CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 0.8283 0.8288 0.0005 0.1% 0.8324
High 0.8303 0.8319 0.0017 0.2% 0.8348
Low 0.8273 0.8285 0.0012 0.1% 0.8149
Close 0.8303 0.8301 -0.0002 0.0% 0.8290
Range 0.0030 0.0034 0.0005 15.3% 0.0199
ATR 0.0054 0.0053 -0.0001 -2.7% 0.0000
Volume 18 21 3 16.7% 1,020
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8404 0.8386 0.8319
R3 0.8370 0.8352 0.8310
R2 0.8336 0.8336 0.8307
R1 0.8318 0.8318 0.8304 0.8327
PP 0.8302 0.8302 0.8302 0.8306
S1 0.8284 0.8284 0.8297 0.8293
S2 0.8268 0.8268 0.8294
S3 0.8234 0.8250 0.8291
S4 0.8200 0.8216 0.8282
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8858 0.8772 0.8399
R3 0.8659 0.8574 0.8344
R2 0.8461 0.8461 0.8326
R1 0.8375 0.8375 0.8308 0.8319
PP 0.8262 0.8262 0.8262 0.8234
S1 0.8177 0.8177 0.8271 0.8120
S2 0.8064 0.8064 0.8253
S3 0.7865 0.7978 0.8235
S4 0.7667 0.7780 0.8180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8319 0.8149 0.0170 2.0% 0.0057 0.7% 89% True False 198
10 0.8348 0.8149 0.0199 2.4% 0.0059 0.7% 76% False False 118
20 0.8348 0.8126 0.0222 2.7% 0.0040 0.5% 79% False False 66
40 0.8356 0.8126 0.0231 2.8% 0.0035 0.4% 76% False False 44
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8464
2.618 0.8408
1.618 0.8374
1.000 0.8353
0.618 0.8340
HIGH 0.8319
0.618 0.8306
0.500 0.8302
0.382 0.8298
LOW 0.8285
0.618 0.8264
1.000 0.8251
1.618 0.8230
2.618 0.8196
4.250 0.8141
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 0.8302 0.8278
PP 0.8302 0.8256
S1 0.8301 0.8234

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

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