CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 0.9150 0.9168 0.0018 0.2% 0.9378
High 0.9163 0.9180 0.0017 0.2% 0.9380
Low 0.9138 0.9146 0.0008 0.1% 0.9222
Close 0.9163 0.9170 0.0007 0.1% 0.9278
Range 0.0025 0.0034 0.0009 38.8% 0.0159
ATR 0.0064 0.0062 -0.0002 -3.3% 0.0000
Volume 7 169 162 2,314.3% 21
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 0.9267 0.9252 0.9188
R3 0.9233 0.9218 0.9179
R2 0.9199 0.9199 0.9176
R1 0.9184 0.9184 0.9173 0.9192
PP 0.9165 0.9165 0.9165 0.9169
S1 0.9150 0.9150 0.9166 0.9158
S2 0.9131 0.9131 0.9163
S3 0.9097 0.9116 0.9160
S4 0.9063 0.9082 0.9151
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 0.9278 0.9138 0.0140 1.5% 0.0029 0.3% 22% False False 39
10 0.9431 0.9138 0.0292 3.2% 0.0034 0.4% 11% False False 21
20 0.9549 0.9035 0.0514 5.6% 0.0048 0.5% 26% False False 12
40 0.9549 0.8912 0.0637 6.9% 0.0031 0.3% 40% False False 8
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9325
2.618 0.9269
1.618 0.9235
1.000 0.9214
0.618 0.9201
HIGH 0.9180
0.618 0.9167
0.500 0.9163
0.382 0.9159
LOW 0.9146
0.618 0.9125
1.000 0.9112
1.618 0.9091
2.618 0.9057
4.250 0.9002
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 0.9167 0.9188
PP 0.9165 0.9182
S1 0.9163 0.9176

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

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