CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 0.9100 0.9182 0.0082 0.9% 0.9175
High 0.9111 0.9235 0.0124 1.4% 0.9229
Low 0.9055 0.9158 0.0103 1.1% 0.9156
Close 0.9111 0.9197 0.0086 0.9% 0.9169
Range 0.0056 0.0077 0.0021 37.5% 0.0073
ATR 0.0057 0.0062 0.0005 8.3% 0.0000
Volume 223 69 -154 -69.1% 17
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9427 0.9389 0.9239
R3 0.9350 0.9312 0.9218
R2 0.9273 0.9273 0.9211
R1 0.9235 0.9235 0.9204 0.9254
PP 0.9196 0.9196 0.9196 0.9206
S1 0.9158 0.9158 0.9189 0.9177
S2 0.9119 0.9119 0.9182
S3 0.9042 0.9081 0.9175
S4 0.8965 0.9004 0.9154
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 0.9235 0.9055 0.0180 2.0% 0.0028 0.3% 79% True False 60
10 0.9235 0.9055 0.0180 2.0% 0.0025 0.3% 79% True False 48
20 0.9431 0.9055 0.0376 4.1% 0.0027 0.3% 38% False False 26
40 0.9549 0.9035 0.0514 5.6% 0.0034 0.4% 31% False False 15
60 0.9549 0.8829 0.0721 7.8% 0.0029 0.3% 51% False False 11
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 0.0006
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9562
2.618 0.9436
1.618 0.9359
1.000 0.9312
0.618 0.9282
HIGH 0.9235
0.618 0.9205
0.500 0.9196
0.382 0.9187
LOW 0.9158
0.618 0.9110
1.000 0.9081
1.618 0.9033
2.618 0.8956
4.250 0.8830
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 0.9196 0.9179
PP 0.9196 0.9162
S1 0.9196 0.9145

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

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