CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 0.8351 0.8339 -0.0012 -0.1% 0.8283
High 0.8353 0.8345 -0.0008 -0.1% 0.8351
Low 0.8335 0.8337 0.0003 0.0% 0.8273
Close 0.8348 0.8345 -0.0003 0.0% 0.8351
Range 0.0019 0.0008 -0.0011 -59.5% 0.0078
ATR 0.0047 0.0044 -0.0003 -5.5% 0.0000
Volume 38 21 -17 -44.7% 119
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8365 0.8363 0.8349
R3 0.8358 0.8355 0.8347
R2 0.8350 0.8350 0.8346
R1 0.8348 0.8348 0.8346 0.8349
PP 0.8342 0.8342 0.8342 0.8343
S1 0.8340 0.8340 0.8344 0.8341
S2 0.8335 0.8335 0.8344
S3 0.8327 0.8332 0.8343
S4 0.8320 0.8325 0.8341
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 0.8285 0.0068 0.8% 0.0018 0.2% 88% False False 32
10 0.8353 0.8149 0.0204 2.4% 0.0039 0.5% 96% False False 117
20 0.8353 0.8126 0.0228 2.7% 0.0042 0.5% 96% False False 73
40 0.8353 0.8126 0.0228 2.7% 0.0032 0.4% 96% False False 47
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.8377
2.618 0.8365
1.618 0.8357
1.000 0.8353
0.618 0.8350
HIGH 0.8345
0.618 0.8342
0.500 0.8341
0.382 0.8340
LOW 0.8337
0.618 0.8333
1.000 0.8330
1.618 0.8325
2.618 0.8318
4.250 0.8306
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 0.8344 0.8345
PP 0.8342 0.8344
S1 0.8341 0.8344

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

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