CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 0.8891 0.8959 0.0068 0.8% 0.8844
High 0.8976 0.9036 0.0060 0.7% 0.8933
Low 0.8891 0.8938 0.0047 0.5% 0.8737
Close 0.8956 0.8987 0.0031 0.4% 0.8917
Range 0.0085 0.0098 0.0013 14.7% 0.0196
ATR 0.0100 0.0100 0.0000 -0.2% 0.0000
Volume 883 904 21 2.4% 2,527
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9279 0.9231 0.9041
R3 0.9182 0.9133 0.9014
R2 0.9084 0.9084 0.9005
R1 0.9036 0.9036 0.8996 0.9060
PP 0.8987 0.8987 0.8987 0.8999
S1 0.8938 0.8938 0.8979 0.8963
S2 0.8889 0.8889 0.8970
S3 0.8792 0.8841 0.8961
S4 0.8694 0.8743 0.8934
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9450 0.9379 0.9024
R3 0.9254 0.9183 0.8970
R2 0.9058 0.9058 0.8952
R1 0.8987 0.8987 0.8934 0.9023
PP 0.8862 0.8862 0.8862 0.8880
S1 0.8791 0.8791 0.8899 0.8827
S2 0.8666 0.8666 0.8881
S3 0.8470 0.8595 0.8863
S4 0.8274 0.8399 0.8809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9036 0.8778 0.0258 2.9% 0.0085 0.9% 81% True False 656
10 0.9043 0.8713 0.0330 3.7% 0.0111 1.2% 83% False False 686
20 0.9043 0.8250 0.0793 8.8% 0.0111 1.2% 93% False False 503
40 0.9043 0.8250 0.0793 8.8% 0.0085 1.0% 93% False False 332
60 0.9043 0.8126 0.0918 10.2% 0.0071 0.8% 94% False False 245
80 0.9043 0.8126 0.0918 10.2% 0.0060 0.7% 94% False False 189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9450
2.618 0.9291
1.618 0.9193
1.000 0.9133
0.618 0.9096
HIGH 0.9036
0.618 0.8998
0.500 0.8987
0.382 0.8975
LOW 0.8938
0.618 0.8878
1.000 0.8841
1.618 0.8780
2.618 0.8683
4.250 0.8524
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 0.8987 0.8973
PP 0.8987 0.8958
S1 0.8987 0.8944

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

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