CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 0.9483 0.9502 0.0019 0.2% 0.9456
High 0.9552 0.9713 0.0161 1.7% 0.9468
Low 0.9474 0.9502 0.0028 0.3% 0.9345
Close 0.9501 0.9655 0.0154 1.6% 0.9432
Range 0.0078 0.0211 0.0133 169.9% 0.0123
ATR 0.0067 0.0078 0.0010 15.3% 0.0000
Volume 99 207 108 109.1% 208
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0255 1.0165 0.9770
R3 1.0044 0.9955 0.9712
R2 0.9834 0.9834 0.9693
R1 0.9744 0.9744 0.9674 0.9789
PP 0.9623 0.9623 0.9623 0.9645
S1 0.9534 0.9534 0.9635 0.9578
S2 0.9413 0.9413 0.9616
S3 0.9202 0.9323 0.9597
S4 0.8992 0.9113 0.9539
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 0.9713 0.9402 0.0311 3.2% 0.0086 0.9% 81% True False 125
10 0.9713 0.9278 0.0435 4.5% 0.0085 0.9% 87% True False 96
20 0.9713 0.9055 0.0658 6.8% 0.0057 0.6% 91% True False 75
40 0.9713 0.9035 0.0678 7.0% 0.0051 0.5% 91% True False 40
60 0.9713 0.8912 0.0801 8.3% 0.0039 0.4% 93% True False 28
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 0.0009
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 1.0607
2.618 1.0264
1.618 1.0053
1.000 0.9923
0.618 0.9843
HIGH 0.9713
0.618 0.9632
0.500 0.9607
0.382 0.9582
LOW 0.9502
0.618 0.9372
1.000 0.9292
1.618 0.9161
2.618 0.8951
4.250 0.8607
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 0.9639 0.9632
PP 0.9623 0.9610
S1 0.9607 0.9587

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

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