CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 0.9497 0.9483 -0.0014 -0.1% 0.9456
High 0.9524 0.9552 0.0028 0.3% 0.9468
Low 0.9462 0.9474 0.0012 0.1% 0.9345
Close 0.9506 0.9501 -0.0005 -0.1% 0.9432
Range 0.0062 0.0078 0.0016 25.8% 0.0123
ATR 0.0067 0.0067 0.0001 1.2% 0.0000
Volume 137 99 -38 -27.7% 208
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9743 0.9700 0.9544
R3 0.9665 0.9622 0.9522
R2 0.9587 0.9587 0.9515
R1 0.9544 0.9544 0.9508 0.9566
PP 0.9509 0.9509 0.9509 0.9520
S1 0.9466 0.9466 0.9494 0.9488
S2 0.9431 0.9431 0.9487
S3 0.9353 0.9388 0.9480
S4 0.9275 0.9310 0.9458
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9784 0.9731 0.9500
R3 0.9661 0.9608 0.9466
R2 0.9538 0.9538 0.9455
R1 0.9485 0.9485 0.9443 0.9450
PP 0.9415 0.9415 0.9415 0.9398
S1 0.9362 0.9362 0.9421 0.9327
S2 0.9292 0.9292 0.9409
S3 0.9169 0.9239 0.9398
S4 0.9046 0.9116 0.9364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9552 0.9398 0.0155 1.6% 0.0058 0.6% 67% True False 87
10 0.9552 0.9199 0.0353 3.7% 0.0070 0.7% 86% True False 83
20 0.9552 0.9055 0.0497 5.2% 0.0047 0.5% 90% True False 65
40 0.9552 0.9035 0.0517 5.4% 0.0046 0.5% 90% True False 34
60 0.9552 0.8912 0.0640 6.7% 0.0036 0.4% 92% True False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9884
2.618 0.9756
1.618 0.9678
1.000 0.9630
0.618 0.9600
HIGH 0.9552
0.618 0.9522
0.500 0.9513
0.382 0.9504
LOW 0.9474
0.618 0.9426
1.000 0.9396
1.618 0.9348
2.618 0.9270
4.250 0.9143
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 0.9513 0.9505
PP 0.9509 0.9504
S1 0.9505 0.9502

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.