CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 0.8333 0.8338 0.0005 0.1% 0.8283
High 0.8342 0.8361 0.0019 0.2% 0.8351
Low 0.8329 0.8338 0.0009 0.1% 0.8273
Close 0.8333 0.8357 0.0024 0.3% 0.8351
Range 0.0013 0.0023 0.0010 76.9% 0.0078
ATR 0.0042 0.0041 -0.0001 -2.4% 0.0000
Volume 143 99 -44 -30.8% 119
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8421 0.8412 0.8369
R3 0.8398 0.8389 0.8363
R2 0.8375 0.8375 0.8361
R1 0.8366 0.8366 0.8359 0.8370
PP 0.8352 0.8352 0.8352 0.8354
S1 0.8343 0.8343 0.8354 0.8347
S2 0.8329 0.8329 0.8352
S3 0.8306 0.8320 0.8350
S4 0.8283 0.8297 0.8344
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 0.8361 0.8329 0.0032 0.4% 0.0016 0.2% 86% True False 69
10 0.8361 0.8149 0.0212 2.5% 0.0035 0.4% 98% True False 134
20 0.8361 0.8126 0.0236 2.8% 0.0043 0.5% 98% True False 85
40 0.8361 0.8126 0.0236 2.8% 0.0032 0.4% 98% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8459
2.618 0.8421
1.618 0.8398
1.000 0.8384
0.618 0.8375
HIGH 0.8361
0.618 0.8352
0.500 0.8350
0.382 0.8347
LOW 0.8338
0.618 0.8324
1.000 0.8315
1.618 0.8301
2.618 0.8278
4.250 0.8240
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 0.8354 0.8353
PP 0.8352 0.8349
S1 0.8350 0.8345

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

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