CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 0.8335 0.8351 0.0016 0.2% 0.8283
High 0.8351 0.8353 0.0003 0.0% 0.8351
Low 0.8334 0.8335 0.0001 0.0% 0.8273
Close 0.8351 0.8348 -0.0003 0.0% 0.8351
Range 0.0017 0.0019 0.0002 12.1% 0.0078
ATR 0.0049 0.0047 -0.0002 -4.5% 0.0000
Volume 45 38 -7 -15.6% 119
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8401 0.8393 0.8358
R3 0.8382 0.8374 0.8353
R2 0.8364 0.8364 0.8351
R1 0.8356 0.8356 0.8350 0.8351
PP 0.8345 0.8345 0.8345 0.8343
S1 0.8337 0.8337 0.8346 0.8332
S2 0.8327 0.8327 0.8345
S3 0.8308 0.8319 0.8343
S4 0.8290 0.8300 0.8338
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8557 0.8531 0.8393
R3 0.8480 0.8454 0.8372
R2 0.8402 0.8402 0.8365
R1 0.8376 0.8376 0.8358 0.8389
PP 0.8325 0.8325 0.8325 0.8331
S1 0.8299 0.8299 0.8343 0.8312
S2 0.8247 0.8247 0.8336
S3 0.8170 0.8221 0.8329
S4 0.8092 0.8144 0.8308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8353 0.8273 0.0080 1.0% 0.0022 0.3% 94% True False 31
10 0.8353 0.8149 0.0204 2.4% 0.0044 0.5% 98% True False 117
20 0.8353 0.8126 0.0228 2.7% 0.0042 0.5% 98% True False 72
40 0.8353 0.8126 0.0228 2.7% 0.0034 0.4% 98% True False 47
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8432
2.618 0.8401
1.618 0.8383
1.000 0.8372
0.618 0.8364
HIGH 0.8353
0.618 0.8346
0.500 0.8344
0.382 0.8342
LOW 0.8335
0.618 0.8323
1.000 0.8316
1.618 0.8305
2.618 0.8286
4.250 0.8256
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 0.8347 0.8341
PP 0.8345 0.8334
S1 0.8344 0.8327

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

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