CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 0.8300 0.8335 0.0035 0.4% 0.8324
High 0.8312 0.8351 0.0039 0.5% 0.8348
Low 0.8300 0.8334 0.0034 0.4% 0.8149
Close 0.8312 0.8351 0.0039 0.5% 0.8290
Range 0.0012 0.0017 0.0005 37.5% 0.0199
ATR 0.0050 0.0049 -0.0001 -1.6% 0.0000
Volume 35 45 10 28.6% 1,020
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8395 0.8389 0.8360
R3 0.8378 0.8373 0.8355
R2 0.8362 0.8362 0.8354
R1 0.8356 0.8356 0.8352 0.8359
PP 0.8345 0.8345 0.8345 0.8346
S1 0.8340 0.8340 0.8349 0.8342
S2 0.8329 0.8329 0.8347
S3 0.8312 0.8323 0.8346
S4 0.8296 0.8307 0.8341
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8858 0.8772 0.8399
R3 0.8659 0.8574 0.8344
R2 0.8461 0.8461 0.8326
R1 0.8375 0.8375 0.8308 0.8319
PP 0.8262 0.8262 0.8262 0.8234
S1 0.8177 0.8177 0.8271 0.8120
S2 0.8064 0.8064 0.8253
S3 0.7865 0.7978 0.8235
S4 0.7667 0.7780 0.8180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8351 0.8149 0.0202 2.4% 0.0048 0.6% 100% True False 163
10 0.8351 0.8149 0.0202 2.4% 0.0052 0.6% 100% True False 119
20 0.8351 0.8126 0.0225 2.7% 0.0041 0.5% 100% True False 70
40 0.8352 0.8126 0.0226 2.7% 0.0034 0.4% 100% False False 46
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8421
2.618 0.8394
1.618 0.8377
1.000 0.8367
0.618 0.8361
HIGH 0.8351
0.618 0.8344
0.500 0.8342
0.382 0.8340
LOW 0.8334
0.618 0.8324
1.000 0.8318
1.618 0.8307
2.618 0.8291
4.250 0.8264
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 0.8348 0.8340
PP 0.8345 0.8329
S1 0.8342 0.8318

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

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