CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 0.9093 0.9067 -0.0026 -0.3% 0.9111
High 0.9095 0.9202 0.0108 1.2% 0.9199
Low 0.9008 0.9057 0.0049 0.5% 0.9089
Close 0.9076 0.9160 0.0085 0.9% 0.9133
Range 0.0087 0.0146 0.0059 68.2% 0.0111
ATR 0.0082 0.0087 0.0005 5.5% 0.0000
Volume 5,845 3,442 -2,403 -41.1% 5,644
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9576 0.9514 0.9240
R3 0.9431 0.9368 0.9200
R2 0.9285 0.9285 0.9187
R1 0.9223 0.9223 0.9173 0.9254
PP 0.9140 0.9140 0.9140 0.9155
S1 0.9077 0.9077 0.9147 0.9108
S2 0.8994 0.8994 0.9133
S3 0.8849 0.8932 0.9120
S4 0.8703 0.8786 0.9080
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 0.9202 0.9008 0.0194 2.1% 0.0083 0.9% 78% True False 2,519
10 0.9230 0.9008 0.0222 2.4% 0.0082 0.9% 68% False False 1,815
20 0.9440 0.9008 0.0432 4.7% 0.0079 0.9% 35% False False 1,065
40 0.9509 0.8987 0.0523 5.7% 0.0087 0.9% 33% False False 628
60 0.9509 0.8804 0.0705 7.7% 0.0081 0.9% 50% False False 435
80 0.9509 0.8686 0.0823 9.0% 0.0072 0.8% 58% False False 328
100 0.9509 0.8300 0.1209 13.2% 0.0066 0.7% 71% False False 263
120 0.9509 0.8208 0.1302 14.2% 0.0058 0.6% 73% False False 220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.9820
2.618 0.9583
1.618 0.9437
1.000 0.9348
0.618 0.9292
HIGH 0.9202
0.618 0.9146
0.500 0.9129
0.382 0.9112
LOW 0.9057
0.618 0.8967
1.000 0.8911
1.618 0.8821
2.618 0.8676
4.250 0.8438
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 0.9150 0.9142
PP 0.9140 0.9123
S1 0.9129 0.9105

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

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