CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.9340 0.9226 -0.0115 -1.2% 0.9329
High 0.9341 0.9244 -0.0098 -1.0% 0.9350
Low 0.9272 0.9226 -0.0046 -0.5% 0.9232
Close 0.9272 0.9244 -0.0028 -0.3% 0.9282
Range 0.0070 0.0018 -0.0052 -74.1% 0.0119
ATR 0.0049 0.0049 0.0000 -0.4% 0.0000
Volume 2 7 5 250.0% 2
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9292 0.9286 0.9253
R3 0.9274 0.9268 0.9248
R2 0.9256 0.9256 0.9247
R1 0.9250 0.9250 0.9245 0.9253
PP 0.9238 0.9238 0.9238 0.9239
S1 0.9232 0.9232 0.9242 0.9235
S2 0.9220 0.9220 0.9240
S3 0.9202 0.9214 0.9239
S4 0.9184 0.9196 0.9234
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9643 0.9581 0.9347
R3 0.9525 0.9462 0.9314
R2 0.9406 0.9406 0.9303
R1 0.9344 0.9344 0.9292 0.9316
PP 0.9288 0.9288 0.9288 0.9274
S1 0.9225 0.9225 0.9271 0.9197
S2 0.9169 0.9169 0.9260
S3 0.9051 0.9107 0.9249
S4 0.8932 0.8988 0.9216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9341 0.9226 0.0116 1.2% 0.0018 0.2% 16% False True 2
10 0.9356 0.9204 0.0152 1.6% 0.0022 0.2% 26% False False 5
20 0.9356 0.8912 0.0444 4.8% 0.0014 0.2% 75% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9320
2.618 0.9291
1.618 0.9273
1.000 0.9262
0.618 0.9255
HIGH 0.9244
0.618 0.9237
0.500 0.9235
0.382 0.9232
LOW 0.9226
0.618 0.9214
1.000 0.9208
1.618 0.9196
2.618 0.9178
4.250 0.9149
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.9241 0.9283
PP 0.9238 0.9270
S1 0.9235 0.9257

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

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