CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 0.8196 0.8225 0.0030 0.4% 0.8159
High 0.8196 0.8302 0.0107 1.3% 0.8214
Low 0.8163 0.8225 0.0062 0.8% 0.8126
Close 0.8170 0.8296 0.0127 1.5% 0.8159
Range 0.0033 0.0077 0.0045 136.9% 0.0089
ATR 0.0036 0.0043 0.0007 19.1% 0.0000
Volume 7 67 60 857.1% 81
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8505 0.8478 0.8338
R3 0.8428 0.8401 0.8317
R2 0.8351 0.8351 0.8310
R1 0.8324 0.8324 0.8303 0.8338
PP 0.8274 0.8274 0.8274 0.8281
S1 0.8247 0.8247 0.8289 0.8261
S2 0.8197 0.8197 0.8282
S3 0.8120 0.8170 0.8275
S4 0.8043 0.8093 0.8254
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 0.8302 0.8126 0.0177 2.1% 0.0049 0.6% 97% True False 41
10 0.8302 0.8126 0.0177 2.1% 0.0029 0.3% 97% True False 21
20 0.8302 0.8126 0.0177 2.1% 0.0024 0.3% 97% True False 13
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8629
2.618 0.8504
1.618 0.8427
1.000 0.8379
0.618 0.8350
HIGH 0.8302
0.618 0.8273
0.500 0.8264
0.382 0.8254
LOW 0.8225
0.618 0.8177
1.000 0.8148
1.618 0.8100
2.618 0.8023
4.250 0.7898
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 0.8285 0.8271
PP 0.8274 0.8245
S1 0.8264 0.8220

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

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