CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 0.8507 0.8588 0.0081 1.0% 0.8275
High 0.8608 0.8630 0.0022 0.3% 0.8630
Low 0.8486 0.8553 0.0067 0.8% 0.8271
Close 0.8597 0.8588 -0.0009 -0.1% 0.8588
Range 0.0122 0.0078 -0.0045 -36.5% 0.0359
ATR 0.0085 0.0084 -0.0001 -0.6% 0.0000
Volume 212 273 61 28.8% 1,542
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8823 0.8783 0.8631
R3 0.8745 0.8705 0.8609
R2 0.8668 0.8668 0.8602
R1 0.8628 0.8628 0.8595 0.8627
PP 0.8590 0.8590 0.8590 0.8590
S1 0.8550 0.8550 0.8581 0.8549
S2 0.8513 0.8513 0.8574
S3 0.8435 0.8473 0.8567
S4 0.8358 0.8395 0.8545
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9573 0.9440 0.8785
R3 0.9214 0.9081 0.8687
R2 0.8855 0.8855 0.8654
R1 0.8722 0.8722 0.8621 0.8789
PP 0.8496 0.8496 0.8496 0.8530
S1 0.8363 0.8363 0.8555 0.8430
S2 0.8137 0.8137 0.8522
S3 0.7778 0.8004 0.8489
S4 0.7419 0.7645 0.8391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8630 0.8271 0.0359 4.2% 0.0104 1.2% 88% True False 308
10 0.8630 0.8250 0.0380 4.4% 0.0093 1.1% 89% True False 271
20 0.8644 0.8250 0.0394 4.6% 0.0085 1.0% 86% False False 246
40 0.8644 0.8149 0.0495 5.8% 0.0066 0.8% 89% False False 175
60 0.8644 0.8126 0.0518 6.0% 0.0051 0.6% 89% False False 120
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8959
2.618 0.8833
1.618 0.8755
1.000 0.8708
0.618 0.8678
HIGH 0.8630
0.618 0.8600
0.500 0.8591
0.382 0.8582
LOW 0.8553
0.618 0.8505
1.000 0.8475
1.618 0.8427
2.618 0.8350
4.250 0.8223
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 0.8591 0.8558
PP 0.8590 0.8528
S1 0.8589 0.8498

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

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