CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 0.9282 0.9340 0.0059 0.6% 0.9329
High 0.9282 0.9341 0.0060 0.6% 0.9350
Low 0.9282 0.9272 -0.0010 -0.1% 0.9232
Close 0.9282 0.9272 -0.0010 -0.1% 0.9282
Range 0.0000 0.0070 0.0070 0.0119
ATR 0.0047 0.0049 0.0002 3.3% 0.0000
Volume 0 2 2 2
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9503 0.9457 0.9310
R3 0.9434 0.9387 0.9291
R2 0.9364 0.9364 0.9284
R1 0.9318 0.9318 0.9278 0.9306
PP 0.9295 0.9295 0.9295 0.9289
S1 0.9248 0.9248 0.9265 0.9237
S2 0.9225 0.9225 0.9259
S3 0.9156 0.9179 0.9252
S4 0.9086 0.9109 0.9233
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9643 0.9581 0.9347
R3 0.9525 0.9462 0.9314
R2 0.9406 0.9406 0.9303
R1 0.9344 0.9344 0.9292 0.9316
PP 0.9288 0.9288 0.9288 0.9274
S1 0.9225 0.9225 0.9271 0.9197
S2 0.9169 0.9169 0.9260
S3 0.9051 0.9107 0.9249
S4 0.8932 0.8988 0.9216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9341 0.9232 0.0110 1.2% 0.0014 0.2% 37% True False
10 0.9356 0.9098 0.0258 2.8% 0.0024 0.3% 67% False False 5
20 0.9356 0.8912 0.0444 4.8% 0.0013 0.1% 81% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9636
2.618 0.9523
1.618 0.9453
1.000 0.9411
0.618 0.9384
HIGH 0.9341
0.618 0.9314
0.500 0.9306
0.382 0.9298
LOW 0.9272
0.618 0.9229
1.000 0.9202
1.618 0.9159
2.618 0.9090
4.250 0.8976
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 0.9306 0.9286
PP 0.9295 0.9281
S1 0.9283 0.9276

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

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