CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 0.8479 0.8439 -0.0040 -0.5% 0.8581
High 0.8488 0.8458 -0.0030 -0.4% 0.8644
Low 0.8434 0.8431 -0.0004 0.0% 0.8443
Close 0.8454 0.8446 -0.0008 -0.1% 0.8449
Range 0.0054 0.0027 -0.0027 -49.5% 0.0201
ATR 0.0063 0.0060 -0.0003 -4.1% 0.0000
Volume 46 145 99 215.2% 971
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8526 0.8513 0.8460
R3 0.8499 0.8486 0.8453
R2 0.8472 0.8472 0.8450
R1 0.8459 0.8459 0.8448 0.8465
PP 0.8445 0.8445 0.8445 0.8448
S1 0.8432 0.8432 0.8443 0.8438
S2 0.8418 0.8418 0.8441
S3 0.8391 0.8405 0.8438
S4 0.8364 0.8378 0.8431
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 0.8529 0.8431 0.0099 1.2% 0.0053 0.6% 15% False True 142
10 0.8644 0.8431 0.0213 2.5% 0.0068 0.8% 7% False True 158
20 0.8644 0.8329 0.0315 3.7% 0.0063 0.7% 37% False False 169
40 0.8644 0.8126 0.0518 6.1% 0.0053 0.6% 62% False False 121
60 0.8644 0.8126 0.0518 6.1% 0.0043 0.5% 62% False False 88
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 0.0010
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8572
2.618 0.8528
1.618 0.8501
1.000 0.8485
0.618 0.8474
HIGH 0.8458
0.618 0.8447
0.500 0.8444
0.382 0.8441
LOW 0.8431
0.618 0.8414
1.000 0.8404
1.618 0.8387
2.618 0.8360
4.250 0.8316
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 0.8445 0.8474
PP 0.8445 0.8465
S1 0.8444 0.8455

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

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