CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 0.8306 0.8264 -0.0042 -0.5% 0.8137
High 0.8306 0.8264 -0.0042 -0.5% 0.8325
Low 0.8258 0.8240 -0.0017 -0.2% 0.8137
Close 0.8258 0.8253 -0.0005 -0.1% 0.8325
Range 0.0048 0.0023 -0.0025 -52.1% 0.0188
ATR 0.0049 0.0047 -0.0002 -3.8% 0.0000
Volume 46 30 -16 -34.8% 191
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8321 0.8310 0.8266
R3 0.8298 0.8287 0.8259
R2 0.8275 0.8275 0.8257
R1 0.8264 0.8264 0.8255 0.8258
PP 0.8252 0.8252 0.8252 0.8249
S1 0.8241 0.8241 0.8251 0.8235
S2 0.8229 0.8229 0.8249
S3 0.8206 0.8218 0.8247
S4 0.8183 0.8195 0.8240
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8826 0.8764 0.8428
R3 0.8638 0.8576 0.8377
R2 0.8450 0.8450 0.8359
R1 0.8388 0.8388 0.8342 0.8419
PP 0.8262 0.8262 0.8262 0.8278
S1 0.8200 0.8200 0.8308 0.8231
S2 0.8074 0.8074 0.8291
S3 0.7886 0.8012 0.8273
S4 0.7698 0.7824 0.8222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8348 0.8231 0.0117 1.4% 0.0050 0.6% 19% False False 31
10 0.8348 0.8126 0.0222 2.7% 0.0050 0.6% 57% False False 36
20 0.8348 0.8126 0.0222 2.7% 0.0031 0.4% 57% False False 19
40 0.8395 0.8126 0.0270 3.3% 0.0033 0.4% 47% False False 20
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0006
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8361
2.618 0.8324
1.618 0.8301
1.000 0.8287
0.618 0.8278
HIGH 0.8264
0.618 0.8255
0.500 0.8252
0.382 0.8249
LOW 0.8240
0.618 0.8226
1.000 0.8217
1.618 0.8203
2.618 0.8180
4.250 0.8143
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 0.8253 0.8294
PP 0.8252 0.8280
S1 0.8252 0.8267

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

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