CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 0.8439 0.8442 0.0004 0.0% 0.8467
High 0.8458 0.8484 0.0027 0.3% 0.8518
Low 0.8431 0.8250 -0.0181 -2.1% 0.8250
Close 0.8446 0.8287 -0.0159 -1.9% 0.8287
Range 0.0027 0.0234 0.0207 766.7% 0.0268
ATR 0.0060 0.0073 0.0012 20.6% 0.0000
Volume 145 774 629 433.8% 1,176
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9042 0.8898 0.8415
R3 0.8808 0.8664 0.8351
R2 0.8574 0.8574 0.8329
R1 0.8430 0.8430 0.8308 0.8385
PP 0.8340 0.8340 0.8340 0.8318
S1 0.8196 0.8196 0.8265 0.8151
S2 0.8106 0.8106 0.8244
S3 0.7872 0.7962 0.8222
S4 0.7638 0.7728 0.8158
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.9154 0.8988 0.8434
R3 0.8886 0.8720 0.8360
R2 0.8619 0.8619 0.8336
R1 0.8453 0.8453 0.8311 0.8402
PP 0.8351 0.8351 0.8351 0.8326
S1 0.8185 0.8185 0.8262 0.8135
S2 0.8084 0.8084 0.8237
S3 0.7816 0.7918 0.8213
S4 0.7549 0.7650 0.8139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8518 0.8250 0.0268 3.2% 0.0082 1.0% 14% False True 235
10 0.8644 0.8250 0.0394 4.7% 0.0086 1.0% 9% False True 227
20 0.8644 0.8250 0.0394 4.7% 0.0074 0.9% 9% False True 200
40 0.8644 0.8126 0.0518 6.3% 0.0058 0.7% 31% False False 140
60 0.8644 0.8126 0.0518 6.3% 0.0046 0.6% 31% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9097
1.618 0.8863
1.000 0.8718
0.618 0.8629
HIGH 0.8484
0.618 0.8395
0.500 0.8367
0.382 0.8339
LOW 0.8250
0.618 0.8105
1.000 0.8016
1.618 0.7871
2.618 0.7637
4.250 0.7256
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 0.8367 0.8369
PP 0.8340 0.8341
S1 0.8313 0.8314

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

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