CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 0.9379 0.9392 0.0013 0.1% 0.9415
High 0.9417 0.9491 0.0074 0.8% 0.9443
Low 0.9354 0.9391 0.0038 0.4% 0.9298
Close 0.9398 0.9451 0.0054 0.6% 0.9398
Range 0.0064 0.0100 0.0036 56.7% 0.0145
ATR 0.0090 0.0091 0.0001 0.7% 0.0000
Volume 124,758 156,086 31,328 25.1% 363,492
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9743 0.9696 0.9506
R3 0.9643 0.9597 0.9478
R2 0.9544 0.9544 0.9469
R1 0.9497 0.9497 0.9460 0.9521
PP 0.9444 0.9444 0.9444 0.9456
S1 0.9398 0.9398 0.9442 0.9421
S2 0.9345 0.9345 0.9433
S3 0.9245 0.9298 0.9424
S4 0.9146 0.9199 0.9396
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9815 0.9751 0.9477
R3 0.9670 0.9606 0.9437
R2 0.9525 0.9525 0.9424
R1 0.9461 0.9461 0.9411 0.9420
PP 0.9380 0.9380 0.9380 0.9359
S1 0.9316 0.9316 0.9384 0.9275
S2 0.9235 0.9235 0.9371
S3 0.9090 0.9171 0.9358
S4 0.8945 0.9026 0.9318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9491 0.9298 0.0193 2.0% 0.0076 0.8% 79% True False 96,399
10 0.9491 0.9008 0.0483 5.1% 0.0103 1.1% 92% True False 55,240
20 0.9491 0.9008 0.0483 5.1% 0.0087 0.9% 92% True False 28,112
40 0.9509 0.8987 0.0523 5.5% 0.0090 0.9% 89% False False 14,173
60 0.9509 0.8840 0.0669 7.1% 0.0082 0.9% 91% False False 9,483
80 0.9509 0.8804 0.0705 7.5% 0.0076 0.8% 92% False False 7,116
100 0.9509 0.8300 0.1209 12.8% 0.0071 0.7% 95% False False 5,694
120 0.9509 0.8300 0.1209 12.8% 0.0063 0.7% 95% False False 4,746
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 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9913
2.618 0.9751
1.618 0.9651
1.000 0.9590
0.618 0.9552
HIGH 0.9491
0.618 0.9452
0.500 0.9441
0.382 0.9429
LOW 0.9391
0.618 0.9330
1.000 0.9292
1.618 0.9230
2.618 0.9131
4.250 0.8968
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 0.9448 0.9441
PP 0.9444 0.9432
S1 0.9441 0.9422

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

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