CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 0.8179 0.8184 0.0006 0.1% 0.8159
High 0.8214 0.8213 -0.0001 0.0% 0.8214
Low 0.8179 0.8126 -0.0053 -0.6% 0.8126
Close 0.8214 0.8159 -0.0055 -0.7% 0.8159
Range 0.0036 0.0088 0.0052 146.5% 0.0089
ATR 0.0032 0.0036 0.0004 12.4% 0.0000
Volume 70 9 -61 -87.1% 81
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8428 0.8381 0.8207
R3 0.8341 0.8294 0.8183
R2 0.8253 0.8253 0.8175
R1 0.8206 0.8206 0.8167 0.8186
PP 0.8166 0.8166 0.8166 0.8156
S1 0.8119 0.8119 0.8151 0.8099
S2 0.8078 0.8078 0.8143
S3 0.7991 0.8031 0.8135
S4 0.7903 0.7944 0.8111
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8432 0.8384 0.8208
R3 0.8343 0.8295 0.8183
R2 0.8255 0.8255 0.8175
R1 0.8207 0.8207 0.8167 0.8203
PP 0.8166 0.8166 0.8166 0.8164
S1 0.8118 0.8118 0.8151 0.8115
S2 0.8078 0.8078 0.8143
S3 0.7989 0.8030 0.8135
S4 0.7901 0.7941 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8214 0.8126 0.0089 1.1% 0.0033 0.4% 38% False True 16
10 0.8214 0.8126 0.0089 1.1% 0.0019 0.2% 38% False True 9
20 0.8265 0.8126 0.0139 1.7% 0.0025 0.3% 24% False True 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.8585
2.618 0.8442
1.618 0.8355
1.000 0.8301
0.618 0.8267
HIGH 0.8213
0.618 0.8180
0.500 0.8169
0.382 0.8159
LOW 0.8126
0.618 0.8071
1.000 0.8038
1.618 0.7984
2.618 0.7896
4.250 0.7754
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 0.8169 0.8170
PP 0.8166 0.8166
S1 0.8162 0.8163

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

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