CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 0.8200 0.8188 -0.0012 -0.1% 0.8156
High 0.8204 0.8205 0.0001 0.0% 0.8205
Low 0.8178 0.8188 0.0010 0.1% 0.8146
Close 0.8204 0.8199 -0.0006 -0.1% 0.8199
Range 0.0026 0.0018 -0.0009 -32.7% 0.0060
ATR 0.0042 0.0040 -0.0002 -4.2% 0.0000
Volume 2 1 -1 -50.0% 37
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8250 0.8242 0.8208
R3 0.8232 0.8224 0.8203
R2 0.8215 0.8215 0.8202
R1 0.8207 0.8207 0.8200 0.8211
PP 0.8197 0.8197 0.8197 0.8199
S1 0.8189 0.8189 0.8197 0.8193
S2 0.8180 0.8180 0.8195
S3 0.8162 0.8172 0.8194
S4 0.8145 0.8154 0.8189
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8362 0.8340 0.8231
R3 0.8302 0.8280 0.8215
R2 0.8243 0.8243 0.8209
R1 0.8221 0.8221 0.8204 0.8232
PP 0.8183 0.8183 0.8183 0.8189
S1 0.8161 0.8161 0.8193 0.8172
S2 0.8124 0.8124 0.8188
S3 0.8064 0.8102 0.8182
S4 0.8005 0.8042 0.8166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8205 0.8146 0.0060 0.7% 0.0018 0.2% 89% True False 7
10 0.8352 0.8146 0.0206 2.5% 0.0030 0.4% 26% False False 36
20 0.8428 0.8146 0.0283 3.4% 0.0033 0.4% 19% False False 20
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8279
2.618 0.8251
1.618 0.8233
1.000 0.8223
0.618 0.8216
HIGH 0.8205
0.618 0.8198
0.500 0.8196
0.382 0.8194
LOW 0.8188
0.618 0.8177
1.000 0.8170
1.618 0.8159
2.618 0.8142
4.250 0.8113
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 0.8198 0.8196
PP 0.8197 0.8194
S1 0.8196 0.8192

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

View Archives - Comment on this page... - Back to Index of Symbols