CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 0.8848 0.8899 0.0051 0.6% 0.8820
High 0.8922 0.8936 0.0015 0.2% 0.8944
Low 0.8836 0.8839 0.0003 0.0% 0.8756
Close 0.8907 0.8844 -0.0063 -0.7% 0.8794
Range 0.0086 0.0098 0.0012 13.4% 0.0188
ATR 0.0098 0.0098 0.0000 0.0% 0.0000
Volume 54,081 82,494 28,413 52.5% 28,635
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9165 0.9102 0.8897
R3 0.9068 0.9004 0.8870
R2 0.8970 0.8970 0.8861
R1 0.8907 0.8907 0.8852 0.8890
PP 0.8873 0.8873 0.8873 0.8864
S1 0.8809 0.8809 0.8835 0.8792
S2 0.8775 0.8775 0.8826
S3 0.8678 0.8712 0.8817
S4 0.8580 0.8614 0.8790
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9395 0.9283 0.8897
R3 0.9207 0.9095 0.8846
R2 0.9019 0.9019 0.8828
R1 0.8907 0.8907 0.8811 0.8869
PP 0.8831 0.8831 0.8831 0.8812
S1 0.8719 0.8719 0.8777 0.8681
S2 0.8643 0.8643 0.8760
S3 0.8455 0.8531 0.8742
S4 0.8267 0.8343 0.8691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8936 0.8779 0.0158 1.8% 0.0080 0.9% 41% True False 37,056
10 0.8966 0.8756 0.0210 2.4% 0.0095 1.1% 42% False False 19,933
20 0.9043 0.8713 0.0330 3.7% 0.0103 1.2% 40% False False 10,309
40 0.9043 0.8250 0.0793 9.0% 0.0096 1.1% 75% False False 5,280
60 0.9043 0.8149 0.0894 10.1% 0.0081 0.9% 78% False False 3,564
80 0.9043 0.8126 0.0918 10.4% 0.0067 0.8% 78% False False 2,676
100 0.9043 0.8126 0.0918 10.4% 0.0061 0.7% 78% False False 2,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9350
2.618 0.9191
1.618 0.9094
1.000 0.9034
0.618 0.8996
HIGH 0.8936
0.618 0.8899
0.500 0.8887
0.382 0.8876
LOW 0.8839
0.618 0.8778
1.000 0.8741
1.618 0.8681
2.618 0.8583
4.250 0.8424
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 0.8887 0.8871
PP 0.8873 0.8862
S1 0.8858 0.8853

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

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