CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 0.9250 0.9248 -0.0003 0.0% 0.9378
High 0.9278 0.9248 -0.0031 -0.3% 0.9380
Low 0.9228 0.9248 0.0020 0.2% 0.9222
Close 0.9278 0.9248 -0.0031 -0.3% 0.9278
Range 0.0050 0.0000 -0.0050 -100.0% 0.0159
ATR 0.0064 0.0062 -0.0002 -3.8% 0.0000
Volume 3 0 -3 -100.0% 21
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 0.9248 0.9248 0.9248
R3 0.9248 0.9248 0.9248
R2 0.9248 0.9248 0.9248
R1 0.9248 0.9248 0.9248 0.9248
PP 0.9248 0.9248 0.9248 0.9248
S1 0.9248 0.9248 0.9248 0.9248
S2 0.9248 0.9248 0.9248
S3 0.9248 0.9248 0.9248
S4 0.9248 0.9248 0.9248
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.9769 0.9682 0.9365
R3 0.9610 0.9523 0.9322
R2 0.9452 0.9452 0.9307
R1 0.9365 0.9365 0.9293 0.9329
PP 0.9293 0.9293 0.9293 0.9275
S1 0.9206 0.9206 0.9263 0.9171
S2 0.9135 0.9135 0.9249
S3 0.8976 0.9048 0.9234
S4 0.8818 0.8889 0.9191
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9292 0.9222 0.0070 0.8% 0.0026 0.3% 37% False False 3
10 0.9549 0.9222 0.0328 3.5% 0.0032 0.3% 8% False False 2
20 0.9549 0.9035 0.0514 5.6% 0.0044 0.5% 41% False False 3
40 0.9549 0.8912 0.0637 6.9% 0.0029 0.3% 53% False False 3
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9248
2.618 0.9248
1.618 0.9248
1.000 0.9248
0.618 0.9248
HIGH 0.9248
0.618 0.9248
0.500 0.9248
0.382 0.9248
LOW 0.9248
0.618 0.9248
1.000 0.9248
1.618 0.9248
2.618 0.9248
4.250 0.9248
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 0.9248 0.9253
PP 0.9248 0.9251
S1 0.9248 0.9249

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

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