CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 24-May-2016
Day Change Summary
Previous Current
23-May-2016 24-May-2016 Change Change % Previous Week
Open 0.9086 0.9159 0.0073 0.8% 0.9210
High 0.9170 0.9164 -0.0006 -0.1% 0.9226
Low 0.9076 0.9084 0.0009 0.1% 0.9047
Close 0.9161 0.9098 -0.0063 -0.7% 0.9076
Range 0.0095 0.0080 -0.0015 -15.3% 0.0180
ATR 0.0092 0.0091 -0.0001 -1.0% 0.0000
Volume 100,229 80,292 -19,937 -19.9% 477,491
Daily Pivots for day following 24-May-2016
Classic Woodie Camarilla DeMark
R4 0.9355 0.9307 0.9142
R3 0.9275 0.9227 0.9120
R2 0.9195 0.9195 0.9113
R1 0.9147 0.9147 0.9105 0.9131
PP 0.9115 0.9115 0.9115 0.9108
S1 0.9067 0.9067 0.9091 0.9051
S2 0.9035 0.9035 0.9083
S3 0.8955 0.8987 0.9076
S4 0.8875 0.8907 0.9054
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.9655 0.9545 0.9174
R3 0.9475 0.9365 0.9125
R2 0.9296 0.9296 0.9108
R1 0.9186 0.9186 0.9092 0.9151
PP 0.9116 0.9116 0.9116 0.9099
S1 0.9006 0.9006 0.9059 0.8971
S2 0.8937 0.8937 0.9043
S3 0.8757 0.8827 0.9026
S4 0.8578 0.8647 0.8977
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9203 0.9047 0.0157 1.7% 0.0085 0.9% 33% False False 97,612
10 0.9247 0.9047 0.0200 2.2% 0.0082 0.9% 26% False False 95,445
20 0.9483 0.8947 0.0536 5.9% 0.0100 1.1% 28% False False 108,263
40 0.9483 0.8882 0.0602 6.6% 0.0095 1.0% 36% False False 114,579
60 0.9483 0.8756 0.0728 8.0% 0.0094 1.0% 47% False False 102,393
80 0.9483 0.8271 0.1212 13.3% 0.0098 1.1% 68% False False 77,005
100 0.9483 0.8250 0.1233 13.6% 0.0093 1.0% 69% False False 61,644
120 0.9483 0.8126 0.1358 14.9% 0.0084 0.9% 72% False False 51,383
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9504
2.618 0.9373
1.618 0.9293
1.000 0.9244
0.618 0.9213
HIGH 0.9164
0.618 0.9133
0.500 0.9124
0.382 0.9115
LOW 0.9084
0.618 0.9035
1.000 0.9004
1.618 0.8955
2.618 0.8875
4.250 0.8744
Fisher Pivots for day following 24-May-2016
Pivot 1 day 3 day
R1 0.9124 0.9108
PP 0.9115 0.9105
S1 0.9107 0.9101

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

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