CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 0.8551 0.8492 -0.0060 -0.7% 0.8588
High 0.8552 0.8606 0.0054 0.6% 0.8606
Low 0.8495 0.8492 -0.0004 0.0% 0.8483
Close 0.8495 0.8578 0.0083 1.0% 0.8578
Range 0.0057 0.0114 0.0057 100.0% 0.0123
ATR 0.0054 0.0058 0.0004 7.9% 0.0000
Volume 87 123 36 41.4% 826
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8900 0.8853 0.8640
R3 0.8786 0.8739 0.8609
R2 0.8672 0.8672 0.8598
R1 0.8625 0.8625 0.8588 0.8649
PP 0.8558 0.8558 0.8558 0.8570
S1 0.8511 0.8511 0.8567 0.8535
S2 0.8444 0.8444 0.8557
S3 0.8330 0.8397 0.8546
S4 0.8216 0.8283 0.8515
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8924 0.8874 0.8645
R3 0.8801 0.8751 0.8611
R2 0.8678 0.8678 0.8600
R1 0.8628 0.8628 0.8589 0.8592
PP 0.8555 0.8555 0.8555 0.8537
S1 0.8505 0.8505 0.8566 0.8469
S2 0.8432 0.8432 0.8555
S3 0.8309 0.8382 0.8544
S4 0.8186 0.8259 0.8510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8606 0.8483 0.0123 1.4% 0.0067 0.8% 77% True False 165
10 0.8606 0.8340 0.0266 3.1% 0.0071 0.8% 89% True False 176
20 0.8606 0.8149 0.0457 5.3% 0.0053 0.6% 94% True False 155
40 0.8606 0.8126 0.0480 5.6% 0.0042 0.5% 94% True False 87
60 0.8606 0.8126 0.0480 5.6% 0.0040 0.5% 94% True False 65
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9090
2.618 0.8904
1.618 0.8790
1.000 0.8720
0.618 0.8676
HIGH 0.8606
0.618 0.8562
0.500 0.8549
0.382 0.8535
LOW 0.8492
0.618 0.8421
1.000 0.8378
1.618 0.8307
2.618 0.8193
4.250 0.8007
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 0.8568 0.8566
PP 0.8558 0.8555
S1 0.8549 0.8544

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

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