CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 0.8204 0.8283 0.0080 1.0% 0.8324
High 0.8299 0.8303 0.0004 0.0% 0.8348
Low 0.8149 0.8273 0.0124 1.5% 0.8149
Close 0.8290 0.8303 0.0013 0.2% 0.8290
Range 0.0150 0.0030 -0.0121 -80.3% 0.0199
ATR 0.0056 0.0054 -0.0002 -3.4% 0.0000
Volume 697 18 -679 -97.4% 1,020
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8381 0.8371 0.8319
R3 0.8352 0.8342 0.8311
R2 0.8322 0.8322 0.8308
R1 0.8312 0.8312 0.8305 0.8317
PP 0.8293 0.8293 0.8293 0.8295
S1 0.8283 0.8283 0.8300 0.8288
S2 0.8263 0.8263 0.8297
S3 0.8234 0.8253 0.8294
S4 0.8204 0.8224 0.8286
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 0.8306 0.8149 0.0157 1.9% 0.0060 0.7% 98% False False 203
10 0.8348 0.8149 0.0199 2.4% 0.0059 0.7% 77% False False 117
20 0.8348 0.8126 0.0222 2.7% 0.0039 0.5% 80% False False 65
40 0.8356 0.8126 0.0231 2.8% 0.0035 0.4% 77% False False 44
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8428
2.618 0.8380
1.618 0.8350
1.000 0.8332
0.618 0.8321
HIGH 0.8303
0.618 0.8291
0.500 0.8288
0.382 0.8284
LOW 0.8273
0.618 0.8255
1.000 0.8244
1.618 0.8225
2.618 0.8196
4.250 0.8148
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 0.8298 0.8277
PP 0.8293 0.8251
S1 0.8288 0.8226

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

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