CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 12-Jan-2016
Day Change Summary
Previous Current
11-Jan-2016 12-Jan-2016 Change Change % Previous Week
Open 0.8588 0.8513 -0.0075 -0.9% 0.8340
High 0.8588 0.8557 -0.0031 -0.4% 0.8559
Low 0.8517 0.8511 -0.0006 -0.1% 0.8340
Close 0.8546 0.8538 -0.0008 -0.1% 0.8535
Range 0.0072 0.0046 -0.0026 -35.7% 0.0219
ATR 0.0054 0.0054 -0.0001 -1.1% 0.0000
Volume 179 93 -86 -48.0% 942
Daily Pivots for day following 12-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8673 0.8651 0.8563
R3 0.8627 0.8605 0.8550
R2 0.8581 0.8581 0.8546
R1 0.8559 0.8559 0.8542 0.8570
PP 0.8535 0.8535 0.8535 0.8541
S1 0.8513 0.8513 0.8533 0.8524
S2 0.8489 0.8489 0.8529
S3 0.8443 0.8467 0.8525
S4 0.8397 0.8421 0.8512
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 0.8454 0.0134 1.6% 0.0063 0.7% 62% False False 223
10 0.8588 0.8329 0.0259 3.0% 0.0054 0.6% 81% False False 147
20 0.8588 0.8149 0.0439 5.1% 0.0049 0.6% 88% False False 132
40 0.8588 0.8126 0.0463 5.4% 0.0039 0.5% 89% False False 74
60 0.8588 0.8126 0.0463 5.4% 0.0036 0.4% 89% False False 56
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8753
2.618 0.8677
1.618 0.8631
1.000 0.8603
0.618 0.8585
HIGH 0.8557
0.618 0.8539
0.500 0.8534
0.382 0.8529
LOW 0.8511
0.618 0.8483
1.000 0.8465
1.618 0.8437
2.618 0.8391
4.250 0.8316
Fisher Pivots for day following 12-Jan-2016
Pivot 1 day 3 day
R1 0.8536 0.8532
PP 0.8535 0.8527
S1 0.8534 0.8521

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.