CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 13-Jan-2016
Day Change Summary
Previous Current
12-Jan-2016 13-Jan-2016 Change Change % Previous Week
Open 0.8513 0.8500 -0.0013 -0.2% 0.8340
High 0.8557 0.8530 -0.0027 -0.3% 0.8559
Low 0.8511 0.8483 -0.0029 -0.3% 0.8340
Close 0.8538 0.8524 -0.0014 -0.2% 0.8535
Range 0.0046 0.0048 0.0002 3.3% 0.0219
ATR 0.0054 0.0054 0.0000 0.2% 0.0000
Volume 93 344 251 269.9% 942
Daily Pivots for day following 13-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8655 0.8637 0.8550
R3 0.8607 0.8589 0.8537
R2 0.8560 0.8560 0.8532
R1 0.8542 0.8542 0.8528 0.8551
PP 0.8512 0.8512 0.8512 0.8517
S1 0.8494 0.8494 0.8519 0.8503
S2 0.8465 0.8465 0.8515
S3 0.8417 0.8447 0.8510
S4 0.8370 0.8399 0.8497
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9135 0.9054 0.8655
R3 0.8916 0.8835 0.8595
R2 0.8697 0.8697 0.8575
R1 0.8616 0.8616 0.8555 0.8656
PP 0.8478 0.8478 0.8478 0.8498
S1 0.8397 0.8397 0.8514 0.8437
S2 0.8259 0.8259 0.8494
S3 0.8040 0.8178 0.8474
S4 0.7821 0.7959 0.8414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8588 0.8454 0.0134 1.6% 0.0068 0.8% 52% False False 264
10 0.8588 0.8329 0.0259 3.0% 0.0058 0.7% 75% False False 180
20 0.8588 0.8149 0.0439 5.2% 0.0048 0.6% 85% False False 148
40 0.8588 0.8126 0.0463 5.4% 0.0039 0.5% 86% False False 83
60 0.8588 0.8126 0.0463 5.4% 0.0037 0.4% 86% False False 62
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8732
2.618 0.8654
1.618 0.8607
1.000 0.8578
0.618 0.8559
HIGH 0.8530
0.618 0.8512
0.500 0.8506
0.382 0.8501
LOW 0.8483
0.618 0.8453
1.000 0.8435
1.618 0.8406
2.618 0.8358
4.250 0.8281
Fisher Pivots for day following 13-Jan-2016
Pivot 1 day 3 day
R1 0.8518 0.8535
PP 0.8512 0.8531
S1 0.8506 0.8527

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

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