% 821,018
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9104 0.9017 0.8621
R3 0.8890 0.8804 0.8562
R2 0.8677 0.8677 0.8543
R1 0.8590 0.8590 0.8523 0.8634
PP 0.8463 0.8463 0.8463 0.8485
S1 0.8377 0.8377 0.8484 0.8420
S2 0.8250 0.8250 0.8464
S3 0.8036 0.8163 0.8445
S4 0.7823 0.7950 0.8386
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 0.8550 0.8210 0.0341 4.0% 0.0132 1.6% 86% True False 215,125
10 0.8594 0.8210 0.0385 4.5% 0.0105 1.2% 76% False False 188,923
20 0.8631 0.8210 0.0422 5.0% 0.0098 1.2% 70% False False 195,895
40 0.8631 0.8058 0.0574 6.7% 0.0081 1.0% 78% False False 148,346
60 0.8631 0.8058 0.0574 6.7% 0.0070 0.8% 78% False False 99,730
80 0.8631 0.8058 0.0574 6.7% 0.0065 0.8% 78% False False 74,905
100 0.8631 0.8058 0.0574 6.7% 0.0064 0.8% 78% False False 59,946
120 0.8631 0.8058 0.0574 6.7% 0.0066 0.8% 78% False False 49,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9457
2.618 0.9109
1.618 0.8895
1.000 0.8764
0.618 0.8682
HIGH 0.8550
0.618 0.8468
0.500 0.8443
0.382 0.8418
LOW 0.8337
0.618 0.8205
1.000 0.8123
1.618 0.7991
2.618 0.7778
4.250 0.7429
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 0.8483 0.8467
PP 0.8463 0.8430
S1 0.8443 0.8393

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

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