CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 02-Feb-2016
Day Change Summary
Previous Current
01-Feb-2016 02-Feb-2016 Change Change % Previous Week
Open 0.8275 0.8297 0.0022 0.3% 0.8467
High 0.8314 0.8370 0.0056 0.7% 0.8518
Low 0.8271 0.8297 0.0026 0.3% 0.8250
Close 0.8284 0.8355 0.0072 0.9% 0.8287
Range 0.0043 0.0074 0.0031 70.9% 0.0268
ATR 0.0071 0.0072 0.0001 1.6% 0.0000
Volume 206 194 -12 -5.8% 1,176
Daily Pivots for day following 02-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8561 0.8532 0.8395
R3 0.8488 0.8458 0.8375
R2 0.8414 0.8414 0.8368
R1 0.8385 0.8385 0.8362 0.8399
PP 0.8341 0.8341 0.8341 0.8348
S1 0.8311 0.8311 0.8348 0.8326
S2 0.8267 0.8267 0.8342
S3 0.8194 0.8238 0.8335
S4 0.8120 0.8164 0.8315
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 0.8488 0.8250 0.0238 2.8% 0.0086 1.0% 44% False False 273
10 0.8644 0.8250 0.0394 4.7% 0.0079 0.9% 27% False False 239
20 0.8644 0.8250 0.0394 4.7% 0.0073 0.9% 27% False False 212
40 0.8644 0.8126 0.0518 6.2% 0.0060 0.7% 44% False False 148
60 0.8644 0.8126 0.0518 6.2% 0.0047 0.6% 44% False False 107
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8682
2.618 0.8562
1.618 0.8489
1.000 0.8444
0.618 0.8415
HIGH 0.8370
0.618 0.8342
0.500 0.8333
0.382 0.8325
LOW 0.8297
0.618 0.8251
1.000 0.8223
1.618 0.8178
2.618 0.8104
4.250 0.7984
Fisher Pivots for day following 02-Feb-2016
Pivot 1 day 3 day
R1 0.8348 0.8367
PP 0.8341 0.8363
S1 0.8333 0.8359

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

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