CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 0.9165 0.9100 -0.0065 -0.7% 0.9175
High 0.9170 0.9111 -0.0059 -0.6% 0.9229
Low 0.9165 0.9055 -0.0110 -1.2% 0.9156
Close 0.9169 0.9111 -0.0058 -0.6% 0.9169
Range 0.0005 0.0056 0.0051 1,020.0% 0.0073
ATR 0.0053 0.0057 0.0004 8.3% 0.0000
Volume 10 223 213 2,130.0% 17
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 0.9260 0.9242 0.9142
R3 0.9204 0.9186 0.9126
R2 0.9148 0.9148 0.9121
R1 0.9130 0.9130 0.9116 0.9139
PP 0.9092 0.9092 0.9092 0.9097
S1 0.9074 0.9074 0.9106 0.9083
S2 0.9036 0.9036 0.9101
S3 0.8980 0.9018 0.9096
S4 0.8924 0.8962 0.9080
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.9403 0.9359 0.9209
R3 0.9330 0.9286 0.9189
R2 0.9257 0.9257 0.9182
R1 0.9213 0.9213 0.9176 0.9199
PP 0.9184 0.9184 0.9184 0.9177
S1 0.9140 0.9140 0.9162 0.9126
S2 0.9111 0.9111 0.9156
S3 0.9038 0.9067 0.9149
S4 0.8965 0.8994 0.9129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9184 0.9055 0.0129 1.4% 0.0012 0.1% 44% False True 46
10 0.9238 0.9055 0.0183 2.0% 0.0021 0.2% 31% False True 43
20 0.9549 0.9055 0.0494 5.4% 0.0027 0.3% 11% False True 23
40 0.9549 0.9035 0.0514 5.6% 0.0033 0.4% 15% False False 13
60 0.9549 0.8829 0.0721 7.9% 0.0029 0.3% 39% False False 10
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 0.0005
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9349
2.618 0.9258
1.618 0.9202
1.000 0.9167
0.618 0.9146
HIGH 0.9111
0.618 0.9090
0.500 0.9083
0.382 0.9076
LOW 0.9055
0.618 0.9020
1.000 0.8999
1.618 0.8964
2.618 0.8908
4.250 0.8817
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 0.9102 0.9119
PP 0.9092 0.9117
S1 0.9083 0.9114

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

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