CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 0.8485 0.8479 -0.0007 -0.1% 0.8581
High 0.8518 0.8488 -0.0030 -0.4% 0.8644
Low 0.8462 0.8434 -0.0028 -0.3% 0.8443
Close 0.8470 0.8454 -0.0016 -0.2% 0.8449
Range 0.0056 0.0054 -0.0002 -3.6% 0.0201
ATR 0.0063 0.0063 -0.0001 -1.1% 0.0000
Volume 54 46 -8 -14.8% 971
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8619 0.8590 0.8483
R3 0.8565 0.8536 0.8468
R2 0.8512 0.8512 0.8463
R1 0.8483 0.8483 0.8458 0.8471
PP 0.8458 0.8458 0.8458 0.8452
S1 0.8429 0.8429 0.8449 0.8417
S2 0.8405 0.8405 0.8444
S3 0.8351 0.8376 0.8439
S4 0.8298 0.8322 0.8424
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9113 0.8981 0.8559
R3 0.8913 0.8781 0.8504
R2 0.8712 0.8712 0.8485
R1 0.8580 0.8580 0.8467 0.8546
PP 0.8512 0.8512 0.8512 0.8495
S1 0.8380 0.8380 0.8430 0.8346
S2 0.8311 0.8311 0.8412
S3 0.8111 0.8179 0.8393
S4 0.7910 0.7979 0.8338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8600 0.8434 0.0166 2.0% 0.0063 0.7% 12% False True 149
10 0.8644 0.8434 0.0210 2.5% 0.0070 0.8% 9% False True 178
20 0.8644 0.8329 0.0315 3.7% 0.0062 0.7% 40% False False 162
40 0.8644 0.8126 0.0518 6.1% 0.0052 0.6% 63% False False 117
60 0.8644 0.8126 0.0518 6.1% 0.0043 0.5% 63% False False 86
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8715
2.618 0.8628
1.618 0.8574
1.000 0.8541
0.618 0.8521
HIGH 0.8488
0.618 0.8467
0.500 0.8461
0.382 0.8454
LOW 0.8434
0.618 0.8401
1.000 0.8381
1.618 0.8347
2.618 0.8294
4.250 0.8207
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 0.8461 0.8476
PP 0.8458 0.8468
S1 0.8456 0.8461

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

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