CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 14-Jan-2016
Day Change Summary
Previous Current
13-Jan-2016 14-Jan-2016 Change Change % Previous Week
Open 0.8500 0.8551 0.0051 0.6% 0.8340
High 0.8530 0.8552 0.0022 0.3% 0.8559
Low 0.8483 0.8495 0.0013 0.1% 0.8340
Close 0.8524 0.8495 -0.0029 -0.3% 0.8535
Range 0.0048 0.0057 0.0010 20.0% 0.0219
ATR 0.0054 0.0054 0.0000 0.4% 0.0000
Volume 344 87 -257 -74.7% 942
Daily Pivots for day following 14-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8685 0.8647 0.8526
R3 0.8628 0.8590 0.8511
R2 0.8571 0.8571 0.8505
R1 0.8533 0.8533 0.8500 0.8524
PP 0.8514 0.8514 0.8514 0.8509
S1 0.8476 0.8476 0.8490 0.8467
S2 0.8457 0.8457 0.8485
S3 0.8400 0.8419 0.8479
S4 0.8343 0.8362 0.8464
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% 0.0065 0.8% 31% False False 222
10 0.8588 0.8338 0.0250 2.9% 0.0062 0.7% 63% False False 174
20 0.8588 0.8149 0.0439 5.2% 0.0049 0.6% 79% False False 151
40 0.8588 0.8126 0.0463 5.4% 0.0039 0.5% 80% False False 84
60 0.8588 0.8126 0.0463 5.4% 0.0038 0.4% 80% False False 63
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8794
2.618 0.8701
1.618 0.8644
1.000 0.8609
0.618 0.8587
HIGH 0.8552
0.618 0.8530
0.500 0.8524
0.382 0.8517
LOW 0.8495
0.618 0.8460
1.000 0.8438
1.618 0.8403
2.618 0.8346
4.250 0.8253
Fisher Pivots for day following 14-Jan-2016
Pivot 1 day 3 day
R1 0.8524 0.8520
PP 0.8514 0.8512
S1 0.8505 0.8503

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

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