CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 0.9295 0.9329 0.0035 0.4% 0.9072
High 0.9317 0.9350 0.0033 0.4% 0.9356
Low 0.9295 0.9329 0.0035 0.4% 0.9072
Close 0.9317 0.9350 0.0033 0.4% 0.9317
Range 0.0023 0.0021 -0.0002 -6.7% 0.0284
ATR 0.0051 0.0050 -0.0001 -2.5% 0.0000
Volume 22 1 -21 -95.5% 48
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9406 0.9399 0.9362
R3 0.9385 0.9378 0.9356
R2 0.9364 0.9364 0.9354
R1 0.9357 0.9357 0.9352 0.9361
PP 0.9343 0.9343 0.9343 0.9345
S1 0.9336 0.9336 0.9348 0.9340
S2 0.9322 0.9322 0.9346
S3 0.9301 0.9315 0.9344
S4 0.9280 0.9294 0.9338
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0100 0.9993 0.9473
R3 0.9816 0.9709 0.9395
R2 0.9532 0.9532 0.9369
R1 0.9425 0.9425 0.9343 0.9478
PP 0.9248 0.9248 0.9248 0.9275
S1 0.9141 0.9141 0.9291 0.9194
S2 0.8964 0.8964 0.9265
S3 0.8680 0.8857 0.9239
S4 0.8396 0.8573 0.9161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9356 0.9098 0.0258 2.8% 0.0034 0.4% 98% False False 9
10 0.9356 0.8951 0.0405 4.3% 0.0020 0.2% 99% False False 8
20 0.9356 0.8878 0.0478 5.1% 0.0014 0.2% 99% False False 4
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9439
2.618 0.9405
1.618 0.9384
1.000 0.9371
0.618 0.9363
HIGH 0.9350
0.618 0.9342
0.500 0.9340
0.382 0.9337
LOW 0.9329
0.618 0.9316
1.000 0.9308
1.618 0.9295
2.618 0.9274
4.250 0.9240
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 0.9347 0.9338
PP 0.9343 0.9325
S1 0.9340 0.9313

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

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