CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 0.8581 0.8559 -0.0022 -0.3% 0.8588
High 0.8581 0.8644 0.0063 0.7% 0.8606
Low 0.8506 0.8552 0.0047 0.5% 0.8483
Close 0.8547 0.8593 0.0047 0.5% 0.8578
Range 0.0075 0.0092 0.0017 22.0% 0.0123
ATR 0.0059 0.0062 0.0003 4.5% 0.0000
Volume 157 326 169 107.6% 826
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8871 0.8823 0.8643
R3 0.8779 0.8732 0.8618
R2 0.8688 0.8688 0.8610
R1 0.8640 0.8640 0.8601 0.8664
PP 0.8596 0.8596 0.8596 0.8608
S1 0.8549 0.8549 0.8585 0.8573
S2 0.8505 0.8505 0.8576
S3 0.8413 0.8457 0.8568
S4 0.8322 0.8366 0.8543
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8924 0.8874 0.8645
R3 0.8801 0.8751 0.8611
R2 0.8678 0.8678 0.8600
R1 0.8628 0.8628 0.8589 0.8592
PP 0.8555 0.8555 0.8555 0.8537
S1 0.8505 0.8505 0.8566 0.8469
S2 0.8432 0.8432 0.8555
S3 0.8309 0.8382 0.8544
S4 0.8186 0.8259 0.8510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8644 0.8483 0.0161 1.9% 0.0077 0.9% 69% True False 207
10 0.8644 0.8454 0.0190 2.2% 0.0070 0.8% 73% True False 215
20 0.8644 0.8273 0.0371 4.3% 0.0052 0.6% 86% True False 133
40 0.8644 0.8126 0.0518 6.0% 0.0045 0.5% 90% True False 99
60 0.8644 0.8126 0.0518 6.0% 0.0041 0.5% 90% True False 73
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9032
2.618 0.8883
1.618 0.8792
1.000 0.8735
0.618 0.8700
HIGH 0.8644
0.618 0.8609
0.500 0.8598
0.382 0.8587
LOW 0.8552
0.618 0.8495
1.000 0.8461
1.618 0.8404
2.618 0.8312
4.250 0.8163
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 0.8598 0.8585
PP 0.8596 0.8576
S1 0.8595 0.8568

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

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