CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 0.8559 0.8570 0.0011 0.1% 0.8588
High 0.8644 0.8600 -0.0044 -0.5% 0.8606
Low 0.8552 0.8520 -0.0032 -0.4% 0.8483
Close 0.8593 0.8540 -0.0053 -0.6% 0.8578
Range 0.0092 0.0080 -0.0012 -12.6% 0.0123
ATR 0.0062 0.0063 0.0001 2.1% 0.0000
Volume 326 179 -147 -45.1% 826
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8793 0.8747 0.8584
R3 0.8713 0.8667 0.8562
R2 0.8633 0.8633 0.8555
R1 0.8587 0.8587 0.8547 0.8570
PP 0.8553 0.8553 0.8553 0.8545
S1 0.8507 0.8507 0.8533 0.8490
S2 0.8473 0.8473 0.8525
S3 0.8393 0.8427 0.8518
S4 0.8313 0.8347 0.8496
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8924 0.8874 0.8645
R3 0.8801 0.8751 0.8611
R2 0.8678 0.8678 0.8600
R1 0.8628 0.8628 0.8589 0.8592
PP 0.8555 0.8555 0.8555 0.8537
S1 0.8505 0.8505 0.8566 0.8469
S2 0.8432 0.8432 0.8555
S3 0.8309 0.8382 0.8544
S4 0.8186 0.8259 0.8510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8644 0.8492 0.0152 1.8% 0.0084 1.0% 32% False False 174
10 0.8644 0.8454 0.0190 2.2% 0.0076 0.9% 45% False False 219
20 0.8644 0.8285 0.0359 4.2% 0.0054 0.6% 71% False False 141
40 0.8644 0.8126 0.0518 6.1% 0.0047 0.5% 80% False False 103
60 0.8644 0.8126 0.0518 6.1% 0.0041 0.5% 80% False False 76
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8940
2.618 0.8809
1.618 0.8729
1.000 0.8680
0.618 0.8649
HIGH 0.8600
0.618 0.8569
0.500 0.8560
0.382 0.8551
LOW 0.8520
0.618 0.8471
1.000 0.8440
1.618 0.8391
2.618 0.8311
4.250 0.8180
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 0.8560 0.8575
PP 0.8553 0.8563
S1 0.8547 0.8552

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

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