CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 0.9573 0.9571 -0.0002 0.0% 0.9392
High 0.9616 0.9644 0.0028 0.3% 0.9690
Low 0.9568 0.9445 -0.0123 -1.3% 0.9391
Close 0.9605 0.9482 -0.0123 -1.3% 0.9625
Range 0.0049 0.0199 0.0150 309.3% 0.0299
ATR 0.0096 0.0104 0.0007 7.6% 0.0000
Volume 75,818 133,503 57,685 76.1% 809,255
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0119 0.9999 0.9591
R3 0.9921 0.9801 0.9537
R2 0.9722 0.9722 0.9518
R1 0.9602 0.9602 0.9500 0.9563
PP 0.9524 0.9524 0.9524 0.9504
S1 0.9404 0.9404 0.9464 0.9364
S2 0.9325 0.9325 0.9446
S3 0.9127 0.9205 0.9427
S4 0.8928 0.9007 0.9373
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 0.9685 0.9445 0.0240 2.5% 0.0111 1.2% 15% False True 114,866
10 0.9690 0.9354 0.0337 3.5% 0.0110 1.2% 38% False False 137,849
20 0.9690 0.9008 0.0682 7.2% 0.0105 1.1% 70% False False 82,639
40 0.9690 0.8987 0.0704 7.4% 0.0098 1.0% 70% False False 41,590
60 0.9690 0.8934 0.0756 8.0% 0.0090 1.0% 72% False False 27,770
80 0.9690 0.8804 0.0886 9.3% 0.0085 0.9% 77% False False 20,836
100 0.9690 0.8360 0.1330 14.0% 0.0078 0.8% 84% False False 16,670
120 0.9690 0.8300 0.1390 14.7% 0.0071 0.7% 85% False False 13,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0487
2.618 1.0163
1.618 0.9965
1.000 0.9842
0.618 0.9766
HIGH 0.9644
0.618 0.9568
0.500 0.9544
0.382 0.9521
LOW 0.9445
0.618 0.9322
1.000 0.9247
1.618 0.9124
2.618 0.8925
4.250 0.8601
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 0.9544 0.9565
PP 0.9524 0.9537
S1 0.9503 0.9510

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

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