CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 0.9581 0.9650 0.0069 0.7% 0.9392
High 0.9667 0.9685 0.0018 0.2% 0.9690
Low 0.9568 0.9547 -0.0021 -0.2% 0.9391
Close 0.9648 0.9574 -0.0074 -0.8% 0.9625
Range 0.0100 0.0138 0.0038 38.2% 0.0299
ATR 0.0097 0.0100 0.0003 3.0% 0.0000
Volume 113,362 121,803 8,441 7.4% 809,255
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0014 0.9932 0.9650
R3 0.9877 0.9794 0.9612
R2 0.9739 0.9739 0.9599
R1 0.9657 0.9657 0.9587 0.9629
PP 0.9602 0.9602 0.9602 0.9588
S1 0.9519 0.9519 0.9561 0.9492
S2 0.9464 0.9464 0.9549
S3 0.9327 0.9382 0.9536
S4 0.9189 0.9244 0.9498
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0466 1.0344 0.9789
R3 1.0167 1.0045 0.9707
R2 0.9868 0.9868 0.9680
R1 0.9746 0.9746 0.9652 0.9807
PP 0.9569 0.9569 0.9569 0.9599
S1 0.9447 0.9447 0.9598 0.9508
S2 0.9270 0.9270 0.9570
S3 0.8971 0.9148 0.9543
S4 0.8672 0.8849 0.9461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9432 0.0258 2.7% 0.0124 1.3% 55% False False 149,664
10 0.9690 0.9343 0.0347 3.6% 0.0101 1.0% 67% False False 132,891
20 0.9690 0.9008 0.0682 7.1% 0.0099 1.0% 83% False False 72,248
40 0.9690 0.8987 0.0704 7.3% 0.0094 1.0% 84% False False 36,361
60 0.9690 0.8840 0.0850 8.9% 0.0089 0.9% 86% False False 24,284
80 0.9690 0.8804 0.0886 9.3% 0.0084 0.9% 87% False False 18,220
100 0.9690 0.8300 0.1390 14.5% 0.0077 0.8% 92% False False 14,578
120 0.9690 0.8300 0.1390 14.5% 0.0069 0.7% 92% False False 12,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0044
1.618 0.9907
1.000 0.9822
0.618 0.9769
HIGH 0.9685
0.618 0.9632
0.500 0.9616
0.382 0.9600
LOW 0.9547
0.618 0.9462
1.000 0.9410
1.618 0.9325
2.618 0.9187
4.250 0.8963
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 0.9616 0.9616
PP 0.9602 0.9602
S1 0.9588 0.9588

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

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