CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 0.8181 0.8168 -0.0013 -0.2% 0.8223
High 0.8190 0.8189 -0.0001 0.0% 0.8224
Low 0.8181 0.8168 -0.0013 -0.2% 0.8141
Close 0.8188 0.8189 0.0001 0.0% 0.8188
Range 0.0009 0.0021 0.0012 141.2% 0.0083
ATR 0.0037 0.0036 -0.0001 -3.2% 0.0000
Volume 6 4 -2 -33.3% 53
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8243 0.8236 0.8200
R3 0.8223 0.8216 0.8194
R2 0.8202 0.8202 0.8192
R1 0.8195 0.8195 0.8190 0.8199
PP 0.8182 0.8182 0.8182 0.8183
S1 0.8175 0.8175 0.8187 0.8178
S2 0.8161 0.8161 0.8185
S3 0.8141 0.8154 0.8183
S4 0.8120 0.8134 0.8177
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8433 0.8393 0.8233
R3 0.8350 0.8310 0.8210
R2 0.8267 0.8267 0.8203
R1 0.8227 0.8227 0.8195 0.8206
PP 0.8184 0.8184 0.8184 0.8173
S1 0.8144 0.8144 0.8180 0.8123
S2 0.8101 0.8101 0.8172
S3 0.8018 0.8061 0.8165
S4 0.7935 0.7978 0.8142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8197 0.8141 0.0056 0.7% 0.0015 0.2% 85% False False 7
10 0.8224 0.8141 0.0083 1.0% 0.0019 0.2% 57% False False 7
20 0.8356 0.8141 0.0215 2.6% 0.0030 0.4% 22% False False 22
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8276
2.618 0.8242
1.618 0.8222
1.000 0.8209
0.618 0.8201
HIGH 0.8189
0.618 0.8181
0.500 0.8178
0.382 0.8176
LOW 0.8168
0.618 0.8155
1.000 0.8148
1.618 0.8135
2.618 0.8114
4.250 0.8081
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 0.8185 0.8187
PP 0.8182 0.8185
S1 0.8178 0.8183

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

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