CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 0.9111 0.9186 0.0075 0.8% 0.9246
High 0.9199 0.9194 -0.0006 -0.1% 0.9255
Low 0.9108 0.9116 0.0009 0.1% 0.9079
Close 0.9192 0.9129 -0.0063 -0.7% 0.9106
Range 0.0092 0.0078 -0.0014 -15.8% 0.0177
ATR 0.0083 0.0083 0.0000 -0.5% 0.0000
Volume 1,418 915 -503 -35.5% 4,214
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 0.9379 0.9331 0.9171
R3 0.9301 0.9254 0.9150
R2 0.9224 0.9224 0.9143
R1 0.9176 0.9176 0.9136 0.9161
PP 0.9146 0.9146 0.9146 0.9139
S1 0.9099 0.9099 0.9121 0.9084
S2 0.9069 0.9069 0.9114
S3 0.8991 0.9021 0.9107
S4 0.8914 0.8944 0.9086
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 1.7% 0.0081 0.9% 33% False False 1,111
10 0.9265 0.9079 0.0187 2.0% 0.0075 0.8% 27% False False 740
20 0.9509 0.8987 0.0523 5.7% 0.0090 1.0% 27% False False 516
40 0.9509 0.8918 0.0592 6.5% 0.0083 0.9% 36% False False 324
60 0.9509 0.8804 0.0705 7.7% 0.0080 0.9% 46% False False 226
80 0.9509 0.8312 0.1197 13.1% 0.0071 0.8% 68% False False 171
100 0.9509 0.8300 0.1209 13.2% 0.0063 0.7% 69% False False 138
120 0.9509 0.8182 0.1328 14.5% 0.0054 0.6% 71% False False 115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9523
2.618 0.9396
1.618 0.9319
1.000 0.9271
0.618 0.9241
HIGH 0.9194
0.618 0.9164
0.500 0.9155
0.382 0.9146
LOW 0.9116
0.618 0.9068
1.000 0.9039
1.618 0.8991
2.618 0.8913
4.250 0.8787
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 0.9155 0.9139
PP 0.9146 0.9135
S1 0.9137 0.9132

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

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