CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 0.8265 0.8156 -0.0109 -1.3% 0.8323
High 0.8265 0.8178 -0.0087 -1.0% 0.8352
Low 0.8165 0.8146 -0.0019 -0.2% 0.8165
Close 0.8165 0.8178 0.0014 0.2% 0.8165
Range 0.0100 0.0033 -0.0068 -67.5% 0.0187
ATR 0.0048 0.0047 -0.0001 -2.3% 0.0000
Volume 330 20 -310 -93.9% 331
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8265 0.8254 0.8196
R3 0.8232 0.8221 0.8187
R2 0.8200 0.8200 0.8184
R1 0.8189 0.8189 0.8181 0.8194
PP 0.8167 0.8167 0.8167 0.8170
S1 0.8156 0.8156 0.8175 0.8162
S2 0.8135 0.8135 0.8172
S3 0.8102 0.8124 0.8169
S4 0.8070 0.8091 0.8160
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.8788 0.8663 0.8267
R3 0.8601 0.8476 0.8216
R2 0.8414 0.8414 0.8199
R1 0.8289 0.8289 0.8182 0.8258
PP 0.8227 0.8227 0.8227 0.8211
S1 0.8102 0.8102 0.8147 0.8071
S2 0.8040 0.8040 0.8130
S3 0.7853 0.7915 0.8113
S4 0.7666 0.7728 0.8062
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8329 0.8146 0.0184 2.2% 0.0042 0.5% 18% False True 70
10 0.8356 0.8146 0.0211 2.6% 0.0041 0.5% 15% False True 38
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8316
2.618 0.8263
1.618 0.8231
1.000 0.8211
0.618 0.8198
HIGH 0.8178
0.618 0.8166
0.500 0.8162
0.382 0.8158
LOW 0.8146
0.618 0.8125
1.000 0.8113
1.618 0.8093
2.618 0.8060
4.250 0.8007
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 0.8173 0.8212
PP 0.8167 0.8200
S1 0.8162 0.8189

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

View Archives - Comment on this page... - Back to Index of Symbols