CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 0.9650 0.9573 -0.0077 -0.8% 0.9392
High 0.9685 0.9616 -0.0069 -0.7% 0.9690
Low 0.9547 0.9568 0.0021 0.2% 0.9391
Close 0.9574 0.9605 0.0031 0.3% 0.9625
Range 0.0138 0.0049 -0.0089 -64.7% 0.0299
ATR 0.0100 0.0096 -0.0004 -3.7% 0.0000
Volume 121,803 75,818 -45,985 -37.8% 809,255
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9742 0.9722 0.9631
R3 0.9693 0.9673 0.9618
R2 0.9645 0.9645 0.9613
R1 0.9625 0.9625 0.9609 0.9635
PP 0.9596 0.9596 0.9596 0.9601
S1 0.9576 0.9576 0.9600 0.9586
S2 0.9548 0.9548 0.9596
S3 0.9499 0.9528 0.9591
S4 0.9451 0.9479 0.9578
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0466 1.0344 0.9789
R3 1.0167 1.0045 0.9707
R2 0.9868 0.9868 0.9680
R1 0.9746 0.9746 0.9652 0.9807
PP 0.9569 0.9569 0.9569 0.9599
S1 0.9447 0.9447 0.9598 0.9508
S2 0.9270 0.9270 0.9570
S3 0.8971 0.9148 0.9543
S4 0.8672 0.8849 0.9461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9690 0.9464 0.0226 2.4% 0.0116 1.2% 62% False False 140,300
10 0.9690 0.9354 0.0337 3.5% 0.0098 1.0% 75% False False 132,972
20 0.9690 0.9008 0.0682 7.1% 0.0098 1.0% 87% False False 75,993
40 0.9690 0.8987 0.0704 7.3% 0.0094 1.0% 88% False False 38,255
60 0.9690 0.8918 0.0773 8.0% 0.0088 0.9% 89% False False 25,547
80 0.9690 0.8804 0.0886 9.2% 0.0084 0.9% 90% False False 19,168
100 0.9690 0.8312 0.1378 14.3% 0.0076 0.8% 94% False False 15,335
120 0.9690 0.8300 0.1390 14.5% 0.0069 0.7% 94% False False 12,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9822
2.618 0.9743
1.618 0.9694
1.000 0.9665
0.618 0.9646
HIGH 0.9616
0.618 0.9597
0.500 0.9592
0.382 0.9586
LOW 0.9568
0.618 0.9538
1.000 0.9519
1.618 0.9489
2.618 0.9441
4.250 0.9361
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 0.9600 0.9616
PP 0.9596 0.9612
S1 0.9592 0.9608

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

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