CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 0.8264 0.8226 -0.0038 -0.5% 0.8137
High 0.8264 0.8226 -0.0038 -0.5% 0.8325
Low 0.8240 0.8178 -0.0063 -0.8% 0.8137
Close 0.8253 0.8178 -0.0076 -0.9% 0.8325
Range 0.0023 0.0049 0.0025 110.9% 0.0188
ATR 0.0047 0.0049 0.0002 4.3% 0.0000
Volume 30 228 198 660.0% 191
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8339 0.8307 0.8204
R3 0.8291 0.8258 0.8191
R2 0.8242 0.8242 0.8186
R1 0.8210 0.8210 0.8182 0.8202
PP 0.8194 0.8194 0.8194 0.8190
S1 0.8161 0.8161 0.8173 0.8153
S2 0.8145 0.8145 0.8169
S3 0.8097 0.8113 0.8164
S4 0.8048 0.8064 0.8151
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 0.8178 0.0170 2.1% 0.0055 0.7% 0% False True 76
10 0.8348 0.8126 0.0222 2.7% 0.0051 0.6% 23% False False 52
20 0.8348 0.8126 0.0222 2.7% 0.0032 0.4% 23% False False 30
40 0.8395 0.8126 0.0270 3.3% 0.0034 0.4% 19% False False 26
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8432
2.618 0.8353
1.618 0.8304
1.000 0.8275
0.618 0.8256
HIGH 0.8226
0.618 0.8207
0.500 0.8202
0.382 0.8196
LOW 0.8178
0.618 0.8148
1.000 0.8129
1.618 0.8099
2.618 0.8051
4.250 0.7971
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 0.8202 0.8242
PP 0.8194 0.8220
S1 0.8186 0.8199

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

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