CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 0.8237 0.8324 0.0088 1.1% 0.8137
High 0.8325 0.8348 0.0023 0.3% 0.8325
Low 0.8231 0.8287 0.0056 0.7% 0.8137
Close 0.8325 0.8323 -0.0002 0.0% 0.8325
Range 0.0094 0.0061 -0.0033 -35.1% 0.0188
ATR 0.0046 0.0048 0.0001 2.2% 0.0000
Volume 60 19 -41 -68.3% 191
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8502 0.8474 0.8357
R3 0.8441 0.8413 0.8340
R2 0.8380 0.8380 0.8334
R1 0.8352 0.8352 0.8329 0.8335
PP 0.8319 0.8319 0.8319 0.8311
S1 0.8291 0.8291 0.8317 0.8274
S2 0.8258 0.8258 0.8312
S3 0.8197 0.8230 0.8306
S4 0.8136 0.8169 0.8289
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 0.8348 0.8163 0.0185 2.2% 0.0058 0.7% 87% True False 31
10 0.8348 0.8126 0.0222 2.7% 0.0046 0.5% 89% True False 29
20 0.8348 0.8126 0.0222 2.7% 0.0030 0.4% 89% True False 17
40 0.8428 0.8126 0.0303 3.6% 0.0032 0.4% 65% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8607
2.618 0.8507
1.618 0.8446
1.000 0.8409
0.618 0.8385
HIGH 0.8348
0.618 0.8324
0.500 0.8317
0.382 0.8310
LOW 0.8287
0.618 0.8249
1.000 0.8226
1.618 0.8188
2.618 0.8127
4.250 0.8027
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 0.8321 0.8312
PP 0.8319 0.8301
S1 0.8317 0.8289

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

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