CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 0.8172 0.8181 0.0009 0.1% 0.8223
High 0.8197 0.8190 -0.0008 -0.1% 0.8224
Low 0.8172 0.8181 0.0010 0.1% 0.8141
Close 0.8187 0.8188 0.0001 0.0% 0.8188
Range 0.0026 0.0009 -0.0017 -66.7% 0.0083
ATR 0.0039 0.0037 -0.0002 -5.6% 0.0000
Volume 10 6 -4 -40.0% 53
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8212 0.8208 0.8192
R3 0.8203 0.8200 0.8190
R2 0.8195 0.8195 0.8189
R1 0.8191 0.8191 0.8188 0.8193
PP 0.8186 0.8186 0.8186 0.8187
S1 0.8183 0.8183 0.8187 0.8184
S2 0.8178 0.8178 0.8186
S3 0.8169 0.8174 0.8185
S4 0.8161 0.8166 0.8183
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8433 0.8393 0.8233
R3 0.8350 0.8310 0.8210
R2 0.8267 0.8267 0.8203
R1 0.8227 0.8227 0.8195 0.8206
PP 0.8184 0.8184 0.8184 0.8173
S1 0.8144 0.8144 0.8180 0.8123
S2 0.8101 0.8101 0.8172
S3 0.8018 0.8061 0.8165
S4 0.7935 0.7978 0.8142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8224 0.8141 0.0083 1.0% 0.0023 0.3% 56% False False 10
10 0.8224 0.8141 0.0083 1.0% 0.0021 0.3% 56% False False 9
20 0.8356 0.8141 0.0215 2.6% 0.0030 0.4% 22% False False 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8226
2.618 0.8212
1.618 0.8203
1.000 0.8198
0.618 0.8195
HIGH 0.8190
0.618 0.8186
0.500 0.8185
0.382 0.8184
LOW 0.8181
0.618 0.8176
1.000 0.8173
1.618 0.8167
2.618 0.8159
4.250 0.8145
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 0.8187 0.8181
PP 0.8186 0.8175
S1 0.8185 0.8169

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

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