CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 0.8225 0.8255 0.0030 0.4% 0.8159
High 0.8302 0.8281 -0.0022 -0.3% 0.8214
Low 0.8225 0.8255 0.0030 0.4% 0.8126
Close 0.8296 0.8265 -0.0032 -0.4% 0.8159
Range 0.0077 0.0026 -0.0052 -66.9% 0.0089
ATR 0.0043 0.0043 0.0000 -0.3% 0.0000
Volume 67 3 -64 -95.5% 81
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8343 0.8329 0.8279
R3 0.8318 0.8304 0.8272
R2 0.8292 0.8292 0.8269
R1 0.8278 0.8278 0.8267 0.8285
PP 0.8267 0.8267 0.8267 0.8270
S1 0.8253 0.8253 0.8262 0.8260
S2 0.8241 0.8241 0.8260
S3 0.8216 0.8227 0.8257
S4 0.8190 0.8202 0.8250
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.8432 0.8384 0.8208
R3 0.8343 0.8295 0.8183
R2 0.8255 0.8255 0.8175
R1 0.8207 0.8207 0.8167 0.8203
PP 0.8166 0.8166 0.8166 0.8164
S1 0.8118 0.8118 0.8151 0.8115
S2 0.8078 0.8078 0.8143
S3 0.7989 0.8030 0.8135
S4 0.7901 0.7941 0.8110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8302 0.8126 0.0177 2.1% 0.0047 0.6% 79% False False 28
10 0.8302 0.8126 0.0177 2.1% 0.0031 0.4% 79% False False 21
20 0.8302 0.8126 0.0177 2.1% 0.0025 0.3% 79% False False 13
40 0.8510 0.8126 0.0385 4.7% 0.0029 0.4% 36% False False 17
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8389
2.618 0.8347
1.618 0.8322
1.000 0.8306
0.618 0.8296
HIGH 0.8281
0.618 0.8271
0.500 0.8268
0.382 0.8265
LOW 0.8255
0.618 0.8239
1.000 0.8230
1.618 0.8214
2.618 0.8188
4.250 0.8147
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 0.8268 0.8254
PP 0.8267 0.8243
S1 0.8266 0.8233

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

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