CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 0.8529 0.8467 -0.0062 -0.7% 0.8581
High 0.8529 0.8485 -0.0045 -0.5% 0.8644
Low 0.8443 0.8443 0.0000 0.0% 0.8443
Close 0.8449 0.8468 0.0020 0.2% 0.8449
Range 0.0086 0.0042 -0.0045 -51.7% 0.0201
ATR 0.0066 0.0064 -0.0002 -2.6% 0.0000
Volume 309 157 -152 -49.2% 971
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8590 0.8570 0.8491
R3 0.8548 0.8529 0.8479
R2 0.8507 0.8507 0.8476
R1 0.8487 0.8487 0.8472 0.8497
PP 0.8465 0.8465 0.8465 0.8470
S1 0.8446 0.8446 0.8464 0.8456
S2 0.8424 0.8424 0.8460
S3 0.8382 0.8404 0.8457
S4 0.8341 0.8363 0.8445
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% 0.0075 0.9% 12% False True 225
10 0.8644 0.8443 0.0201 2.4% 0.0071 0.8% 12% False True 195
20 0.8644 0.8329 0.0315 3.7% 0.0058 0.7% 44% False False 162
40 0.8644 0.8126 0.0518 6.1% 0.0049 0.6% 66% False False 115
60 0.8644 0.8126 0.0518 6.1% 0.0043 0.5% 66% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8661
2.618 0.8593
1.618 0.8552
1.000 0.8526
0.618 0.8510
HIGH 0.8485
0.618 0.8469
0.500 0.8464
0.382 0.8459
LOW 0.8443
0.618 0.8417
1.000 0.8402
1.618 0.8376
2.618 0.8334
4.250 0.8267
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 0.8467 0.8522
PP 0.8465 0.8504
S1 0.8464 0.8486

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

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