CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 0.9415 0.9424 0.0009 0.1% 0.9100
High 0.9440 0.9468 0.0028 0.3% 0.9456
Low 0.9391 0.9398 0.0007 0.1% 0.9055
Close 0.9416 0.9423 0.0007 0.1% 0.9441
Range 0.0050 0.0071 0.0021 42.4% 0.0401
ATR 0.0069 0.0069 0.0000 0.1% 0.0000
Volume 31 17 -14 -45.2% 539
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9641 0.9602 0.9461
R3 0.9570 0.9532 0.9442
R2 0.9500 0.9500 0.9435
R1 0.9461 0.9461 0.9429 0.9445
PP 0.9429 0.9429 0.9429 0.9421
S1 0.9391 0.9391 0.9416 0.9375
S2 0.9359 0.9359 0.9410
S3 0.9288 0.9320 0.9403
S4 0.9218 0.9250 0.9384
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0519 1.0380 0.9661
R3 1.0118 0.9980 0.9551
R2 0.9718 0.9718 0.9514
R1 0.9579 0.9579 0.9477 0.9648
PP 0.9317 0.9317 0.9317 0.9352
S1 0.9179 0.9179 0.9404 0.9248
S2 0.8917 0.8917 0.9367
S3 0.8516 0.8778 0.9330
S4 0.8116 0.8378 0.9220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9468 0.9278 0.0191 2.0% 0.0085 0.9% 76% True False 67
10 0.9468 0.9055 0.0413 4.4% 0.0062 0.7% 89% True False 71
20 0.9468 0.9055 0.0413 4.4% 0.0041 0.4% 89% True False 46
40 0.9549 0.9035 0.0514 5.5% 0.0043 0.5% 75% False False 24
60 0.9549 0.8912 0.0637 6.8% 0.0033 0.4% 80% False False 18
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9768
2.618 0.9653
1.618 0.9582
1.000 0.9539
0.618 0.9512
HIGH 0.9468
0.618 0.9441
0.500 0.9433
0.382 0.9424
LOW 0.9398
0.618 0.9354
1.000 0.9327
1.618 0.9283
2.618 0.9213
4.250 0.9098
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 0.9433 0.9417
PP 0.9429 0.9412
S1 0.9426 0.9407

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

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