CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 19-Jan-2016
Day Change Summary
Previous Current
15-Jan-2016 19-Jan-2016 Change Change % Previous Week
Open 0.8492 0.8581 0.0089 1.0% 0.8588
High 0.8606 0.8581 -0.0025 -0.3% 0.8606
Low 0.8492 0.8506 0.0014 0.2% 0.8483
Close 0.8578 0.8547 -0.0031 -0.4% 0.8578
Range 0.0114 0.0075 -0.0039 -34.2% 0.0123
ATR 0.0058 0.0059 0.0001 2.0% 0.0000
Volume 123 157 34 27.6% 826
Daily Pivots for day following 19-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8769 0.8733 0.8588
R3 0.8694 0.8658 0.8567
R2 0.8619 0.8619 0.8560
R1 0.8583 0.8583 0.8553 0.8564
PP 0.8544 0.8544 0.8544 0.8535
S1 0.8508 0.8508 0.8540 0.8489
S2 0.8469 0.8469 0.8533
S3 0.8394 0.8433 0.8526
S4 0.8319 0.8358 0.8505
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8924 0.8874 0.8645
R3 0.8801 0.8751 0.8611
R2 0.8678 0.8678 0.8600
R1 0.8628 0.8628 0.8589 0.8592
PP 0.8555 0.8555 0.8555 0.8537
S1 0.8505 0.8505 0.8566 0.8469
S2 0.8432 0.8432 0.8555
S3 0.8309 0.8382 0.8544
S4 0.8186 0.8259 0.8510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8606 0.8483 0.0123 1.4% 0.0068 0.8% 52% False False 160
10 0.8606 0.8390 0.0216 2.5% 0.0067 0.8% 73% False False 186
20 0.8606 0.8149 0.0457 5.3% 0.0055 0.6% 87% False False 152
40 0.8606 0.8126 0.0480 5.6% 0.0043 0.5% 88% False False 91
60 0.8606 0.8126 0.0480 5.6% 0.0041 0.5% 88% False False 68
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8899
2.618 0.8777
1.618 0.8702
1.000 0.8656
0.618 0.8627
HIGH 0.8581
0.618 0.8552
0.500 0.8543
0.382 0.8534
LOW 0.8506
0.618 0.8459
1.000 0.8431
1.618 0.8384
2.618 0.8309
4.250 0.8187
Fisher Pivots for day following 19-Jan-2016
Pivot 1 day 3 day
R1 0.8545 0.8549
PP 0.8544 0.8548
S1 0.8543 0.8547

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.