CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 0.8324 0.8306 -0.0019 -0.2% 0.8137
High 0.8348 0.8306 -0.0042 -0.5% 0.8325
Low 0.8287 0.8258 -0.0029 -0.3% 0.8137
Close 0.8323 0.8258 -0.0066 -0.8% 0.8325
Range 0.0061 0.0048 -0.0013 -21.3% 0.0188
ATR 0.0048 0.0049 0.0001 2.7% 0.0000
Volume 19 46 27 142.1% 191
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8418 0.8386 0.8284
R3 0.8370 0.8338 0.8271
R2 0.8322 0.8322 0.8266
R1 0.8290 0.8290 0.8262 0.8282
PP 0.8274 0.8274 0.8274 0.8270
S1 0.8242 0.8242 0.8253 0.8234
S2 0.8226 0.8226 0.8249
S3 0.8178 0.8194 0.8244
S4 0.8130 0.8146 0.8231
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8826 0.8764 0.8428
R3 0.8638 0.8576 0.8377
R2 0.8450 0.8450 0.8359
R1 0.8388 0.8388 0.8342 0.8419
PP 0.8262 0.8262 0.8262 0.8278
S1 0.8200 0.8200 0.8308 0.8231
S2 0.8074 0.8074 0.8291
S3 0.7886 0.8012 0.8273
S4 0.7698 0.7824 0.8222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8348 0.8225 0.0123 1.5% 0.0061 0.7% 27% False False 39
10 0.8348 0.8126 0.0222 2.7% 0.0048 0.6% 59% False False 33
20 0.8348 0.8126 0.0222 2.7% 0.0030 0.4% 59% False False 18
40 0.8395 0.8126 0.0270 3.3% 0.0032 0.4% 49% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8510
2.618 0.8431
1.618 0.8383
1.000 0.8354
0.618 0.8335
HIGH 0.8306
0.618 0.8287
0.500 0.8282
0.382 0.8276
LOW 0.8258
0.618 0.8228
1.000 0.8210
1.618 0.8180
2.618 0.8132
4.250 0.8054
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 0.8282 0.8289
PP 0.8274 0.8279
S1 0.8266 0.8268

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

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