CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 0.8460 0.8482 0.0022 0.3% 0.8351
High 0.8483 0.8550 0.0068 0.8% 0.8361
Low 0.8458 0.8482 0.0024 0.3% 0.8329
Close 0.8483 0.8548 0.0065 0.8% 0.8357
Range 0.0025 0.0069 0.0044 179.6% 0.0032
ATR 0.0047 0.0049 0.0002 3.2% 0.0000
Volume 139 295 156 112.2% 301
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8732 0.8708 0.8585
R3 0.8663 0.8640 0.8566
R2 0.8595 0.8595 0.8560
R1 0.8571 0.8571 0.8554 0.8583
PP 0.8526 0.8526 0.8526 0.8532
S1 0.8503 0.8503 0.8541 0.8515
S2 0.8458 0.8458 0.8535
S3 0.8389 0.8434 0.8529
S4 0.8321 0.8366 0.8510
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 0.8550 0.8338 0.0212 2.5% 0.0059 0.7% 99% True False 126
10 0.8550 0.8300 0.0250 2.9% 0.0036 0.4% 99% True False 91
20 0.8550 0.8149 0.0401 4.7% 0.0048 0.6% 99% True False 105
40 0.8550 0.8126 0.0425 5.0% 0.0034 0.4% 99% True False 58
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 0.8841
2.618 0.8729
1.618 0.8661
1.000 0.8619
0.618 0.8592
HIGH 0.8550
0.618 0.8524
0.500 0.8516
0.382 0.8508
LOW 0.8482
0.618 0.8439
1.000 0.8413
1.618 0.8371
2.618 0.8302
4.250 0.8190
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 0.8537 0.8522
PP 0.8526 0.8496
S1 0.8516 0.8470

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

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