CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 0.8184 0.8137 -0.0047 -0.6% 0.8159
High 0.8213 0.8151 -0.0062 -0.8% 0.8214
Low 0.8126 0.8137 0.0012 0.1% 0.8126
Close 0.8159 0.8151 -0.0009 -0.1% 0.8159
Range 0.0088 0.0014 -0.0074 -84.0% 0.0089
ATR 0.0036 0.0035 -0.0001 -2.8% 0.0000
Volume 9 54 45 500.0% 81
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8188 0.8183 0.8158
R3 0.8174 0.8169 0.8154
R2 0.8160 0.8160 0.8153
R1 0.8155 0.8155 0.8152 0.8158
PP 0.8146 0.8146 0.8146 0.8147
S1 0.8141 0.8141 0.8149 0.8144
S2 0.8132 0.8132 0.8148
S3 0.8118 0.8127 0.8147
S4 0.8104 0.8113 0.8143
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8432 0.8384 0.8208
R3 0.8343 0.8295 0.8183
R2 0.8255 0.8255 0.8175
R1 0.8207 0.8207 0.8167 0.8203
PP 0.8166 0.8166 0.8166 0.8164
S1 0.8118 0.8118 0.8151 0.8115
S2 0.8078 0.8078 0.8143
S3 0.7989 0.8030 0.8135
S4 0.7901 0.7941 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8214 0.8126 0.0089 1.1% 0.0033 0.4% 28% False False 26
10 0.8214 0.8126 0.0089 1.1% 0.0020 0.2% 28% False False 14
20 0.8224 0.8126 0.0099 1.2% 0.0020 0.2% 25% False False 11
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8211
2.618 0.8188
1.618 0.8174
1.000 0.8165
0.618 0.8160
HIGH 0.8151
0.618 0.8146
0.500 0.8144
0.382 0.8142
LOW 0.8137
0.618 0.8128
1.000 0.8123
1.618 0.8114
2.618 0.8100
4.250 0.8078
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 0.8148 0.8170
PP 0.8146 0.8163
S1 0.8144 0.8157

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

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