CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 0.9402 0.9458 0.0056 0.6% 0.9456
High 0.9436 0.9502 0.0066 0.7% 0.9468
Low 0.9402 0.9458 0.0056 0.6% 0.9345
Close 0.9432 0.9485 0.0053 0.6% 0.9432
Range 0.0034 0.0045 0.0011 30.9% 0.0123
ATR 0.0067 0.0067 0.0000 0.4% 0.0000
Volume 44 139 95 215.9% 208
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9615 0.9595 0.9509
R3 0.9571 0.9550 0.9497
R2 0.9526 0.9526 0.9493
R1 0.9506 0.9506 0.9489 0.9516
PP 0.9482 0.9482 0.9482 0.9487
S1 0.9461 0.9461 0.9481 0.9471
S2 0.9437 0.9437 0.9477
S3 0.9393 0.9417 0.9473
S4 0.9348 0.9372 0.9461
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9784 0.9731 0.9500
R3 0.9661 0.9608 0.9466
R2 0.9538 0.9538 0.9455
R1 0.9485 0.9485 0.9443 0.9450
PP 0.9415 0.9415 0.9415 0.9398
S1 0.9362 0.9362 0.9421 0.9327
S2 0.9292 0.9292 0.9409
S3 0.9169 0.9239 0.9398
S4 0.9046 0.9116 0.9364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9502 0.9345 0.0157 1.7% 0.0048 0.5% 89% True False 67
10 0.9502 0.9055 0.0447 4.7% 0.0069 0.7% 96% True False 88
20 0.9502 0.9055 0.0447 4.7% 0.0042 0.4% 96% True False 55
40 0.9549 0.9035 0.0514 5.4% 0.0045 0.5% 88% False False 29
60 0.9549 0.8912 0.0637 6.7% 0.0033 0.4% 90% False False 20
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9691
2.618 0.9619
1.618 0.9574
1.000 0.9547
0.618 0.9530
HIGH 0.9502
0.618 0.9485
0.500 0.9480
0.382 0.9474
LOW 0.9458
0.618 0.9430
1.000 0.9413
1.618 0.9385
2.618 0.9341
4.250 0.9268
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 0.9483 0.9473
PP 0.9482 0.9462
S1 0.9480 0.9450

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

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