CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.8588 0.8581 -0.0007 -0.1% 0.8275
High 0.8630 0.8710 0.0080 0.9% 0.8630
Low 0.8553 0.8543 -0.0010 -0.1% 0.8271
Close 0.8588 0.8703 0.0115 1.3% 0.8588
Range 0.0078 0.0167 0.0090 115.5% 0.0359
ATR 0.0084 0.0090 0.0006 7.0% 0.0000
Volume 273 293 20 7.3% 1,542
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9153 0.9095 0.8795
R3 0.8986 0.8928 0.8749
R2 0.8819 0.8819 0.8734
R1 0.8761 0.8761 0.8718 0.8790
PP 0.8652 0.8652 0.8652 0.8667
S1 0.8594 0.8594 0.8688 0.8623
S2 0.8485 0.8485 0.8672
S3 0.8318 0.8427 0.8657
S4 0.8151 0.8260 0.8611
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 0.8710 0.8297 0.0414 4.8% 0.0129 1.5% 98% True False 325
10 0.8710 0.8250 0.0460 5.3% 0.0106 1.2% 98% True False 285
20 0.8710 0.8250 0.0460 5.3% 0.0088 1.0% 98% True False 240
40 0.8710 0.8149 0.0561 6.4% 0.0069 0.8% 99% True False 181
60 0.8710 0.8126 0.0585 6.7% 0.0054 0.6% 99% True False 125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9420
2.618 0.9147
1.618 0.8980
1.000 0.8877
0.618 0.8813
HIGH 0.8710
0.618 0.8646
0.500 0.8627
0.382 0.8607
LOW 0.8543
0.618 0.8440
1.000 0.8376
1.618 0.8273
2.618 0.8106
4.250 0.7833
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.8678 0.8668
PP 0.8652 0.8633
S1 0.8627 0.8598

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

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