CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 0.8340 0.8407 0.0067 0.8% 0.8351
High 0.8459 0.8450 -0.0009 -0.1% 0.8361
Low 0.8340 0.8390 0.0050 0.6% 0.8329
Close 0.8417 0.8440 0.0023 0.3% 0.8357
Range 0.0119 0.0060 -0.0059 -49.6% 0.0032
ATR 0.0047 0.0048 0.0001 2.0% 0.0000
Volume 56 42 -14 -25.0% 301
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8607 0.8583 0.8473
R3 0.8547 0.8523 0.8456
R2 0.8487 0.8487 0.8451
R1 0.8463 0.8463 0.8445 0.8475
PP 0.8427 0.8427 0.8427 0.8432
S1 0.8403 0.8403 0.8434 0.8415
S2 0.8367 0.8367 0.8429
S3 0.8307 0.8343 0.8423
S4 0.8247 0.8283 0.8407
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8445 0.8433 0.8374
R3 0.8413 0.8401 0.8365
R2 0.8381 0.8381 0.8362
R1 0.8369 0.8369 0.8359 0.8375
PP 0.8349 0.8349 0.8349 0.8352
S1 0.8337 0.8337 0.8354 0.8343
S2 0.8317 0.8317 0.8351
S3 0.8285 0.8305 0.8348
S4 0.8253 0.8273 0.8339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8459 0.8329 0.0130 1.5% 0.0045 0.5% 85% False False 72
10 0.8459 0.8273 0.0186 2.2% 0.0033 0.4% 90% False False 51
20 0.8459 0.8137 0.0322 3.8% 0.0045 0.5% 94% False False 86
40 0.8459 0.8126 0.0334 4.0% 0.0035 0.4% 94% False False 55
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8705
2.618 0.8607
1.618 0.8547
1.000 0.8510
0.618 0.8487
HIGH 0.8450
0.618 0.8427
0.500 0.8420
0.382 0.8413
LOW 0.8390
0.618 0.8353
1.000 0.8330
1.618 0.8293
2.618 0.8233
4.250 0.8135
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 0.8433 0.8426
PP 0.8427 0.8412
S1 0.8420 0.8399

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

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