CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.8288 0.8300 0.0013 0.2% 0.8324
High 0.8319 0.8312 -0.0007 -0.1% 0.8348
Low 0.8285 0.8300 0.0015 0.2% 0.8149
Close 0.8301 0.8312 0.0012 0.1% 0.8290
Range 0.0034 0.0012 -0.0022 -64.7% 0.0199
ATR 0.0053 0.0050 -0.0003 -5.5% 0.0000
Volume 21 35 14 66.7% 1,020
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8344 0.8340 0.8319
R3 0.8332 0.8328 0.8315
R2 0.8320 0.8320 0.8314
R1 0.8316 0.8316 0.8313 0.8318
PP 0.8308 0.8308 0.8308 0.8309
S1 0.8304 0.8304 0.8311 0.8306
S2 0.8296 0.8296 0.8310
S3 0.8284 0.8292 0.8309
S4 0.8272 0.8280 0.8305
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 0.8319 0.8149 0.0170 2.0% 0.0055 0.7% 96% False False 199
10 0.8348 0.8149 0.0199 2.4% 0.0053 0.6% 82% False False 115
20 0.8348 0.8126 0.0222 2.7% 0.0041 0.5% 84% False False 68
40 0.8352 0.8126 0.0226 2.7% 0.0035 0.4% 83% False False 45
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8363
2.618 0.8343
1.618 0.8331
1.000 0.8324
0.618 0.8319
HIGH 0.8312
0.618 0.8307
0.500 0.8306
0.382 0.8305
LOW 0.8300
0.618 0.8293
1.000 0.8288
1.618 0.8281
2.618 0.8269
4.250 0.8249
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.8310 0.8307
PP 0.8308 0.8301
S1 0.8306 0.8296

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

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