CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 0.8534 0.8588 0.0054 0.6% 0.8340
High 0.8559 0.8588 0.0029 0.3% 0.8559
Low 0.8454 0.8517 0.0063 0.7% 0.8340
Close 0.8535 0.8546 0.0011 0.1% 0.8535
Range 0.0105 0.0072 -0.0034 -31.9% 0.0219
ATR 0.0053 0.0054 0.0001 2.5% 0.0000
Volume 410 179 -231 -56.3% 942
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8765 0.8727 0.8585
R3 0.8693 0.8655 0.8565
R2 0.8622 0.8622 0.8559
R1 0.8584 0.8584 0.8552 0.8567
PP 0.8550 0.8550 0.8550 0.8542
S1 0.8512 0.8512 0.8539 0.8495
S2 0.8479 0.8479 0.8532
S3 0.8407 0.8441 0.8526
S4 0.8336 0.8369 0.8506
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9135 0.9054 0.8655
R3 0.8916 0.8835 0.8595
R2 0.8697 0.8697 0.8575
R1 0.8616 0.8616 0.8555 0.8656
PP 0.8478 0.8478 0.8478 0.8498
S1 0.8397 0.8397 0.8514 0.8437
S2 0.8259 0.8259 0.8494
S3 0.8040 0.8178 0.8474
S4 0.7821 0.7959 0.8414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8588 0.8390 0.0198 2.3% 0.0066 0.8% 79% True False 213
10 0.8588 0.8329 0.0259 3.0% 0.0051 0.6% 84% True False 142
20 0.8588 0.8149 0.0439 5.1% 0.0051 0.6% 90% True False 131
40 0.8588 0.8126 0.0463 5.4% 0.0038 0.4% 91% True False 72
60 0.8588 0.8126 0.0463 5.4% 0.0037 0.4% 91% True False 55
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 False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8892
2.618 0.8775
1.618 0.8704
1.000 0.8660
0.618 0.8632
HIGH 0.8588
0.618 0.8561
0.500 0.8552
0.382 0.8544
LOW 0.8517
0.618 0.8472
1.000 0.8445
1.618 0.8401
2.618 0.8329
4.250 0.8213
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 0.8552 0.8537
PP 0.8550 0.8529
S1 0.8548 0.8521

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

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