CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 0.9098 0.9081 -0.0018 -0.2% 0.9210
High 0.9107 0.9143 0.0036 0.4% 0.9226
Low 0.9058 0.9075 0.0018 0.2% 0.9047
Close 0.9088 0.9117 0.0029 0.3% 0.9076
Range 0.0049 0.0068 0.0019 37.8% 0.0180
ATR 0.0088 0.0087 -0.0001 -1.7% 0.0000
Volume 85,272 110,525 25,253 29.6% 477,491
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 0.9314 0.9283 0.9154
R3 0.9246 0.9215 0.9135
R2 0.9179 0.9179 0.9129
R1 0.9148 0.9148 0.9123 0.9163
PP 0.9111 0.9111 0.9111 0.9119
S1 0.9080 0.9080 0.9110 0.9096
S2 0.9044 0.9044 0.9104
S3 0.8976 0.9013 0.9098
S4 0.8909 0.8945 0.9079
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 0.9170 0.9047 0.0124 1.4% 0.0070 0.8% 57% False False 91,179
10 0.9226 0.9047 0.0180 2.0% 0.0075 0.8% 39% False False 96,826
20 0.9483 0.9047 0.0437 4.8% 0.0086 0.9% 16% False False 101,492
40 0.9483 0.8900 0.0584 6.4% 0.0095 1.0% 37% False False 114,950
60 0.9483 0.8761 0.0723 7.9% 0.0091 1.0% 49% False False 105,551
80 0.9483 0.8366 0.1117 12.3% 0.0098 1.1% 67% False False 79,448
100 0.9483 0.8250 0.1233 13.5% 0.0093 1.0% 70% False False 63,601
120 0.9483 0.8126 0.1358 14.9% 0.0085 0.9% 73% False False 53,014
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9429
2.618 0.9319
1.618 0.9252
1.000 0.9210
0.618 0.9184
HIGH 0.9143
0.618 0.9117
0.500 0.9109
0.382 0.9101
LOW 0.9075
0.618 0.9033
1.000 0.9008
1.618 0.8966
2.618 0.8898
4.250 0.8788
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 0.9114 0.9115
PP 0.9111 0.9113
S1 0.9109 0.9111

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

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