CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 0.8689 0.8721 0.0032 0.4% 0.8275
High 0.8788 0.8870 0.0082 0.9% 0.8630
Low 0.8688 0.8713 0.0026 0.3% 0.8271
Close 0.8730 0.8831 0.0101 1.2% 0.8588
Range 0.0101 0.0157 0.0057 56.2% 0.0359
ATR 0.0091 0.0096 0.0005 5.2% 0.0000
Volume 393 581 188 47.8% 1,542
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9276 0.9210 0.8917
R3 0.9119 0.9053 0.8874
R2 0.8962 0.8962 0.8860
R1 0.8896 0.8896 0.8845 0.8929
PP 0.8805 0.8805 0.8805 0.8821
S1 0.8739 0.8739 0.8817 0.8772
S2 0.8648 0.8648 0.8802
S3 0.8491 0.8582 0.8788
S4 0.8334 0.8425 0.8745
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 0.8870 0.8486 0.0384 4.3% 0.0125 1.4% 90% True False 350
10 0.8870 0.8250 0.0620 7.0% 0.0121 1.4% 94% True False 372
20 0.8870 0.8250 0.0620 7.0% 0.0095 1.1% 94% True False 275
40 0.8870 0.8149 0.0721 8.2% 0.0072 0.8% 95% True False 204
60 0.8870 0.8126 0.0745 8.4% 0.0057 0.7% 95% True False 141
80 0.8870 0.8126 0.0745 8.4% 0.0051 0.6% 95% True False 111
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9537
2.618 0.9281
1.618 0.9124
1.000 0.9027
0.618 0.8967
HIGH 0.8870
0.618 0.8810
0.500 0.8792
0.382 0.8773
LOW 0.8713
0.618 0.8616
1.000 0.8556
1.618 0.8459
2.618 0.8302
4.250 0.8046
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 0.8818 0.8790
PP 0.8805 0.8748
S1 0.8792 0.8707

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

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