CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 0.8375 0.8507 0.0132 1.6% 0.8467
High 0.8571 0.8608 0.0037 0.4% 0.8518
Low 0.8366 0.8486 0.0120 1.4% 0.8250
Close 0.8527 0.8597 0.0071 0.8% 0.8287
Range 0.0205 0.0122 -0.0083 -40.5% 0.0268
ATR 0.0082 0.0085 0.0003 3.5% 0.0000
Volume 657 212 -445 -67.7% 1,176
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8930 0.8885 0.8664
R3 0.8808 0.8763 0.8631
R2 0.8686 0.8686 0.8619
R1 0.8641 0.8641 0.8608 0.8664
PP 0.8564 0.8564 0.8564 0.8575
S1 0.8519 0.8519 0.8586 0.8542
S2 0.8442 0.8442 0.8575
S3 0.8320 0.8397 0.8563
S4 0.8198 0.8275 0.8530
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9154 0.8988 0.8434
R3 0.8886 0.8720 0.8360
R2 0.8619 0.8619 0.8336
R1 0.8453 0.8453 0.8311 0.8402
PP 0.8351 0.8351 0.8351 0.8326
S1 0.8185 0.8185 0.8262 0.8135
S2 0.8084 0.8084 0.8237
S3 0.7816 0.7918 0.8213
S4 0.7549 0.7650 0.8139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8608 0.8250 0.0358 4.2% 0.0136 1.6% 97% True False 408
10 0.8608 0.8250 0.0358 4.2% 0.0094 1.1% 97% True False 275
20 0.8644 0.8250 0.0394 4.6% 0.0085 1.0% 88% False False 247
40 0.8644 0.8149 0.0495 5.8% 0.0065 0.8% 91% False False 169
60 0.8644 0.8126 0.0518 6.0% 0.0050 0.6% 91% False False 116
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9127
2.618 0.8927
1.618 0.8805
1.000 0.8730
0.618 0.8683
HIGH 0.8608
0.618 0.8561
0.500 0.8547
0.382 0.8533
LOW 0.8486
0.618 0.8411
1.000 0.8364
1.618 0.8289
2.618 0.8167
4.250 0.7968
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 0.8580 0.8549
PP 0.8564 0.8501
S1 0.8547 0.8452

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

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