CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.9108 0.9148 0.0040 0.4% 0.9111
High 0.9171 0.9164 -0.0008 -0.1% 0.9199
Low 0.9108 0.9090 -0.0018 -0.2% 0.9089
Close 0.9148 0.9133 -0.0015 -0.2% 0.9133
Range 0.0064 0.0074 0.0011 16.5% 0.0111
ATR 0.0079 0.0079 0.0000 -0.5% 0.0000
Volume 851 1,891 1,040 122.2% 5,644
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.9351 0.9316 0.9174
R3 0.9277 0.9242 0.9153
R2 0.9203 0.9203 0.9147
R1 0.9168 0.9168 0.9140 0.9148
PP 0.9129 0.9129 0.9129 0.9119
S1 0.9094 0.9094 0.9126 0.9074
S2 0.9055 0.9055 0.9119
S3 0.8981 0.9020 0.9113
S4 0.8907 0.8946 0.9092
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.9473 0.9414 0.9194
R3 0.9362 0.9303 0.9164
R2 0.9251 0.9251 0.9153
R1 0.9192 0.9192 0.9143 0.9222
PP 0.9140 0.9140 0.9140 0.9155
S1 0.9081 0.9081 0.9123 0.9111
S2 0.9029 0.9029 0.9113
S3 0.8918 0.8970 0.9102
S4 0.8807 0.8859 0.9072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9199 0.9089 0.0111 1.2% 0.0071 0.8% 40% False False 1,128
10 0.9255 0.9079 0.0177 1.9% 0.0070 0.8% 31% False False 985
20 0.9509 0.9079 0.0431 4.7% 0.0073 0.8% 13% False False 622
40 0.9509 0.8987 0.0523 5.7% 0.0084 0.9% 28% False False 400
60 0.9509 0.8804 0.0705 7.7% 0.0079 0.9% 47% False False 280
80 0.9509 0.8531 0.0978 10.7% 0.0070 0.8% 62% False False 212
100 0.9509 0.8300 0.1209 13.2% 0.0065 0.7% 69% False False 171
120 0.9509 0.8182 0.1328 14.5% 0.0056 0.6% 72% False False 142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9478
2.618 0.9357
1.618 0.9283
1.000 0.9238
0.618 0.9209
HIGH 0.9164
0.618 0.9135
0.500 0.9127
0.382 0.9118
LOW 0.9090
0.618 0.9044
1.000 0.9016
1.618 0.8970
2.618 0.8896
4.250 0.8775
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.9131 0.9132
PP 0.9129 0.9131
S1 0.9127 0.9130

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

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