CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.8407 0.8460 0.0053 0.6% 0.8351
High 0.8450 0.8483 0.0033 0.4% 0.8361
Low 0.8390 0.8458 0.0068 0.8% 0.8329
Close 0.8440 0.8483 0.0043 0.5% 0.8357
Range 0.0060 0.0025 -0.0036 -59.2% 0.0032
ATR 0.0048 0.0047 0.0000 -0.7% 0.0000
Volume 42 139 97 231.0% 301
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8548 0.8540 0.8496
R3 0.8523 0.8515 0.8489
R2 0.8499 0.8499 0.8487
R1 0.8491 0.8491 0.8485 0.8495
PP 0.8474 0.8474 0.8474 0.8476
S1 0.8466 0.8466 0.8480 0.8470
S2 0.8450 0.8450 0.8478
S3 0.8425 0.8442 0.8476
S4 0.8401 0.8417 0.8469
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8445 0.8433 0.8374
R3 0.8413 0.8401 0.8365
R2 0.8381 0.8381 0.8362
R1 0.8369 0.8369 0.8359 0.8375
PP 0.8349 0.8349 0.8349 0.8352
S1 0.8337 0.8337 0.8354 0.8343
S2 0.8317 0.8317 0.8351
S3 0.8285 0.8305 0.8348
S4 0.8253 0.8273 0.8339
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8483 0.8329 0.0154 1.8% 0.0048 0.6% 100% True False 95
10 0.8483 0.8285 0.0198 2.3% 0.0033 0.4% 100% True False 63
20 0.8483 0.8149 0.0334 3.9% 0.0046 0.5% 100% True False 90
40 0.8483 0.8126 0.0357 4.2% 0.0033 0.4% 100% True False 51
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8587
2.618 0.8547
1.618 0.8522
1.000 0.8507
0.618 0.8498
HIGH 0.8483
0.618 0.8473
0.500 0.8470
0.382 0.8467
LOW 0.8458
0.618 0.8443
1.000 0.8434
1.618 0.8418
2.618 0.8394
4.250 0.8354
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.8478 0.8459
PP 0.8474 0.8435
S1 0.8470 0.8411

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

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