CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 0.9458 0.9497 0.0039 0.4% 0.9456
High 0.9502 0.9524 0.0022 0.2% 0.9468
Low 0.9458 0.9462 0.0005 0.0% 0.9345
Close 0.9485 0.9506 0.0021 0.2% 0.9432
Range 0.0045 0.0062 0.0018 39.3% 0.0123
ATR 0.0067 0.0067 0.0000 -0.5% 0.0000
Volume 139 137 -2 -1.4% 208
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9683 0.9657 0.9540
R3 0.9621 0.9595 0.9523
R2 0.9559 0.9559 0.9517
R1 0.9533 0.9533 0.9512 0.9546
PP 0.9497 0.9497 0.9497 0.9504
S1 0.9471 0.9471 0.9500 0.9484
S2 0.9435 0.9435 0.9495
S3 0.9373 0.9409 0.9489
S4 0.9311 0.9347 0.9472
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9784 0.9731 0.9500
R3 0.9661 0.9608 0.9466
R2 0.9538 0.9538 0.9455
R1 0.9485 0.9485 0.9443 0.9450
PP 0.9415 0.9415 0.9415 0.9398
S1 0.9362 0.9362 0.9421 0.9327
S2 0.9292 0.9292 0.9409
S3 0.9169 0.9239 0.9398
S4 0.9046 0.9116 0.9364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9524 0.9391 0.0134 1.4% 0.0052 0.5% 87% True False 73
10 0.9524 0.9158 0.0367 3.9% 0.0070 0.7% 95% True False 80
20 0.9524 0.9055 0.0469 4.9% 0.0045 0.5% 96% True False 61
40 0.9549 0.9035 0.0514 5.4% 0.0045 0.5% 92% False False 32
60 0.9549 0.8912 0.0637 6.7% 0.0034 0.4% 93% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9788
2.618 0.9686
1.618 0.9624
1.000 0.9586
0.618 0.9562
HIGH 0.9524
0.618 0.9500
0.500 0.9493
0.382 0.9486
LOW 0.9462
0.618 0.9424
1.000 0.9400
1.618 0.9362
2.618 0.9300
4.250 0.9199
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 0.9502 0.9492
PP 0.9497 0.9477
S1 0.9493 0.9463

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

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