CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 26-Jan-2016
Day Change Summary
Previous Current
25-Jan-2016 26-Jan-2016 Change Change % Previous Week
Open 0.8467 0.8485 0.0018 0.2% 0.8581
High 0.8485 0.8518 0.0033 0.4% 0.8644
Low 0.8443 0.8462 0.0019 0.2% 0.8443
Close 0.8468 0.8470 0.0002 0.0% 0.8449
Range 0.0042 0.0056 0.0014 33.7% 0.0201
ATR 0.0064 0.0063 -0.0001 -1.0% 0.0000
Volume 157 54 -103 -65.6% 971
Daily Pivots for day following 26-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8650 0.8615 0.8500
R3 0.8594 0.8560 0.8485
R2 0.8539 0.8539 0.8480
R1 0.8504 0.8504 0.8475 0.8494
PP 0.8483 0.8483 0.8483 0.8478
S1 0.8449 0.8449 0.8464 0.8438
S2 0.8428 0.8428 0.8459
S3 0.8372 0.8393 0.8454
S4 0.8317 0.8338 0.8439
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9113 0.8981 0.8559
R3 0.8913 0.8781 0.8504
R2 0.8712 0.8712 0.8485
R1 0.8580 0.8580 0.8467 0.8546
PP 0.8512 0.8512 0.8512 0.8495
S1 0.8380 0.8380 0.8430 0.8346
S2 0.8311 0.8311 0.8412
S3 0.8111 0.8179 0.8393
S4 0.7910 0.7979 0.8338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8644 0.8443 0.0201 2.4% 0.0071 0.8% 13% False False 205
10 0.8644 0.8443 0.0201 2.4% 0.0069 0.8% 13% False False 182
20 0.8644 0.8329 0.0315 3.7% 0.0060 0.7% 45% False False 162
40 0.8644 0.8126 0.0518 6.1% 0.0051 0.6% 66% False False 116
60 0.8644 0.8126 0.0518 6.1% 0.0043 0.5% 66% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8753
2.618 0.8663
1.618 0.8607
1.000 0.8573
0.618 0.8552
HIGH 0.8518
0.618 0.8496
0.500 0.8490
0.382 0.8483
LOW 0.8462
0.618 0.8428
1.000 0.8407
1.618 0.8372
2.618 0.8317
4.250 0.8226
Fisher Pivots for day following 26-Jan-2016
Pivot 1 day 3 day
R1 0.8490 0.8486
PP 0.8483 0.8481
S1 0.8476 0.8475

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

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