CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 0.9606 0.9686 0.0080 0.8% 0.9458
High 0.9683 0.9686 0.0003 0.0% 0.9713
Low 0.9606 0.9591 -0.0015 -0.2% 0.9458
Close 0.9683 0.9609 -0.0074 -0.8% 0.9660
Range 0.0077 0.0095 0.0018 23.5% 0.0255
ATR 0.0076 0.0077 0.0001 1.7% 0.0000
Volume 61 91 30 49.2% 613
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9912 0.9855 0.9660
R3 0.9817 0.9760 0.9634
R2 0.9723 0.9723 0.9626
R1 0.9666 0.9666 0.9617 0.9647
PP 0.9628 0.9628 0.9628 0.9619
S1 0.9571 0.9571 0.9600 0.9552
S2 0.9534 0.9534 0.9591
S3 0.9439 0.9477 0.9583
S4 0.9345 0.9382 0.9557
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0375 1.0272 0.9800
R3 1.0120 1.0017 0.9730
R2 0.9865 0.9865 0.9706
R1 0.9762 0.9762 0.9683 0.9814
PP 0.9610 0.9610 0.9610 0.9636
S1 0.9507 0.9507 0.9636 0.9559
S2 0.9355 0.9355 0.9613
S3 0.9100 0.9252 0.9589
S4 0.8845 0.8997 0.9519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9713 0.9474 0.0239 2.5% 0.0103 1.1% 56% False False 97
10 0.9713 0.9391 0.0322 3.4% 0.0077 0.8% 68% False False 85
20 0.9713 0.9055 0.0658 6.8% 0.0064 0.7% 84% False False 76
40 0.9713 0.9043 0.0670 7.0% 0.0054 0.6% 84% False False 44
60 0.9713 0.8951 0.0762 7.9% 0.0043 0.4% 86% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0087
2.618 0.9933
1.618 0.9838
1.000 0.9780
0.618 0.9744
HIGH 0.9686
0.618 0.9649
0.500 0.9638
0.382 0.9627
LOW 0.9591
0.618 0.9533
1.000 0.9496
1.618 0.9438
2.618 0.9344
4.250 0.9189
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 0.9638 0.9638
PP 0.9628 0.9628
S1 0.9618 0.9618

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

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