CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 0.9129 0.9111 -0.0018 -0.2% 0.9246
High 0.9129 0.9199 0.0070 0.8% 0.9255
Low 0.9079 0.9108 0.0029 0.3% 0.9079
Close 0.9106 0.9192 0.0086 0.9% 0.9106
Range 0.0051 0.0092 0.0041 82.2% 0.0177
ATR 0.0083 0.0083 0.0001 1.0% 0.0000
Volume 917 1,418 501 54.6% 4,214
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 0.9442 0.9409 0.9242
R3 0.9350 0.9317 0.9217
R2 0.9258 0.9258 0.9208
R1 0.9225 0.9225 0.9200 0.9241
PP 0.9166 0.9166 0.9166 0.9174
S1 0.9133 0.9133 0.9183 0.9150
S2 0.9074 0.9074 0.9175
S3 0.8982 0.9041 0.9166
S4 0.8890 0.8949 0.9141
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.9676 0.9567 0.9203
R3 0.9499 0.9391 0.9154
R2 0.9323 0.9323 0.9138
R1 0.9214 0.9214 0.9122 0.9180
PP 0.9146 0.9146 0.9146 0.9129
S1 0.9038 0.9038 0.9089 0.9004
S2 0.8970 0.8970 0.9073
S3 0.8793 0.8861 0.9057
S4 0.8617 0.8685 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9230 0.9079 0.0152 1.6% 0.0078 0.9% 75% False False 1,033
10 0.9265 0.9079 0.0187 2.0% 0.0075 0.8% 61% False False 697
20 0.9509 0.8987 0.0523 5.7% 0.0088 1.0% 39% False False 475
40 0.9509 0.8840 0.0669 7.3% 0.0083 0.9% 53% False False 302
60 0.9509 0.8804 0.0705 7.7% 0.0079 0.9% 55% False False 211
80 0.9509 0.8300 0.1209 13.2% 0.0071 0.8% 74% False False 160
100 0.9509 0.8300 0.1209 13.2% 0.0062 0.7% 74% False False 129
120 0.9509 0.8182 0.1328 14.4% 0.0054 0.6% 76% False False 107
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9590
2.618 0.9440
1.618 0.9348
1.000 0.9291
0.618 0.9256
HIGH 0.9199
0.618 0.9164
0.500 0.9153
0.382 0.9143
LOW 0.9108
0.618 0.9051
1.000 0.9016
1.618 0.8959
2.618 0.8867
4.250 0.8717
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 0.9179 0.9174
PP 0.9166 0.9156
S1 0.9153 0.9139

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

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