CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 02-May-2016
Day Change Summary
Previous Current
29-Apr-2016 02-May-2016 Change Change % Previous Week
Open 0.9255 0.9410 0.0155 1.7% 0.8954
High 0.9421 0.9430 0.0009 0.1% 0.9421
Low 0.9251 0.9370 0.0119 1.3% 0.8947
Close 0.9378 0.9402 0.0024 0.3% 0.9378
Range 0.0171 0.0060 -0.0111 -64.8% 0.0474
ATR 0.0111 0.0107 -0.0004 -3.3% 0.0000
Volume 164,734 103,326 -61,408 -37.3% 686,060
Daily Pivots for day following 02-May-2016
Classic Woodie Camarilla DeMark
R4 0.9580 0.9551 0.9435
R3 0.9520 0.9491 0.9418
R2 0.9460 0.9460 0.9413
R1 0.9431 0.9431 0.9407 0.9416
PP 0.9400 0.9400 0.9400 0.9393
S1 0.9371 0.9371 0.9396 0.9356
S2 0.9340 0.9340 0.9391
S3 0.9280 0.9311 0.9385
S4 0.9220 0.9251 0.9369
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0671 1.0498 0.9639
R3 1.0197 1.0024 0.9508
R2 0.9723 0.9723 0.9465
R1 0.9550 0.9550 0.9421 0.9637
PP 0.9249 0.9249 0.9249 0.9292
S1 0.9076 0.9076 0.9335 0.9163
S2 0.8775 0.8775 0.9291
S3 0.8301 0.8602 0.9248
S4 0.7827 0.8128 0.9117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9430 0.8947 0.0483 5.1% 0.0137 1.5% 94% True False 136,927
10 0.9430 0.8947 0.0483 5.1% 0.0118 1.3% 94% True False 128,222
20 0.9430 0.8947 0.0483 5.1% 0.0108 1.1% 94% True False 130,753
40 0.9430 0.8761 0.0669 7.1% 0.0095 1.0% 96% True False 113,831
60 0.9430 0.8543 0.0887 9.4% 0.0100 1.1% 97% True False 76,552
80 0.9430 0.8250 0.1180 12.5% 0.0096 1.0% 98% True False 57,476
100 0.9430 0.8149 0.1281 13.6% 0.0086 0.9% 98% True False 45,999
120 0.9430 0.8126 0.1304 13.9% 0.0075 0.8% 98% True False 38,334
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 0.9685
2.618 0.9587
1.618 0.9527
1.000 0.9490
0.618 0.9467
HIGH 0.9430
0.618 0.9407
0.500 0.9400
0.382 0.9392
LOW 0.9370
0.618 0.9332
1.000 0.9310
1.618 0.9272
2.618 0.9212
4.250 0.9115
Fisher Pivots for day following 02-May-2016
Pivot 1 day 3 day
R1 0.9401 0.9330
PP 0.9400 0.9259
S1 0.9400 0.9188

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

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