CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 0.8442 0.8275 -0.0167 -2.0% 0.8467
High 0.8484 0.8314 -0.0170 -2.0% 0.8518
Low 0.8250 0.8271 0.0021 0.3% 0.8250
Close 0.8287 0.8284 -0.0003 0.0% 0.8287
Range 0.0234 0.0043 -0.0191 -81.6% 0.0268
ATR 0.0073 0.0071 -0.0002 -2.9% 0.0000
Volume 774 206 -568 -73.4% 1,176
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8419 0.8394 0.8307
R3 0.8376 0.8351 0.8295
R2 0.8333 0.8333 0.8291
R1 0.8308 0.8308 0.8287 0.8320
PP 0.8290 0.8290 0.8290 0.8296
S1 0.8265 0.8265 0.8280 0.8277
S2 0.8247 0.8247 0.8276
S3 0.8204 0.8222 0.8272
S4 0.8161 0.8179 0.8260
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% 0.0083 1.0% 13% False False 245
10 0.8644 0.8250 0.0394 4.8% 0.0079 1.0% 9% False False 235
20 0.8644 0.8250 0.0394 4.8% 0.0075 0.9% 9% False False 206
40 0.8644 0.8126 0.0518 6.3% 0.0059 0.7% 31% False False 145
60 0.8644 0.8126 0.0518 6.3% 0.0046 0.6% 31% False False 104
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8497
2.618 0.8427
1.618 0.8384
1.000 0.8357
0.618 0.8341
HIGH 0.8314
0.618 0.8298
0.500 0.8293
0.382 0.8287
LOW 0.8271
0.618 0.8244
1.000 0.8228
1.618 0.8201
2.618 0.8158
4.250 0.8088
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 0.8293 0.8367
PP 0.8290 0.8339
S1 0.8287 0.8311

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

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