CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 0.8255 0.8237 -0.0019 -0.2% 0.8137
High 0.8281 0.8325 0.0045 0.5% 0.8325
Low 0.8255 0.8231 -0.0024 -0.3% 0.8137
Close 0.8265 0.8325 0.0061 0.7% 0.8325
Range 0.0026 0.0094 0.0069 268.6% 0.0188
ATR 0.0043 0.0046 0.0004 8.5% 0.0000
Volume 3 60 57 1,900.0% 191
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8576 0.8544 0.8377
R3 0.8482 0.8450 0.8351
R2 0.8388 0.8388 0.8342
R1 0.8356 0.8356 0.8334 0.8372
PP 0.8294 0.8294 0.8294 0.8302
S1 0.8262 0.8262 0.8316 0.8278
S2 0.8200 0.8200 0.8308
S3 0.8106 0.8168 0.8299
S4 0.8012 0.8074 0.8273
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8826 0.8764 0.8428
R3 0.8638 0.8576 0.8377
R2 0.8450 0.8450 0.8359
R1 0.8388 0.8388 0.8342 0.8419
PP 0.8262 0.8262 0.8262 0.8278
S1 0.8200 0.8200 0.8308 0.8231
S2 0.8074 0.8074 0.8291
S3 0.7886 0.8012 0.8273
S4 0.7698 0.7824 0.8222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8325 0.8137 0.0188 2.3% 0.0049 0.6% 100% True False 38
10 0.8325 0.8126 0.0200 2.4% 0.0041 0.5% 100% True False 27
20 0.8325 0.8126 0.0200 2.4% 0.0028 0.3% 100% True False 16
40 0.8428 0.8126 0.0303 3.6% 0.0030 0.4% 66% False False 18
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 0.0003
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8725
2.618 0.8571
1.618 0.8477
1.000 0.8419
0.618 0.8383
HIGH 0.8325
0.618 0.8289
0.500 0.8278
0.382 0.8267
LOW 0.8231
0.618 0.8173
1.000 0.8137
1.618 0.8079
2.618 0.7985
4.250 0.7832
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 0.8309 0.8308
PP 0.8294 0.8292
S1 0.8278 0.8275

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

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