CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 0.8338 0.8340 0.0002 0.0% 0.8351
High 0.8361 0.8459 0.0098 1.2% 0.8361
Low 0.8338 0.8340 0.0002 0.0% 0.8329
Close 0.8357 0.8417 0.0061 0.7% 0.8357
Range 0.0023 0.0119 0.0096 417.4% 0.0032
ATR 0.0041 0.0047 0.0006 13.4% 0.0000
Volume 99 56 -43 -43.4% 301
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8762 0.8709 0.8482
R3 0.8643 0.8590 0.8450
R2 0.8524 0.8524 0.8439
R1 0.8471 0.8471 0.8428 0.8498
PP 0.8405 0.8405 0.8405 0.8419
S1 0.8352 0.8352 0.8406 0.8379
S2 0.8286 0.8286 0.8395
S3 0.8167 0.8233 0.8384
S4 0.8048 0.8114 0.8352
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8445 0.8433 0.8374
R3 0.8413 0.8401 0.8365
R2 0.8381 0.8381 0.8362
R1 0.8369 0.8369 0.8359 0.8375
PP 0.8349 0.8349 0.8349 0.8352
S1 0.8337 0.8337 0.8354 0.8343
S2 0.8317 0.8317 0.8351
S3 0.8285 0.8305 0.8348
S4 0.8253 0.8273 0.8339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8459 0.8329 0.0130 1.5% 0.0036 0.4% 68% True False 71
10 0.8459 0.8149 0.0310 3.7% 0.0042 0.5% 86% True False 117
20 0.8459 0.8126 0.0334 4.0% 0.0047 0.6% 87% True False 84
40 0.8459 0.8126 0.0334 4.0% 0.0034 0.4% 87% True False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8965
2.618 0.8771
1.618 0.8652
1.000 0.8578
0.618 0.8533
HIGH 0.8459
0.618 0.8414
0.500 0.8400
0.382 0.8385
LOW 0.8340
0.618 0.8266
1.000 0.8221
1.618 0.8147
2.618 0.8028
4.250 0.7834
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 0.8411 0.8409
PP 0.8405 0.8402
S1 0.8400 0.8394

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

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