CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 0.8153 0.8172 0.0019 0.2% 0.8156
High 0.8160 0.8197 0.0038 0.5% 0.8205
Low 0.8141 0.8172 0.0031 0.4% 0.8146
Close 0.8141 0.8187 0.0046 0.6% 0.8199
Range 0.0019 0.0026 0.0007 37.8% 0.0060
ATR 0.0038 0.0039 0.0001 3.3% 0.0000
Volume 2 10 8 400.0% 37
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8262 0.8250 0.8201
R3 0.8236 0.8224 0.8194
R2 0.8211 0.8211 0.8191
R1 0.8199 0.8199 0.8189 0.8205
PP 0.8185 0.8185 0.8185 0.8188
S1 0.8173 0.8173 0.8184 0.8179
S2 0.8160 0.8160 0.8182
S3 0.8134 0.8148 0.8179
S4 0.8109 0.8122 0.8172
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 0.8224 0.8141 0.0083 1.0% 0.0025 0.3% 55% False False 9
10 0.8265 0.8141 0.0124 1.5% 0.0030 0.4% 37% False False 41
20 0.8356 0.8141 0.0215 2.6% 0.0033 0.4% 21% False False 22
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8305
2.618 0.8264
1.618 0.8238
1.000 0.8223
0.618 0.8213
HIGH 0.8197
0.618 0.8187
0.500 0.8184
0.382 0.8181
LOW 0.8172
0.618 0.8156
1.000 0.8146
1.618 0.8130
2.618 0.8105
4.250 0.8063
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 0.8186 0.8181
PP 0.8185 0.8175
S1 0.8184 0.8169

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

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