CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 22-Jan-2016
Day Change Summary
Previous Current
21-Jan-2016 22-Jan-2016 Change Change % Previous Week
Open 0.8570 0.8529 -0.0041 -0.5% 0.8581
High 0.8600 0.8529 -0.0071 -0.8% 0.8644
Low 0.8520 0.8443 -0.0077 -0.9% 0.8443
Close 0.8540 0.8449 -0.0092 -1.1% 0.8449
Range 0.0080 0.0086 0.0006 7.5% 0.0201
ATR 0.0063 0.0066 0.0002 3.8% 0.0000
Volume 179 309 130 72.6% 971
Daily Pivots for day following 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8732 0.8676 0.8496
R3 0.8646 0.8590 0.8472
R2 0.8560 0.8560 0.8464
R1 0.8504 0.8504 0.8456 0.8489
PP 0.8474 0.8474 0.8474 0.8466
S1 0.8418 0.8418 0.8441 0.8403
S2 0.8388 0.8388 0.8433
S3 0.8302 0.8332 0.8425
S4 0.8216 0.8246 0.8401
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9113 0.8981 0.8559
R3 0.8913 0.8781 0.8504
R2 0.8712 0.8712 0.8485
R1 0.8580 0.8580 0.8467 0.8546
PP 0.8512 0.8512 0.8512 0.8495
S1 0.8380 0.8380 0.8430 0.8346
S2 0.8311 0.8311 0.8412
S3 0.8111 0.8179 0.8393
S4 0.7910 0.7979 0.8338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8644 0.8443 0.0201 2.4% 0.0089 1.1% 3% False True 218
10 0.8644 0.8443 0.0201 2.4% 0.0077 0.9% 3% False True 220
20 0.8644 0.8300 0.0344 4.1% 0.0057 0.7% 43% False False 156
40 0.8644 0.8126 0.0518 6.1% 0.0048 0.6% 62% False False 111
60 0.8644 0.8126 0.0518 6.1% 0.0042 0.5% 62% False False 81
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8895
2.618 0.8754
1.618 0.8668
1.000 0.8615
0.618 0.8582
HIGH 0.8529
0.618 0.8496
0.500 0.8486
0.382 0.8476
LOW 0.8443
0.618 0.8390
1.000 0.8357
1.618 0.8304
2.618 0.8218
4.250 0.8078
Fisher Pivots for day following 22-Jan-2016
Pivot 1 day 3 day
R1 0.8486 0.8543
PP 0.8474 0.8512
S1 0.8461 0.8480

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

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