CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 0.8581 0.8689 0.0108 1.3% 0.8275
High 0.8710 0.8788 0.0078 0.9% 0.8630
Low 0.8543 0.8688 0.0145 1.7% 0.8271
Close 0.8703 0.8730 0.0027 0.3% 0.8588
Range 0.0167 0.0101 -0.0067 -39.8% 0.0359
ATR 0.0090 0.0091 0.0001 0.8% 0.0000
Volume 293 393 100 34.1% 1,542
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9037 0.8984 0.8785
R3 0.8936 0.8883 0.8758
R2 0.8836 0.8836 0.8748
R1 0.8783 0.8783 0.8739 0.8809
PP 0.8735 0.8735 0.8735 0.8748
S1 0.8682 0.8682 0.8721 0.8709
S2 0.8635 0.8635 0.8712
S3 0.8534 0.8582 0.8702
S4 0.8434 0.8481 0.8675
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9573 0.9440 0.8785
R3 0.9214 0.9081 0.8687
R2 0.8855 0.8855 0.8654
R1 0.8722 0.8722 0.8621 0.8789
PP 0.8496 0.8496 0.8496 0.8530
S1 0.8363 0.8363 0.8555 0.8430
S2 0.8137 0.8137 0.8522
S3 0.7778 0.8004 0.8489
S4 0.7419 0.7645 0.8391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8788 0.8366 0.0422 4.8% 0.0134 1.5% 86% True False 365
10 0.8788 0.8250 0.0538 6.2% 0.0110 1.3% 89% True False 319
20 0.8788 0.8250 0.0538 6.2% 0.0090 1.0% 89% True False 251
40 0.8788 0.8149 0.0639 7.3% 0.0071 0.8% 91% True False 191
60 0.8788 0.8126 0.0663 7.6% 0.0055 0.6% 91% True False 131
80 0.8788 0.8126 0.0663 7.6% 0.0050 0.6% 91% True False 104
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9215
2.618 0.9051
1.618 0.8951
1.000 0.8889
0.618 0.8850
HIGH 0.8788
0.618 0.8750
0.500 0.8738
0.382 0.8726
LOW 0.8688
0.618 0.8625
1.000 0.8587
1.618 0.8525
2.618 0.8424
4.250 0.8260
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 0.8738 0.8709
PP 0.8735 0.8687
S1 0.8733 0.8666

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

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