CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 0.8482 0.8534 0.0053 0.6% 0.8340
High 0.8550 0.8559 0.0009 0.1% 0.8559
Low 0.8482 0.8454 -0.0028 -0.3% 0.8340
Close 0.8548 0.8535 -0.0013 -0.2% 0.8535
Range 0.0069 0.0105 0.0037 53.3% 0.0219
ATR 0.0049 0.0053 0.0004 8.2% 0.0000
Volume 295 410 115 39.0% 942
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8831 0.8788 0.8592
R3 0.8726 0.8683 0.8563
R2 0.8621 0.8621 0.8554
R1 0.8578 0.8578 0.8544 0.8599
PP 0.8516 0.8516 0.8516 0.8527
S1 0.8473 0.8473 0.8525 0.8494
S2 0.8411 0.8411 0.8515
S3 0.8306 0.8368 0.8506
S4 0.8201 0.8263 0.8477
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9135 0.9054 0.8655
R3 0.8916 0.8835 0.8595
R2 0.8697 0.8697 0.8575
R1 0.8616 0.8616 0.8555 0.8656
PP 0.8478 0.8478 0.8478 0.8498
S1 0.8397 0.8397 0.8514 0.8437
S2 0.8259 0.8259 0.8494
S3 0.8040 0.8178 0.8474
S4 0.7821 0.7959 0.8414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8559 0.8340 0.0219 2.6% 0.0075 0.9% 89% True False 188
10 0.8559 0.8329 0.0230 2.7% 0.0046 0.5% 89% True False 128
20 0.8559 0.8149 0.0410 4.8% 0.0049 0.6% 94% True False 122
40 0.8559 0.8126 0.0434 5.1% 0.0036 0.4% 94% True False 68
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9005
2.618 0.8834
1.618 0.8729
1.000 0.8664
0.618 0.8624
HIGH 0.8559
0.618 0.8519
0.500 0.8507
0.382 0.8494
LOW 0.8454
0.618 0.8389
1.000 0.8349
1.618 0.8284
2.618 0.8179
4.250 0.8008
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 0.8525 0.8525
PP 0.8516 0.8516
S1 0.8507 0.8507

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

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