CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 0.8164 0.8191 0.0028 0.3% 0.8323
High 0.8164 0.8191 0.0028 0.3% 0.8352
Low 0.8158 0.8181 0.0023 0.3% 0.8165
Close 0.8164 0.8181 0.0018 0.2% 0.8165
Range 0.0006 0.0010 0.0005 81.8% 0.0187
ATR 0.0045 0.0043 -0.0001 -2.7% 0.0000
Volume 11 3 -8 -72.7% 331
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8214 0.8208 0.8187
R3 0.8204 0.8198 0.8184
R2 0.8194 0.8194 0.8183
R1 0.8188 0.8188 0.8182 0.8186
PP 0.8184 0.8184 0.8184 0.8184
S1 0.8178 0.8178 0.8180 0.8176
S2 0.8174 0.8174 0.8179
S3 0.8164 0.8168 0.8178
S4 0.8154 0.8158 0.8176
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8788 0.8663 0.8267
R3 0.8601 0.8476 0.8216
R2 0.8414 0.8414 0.8199
R1 0.8289 0.8289 0.8182 0.8258
PP 0.8227 0.8227 0.8227 0.8211
S1 0.8102 0.8102 0.8147 0.8071
S2 0.8040 0.8040 0.8130
S3 0.7853 0.7915 0.8113
S4 0.7666 0.7728 0.8062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8278 0.8146 0.0132 1.6% 0.0036 0.4% 27% False False 72
10 0.8352 0.8146 0.0206 2.5% 0.0036 0.4% 17% False False 38
20 0.8510 0.8146 0.0365 4.5% 0.0034 0.4% 10% False False 20
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8234
2.618 0.8217
1.618 0.8207
1.000 0.8201
0.618 0.8197
HIGH 0.8191
0.618 0.8187
0.500 0.8186
0.382 0.8185
LOW 0.8181
0.618 0.8175
1.000 0.8171
1.618 0.8165
2.618 0.8155
4.250 0.8139
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 0.8186 0.8177
PP 0.8184 0.8173
S1 0.8183 0.8168

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

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