CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 0.9115 0.9060 -0.0055 -0.6% 0.9086
High 0.9138 0.9062 -0.0076 -0.8% 0.9170
Low 0.9057 0.8975 -0.0082 -0.9% 0.9057
Close 0.9102 0.9045 -0.0057 -0.6% 0.9102
Range 0.0081 0.0087 0.0006 7.5% 0.0113
ATR 0.0086 0.0089 0.0003 3.3% 0.0000
Volume 88,323 169,665 81,342 92.1% 464,641
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.9287 0.9252 0.9092
R3 0.9200 0.9166 0.9068
R2 0.9114 0.9114 0.9060
R1 0.9079 0.9079 0.9052 0.9053
PP 0.9027 0.9027 0.9027 0.9014
S1 0.8993 0.8993 0.9037 0.8967
S2 0.8941 0.8941 0.9029
S3 0.8854 0.8906 0.9021
S4 0.8768 0.8820 0.8997
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.9449 0.9388 0.9164
R3 0.9336 0.9275 0.9133
R2 0.9223 0.9223 0.9122
R1 0.9162 0.9162 0.9112 0.9192
PP 0.9110 0.9110 0.9110 0.9125
S1 0.9049 0.9049 0.9091 0.9079
S2 0.8997 0.8997 0.9081
S3 0.8884 0.8936 0.9070
S4 0.8771 0.8823 0.9039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9164 0.8975 0.0189 2.1% 0.0073 0.8% 37% False True 106,815
10 0.9203 0.8975 0.0228 2.5% 0.0077 0.9% 30% False True 104,657
20 0.9483 0.8975 0.0508 5.6% 0.0083 0.9% 14% False True 100,989
40 0.9483 0.8947 0.0536 5.9% 0.0096 1.1% 18% False False 115,871
60 0.9483 0.8761 0.0723 8.0% 0.0091 1.0% 39% False False 109,550
80 0.9483 0.8543 0.0940 10.4% 0.0096 1.1% 53% False False 82,662
100 0.9483 0.8250 0.1233 13.6% 0.0093 1.0% 64% False False 66,179
120 0.9483 0.8149 0.1334 14.7% 0.0086 0.9% 67% False False 55,164
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9429
2.618 0.9288
1.618 0.9201
1.000 0.9148
0.618 0.9115
HIGH 0.9062
0.618 0.9028
0.500 0.9018
0.382 0.9008
LOW 0.8975
0.618 0.8922
1.000 0.8889
1.618 0.8835
2.618 0.8749
4.250 0.8607
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.9036 0.9059
PP 0.9027 0.9054
S1 0.9018 0.9049

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

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