CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 11-Mar-2016

Day Change Summary
	Previous	Current
	10-Mar-2016	11-Mar-2016	Change	Change %	Previous Week
Open	0.8849	0.8863	0.0014	0.2%	0.8811
High	0.8904	0.8892	-0.0013	-0.1%	0.8936
Low	0.8761	0.8801	0.0041	0.5%	0.8761
Close	0.8867	0.8817	-0.0050	-0.6%	0.8817
Range	0.0144	0.0091	-0.0053	-36.9%	0.0176
ATR	0.0101	0.0100	-0.0001	-0.8%	0.0000
Volume	94,833	125,747	30,914	32.6%	387,805

Daily Pivots for day following 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9108	0.9053	0.8867
R3	0.9018	0.8963	0.8842
R2	0.8927	0.8927	0.8834
R1	0.8872	0.8872	0.8825	0.8854
PP	0.8837	0.8837	0.8837	0.8828
S1	0.8782	0.8782	0.8809	0.8764
S2	0.8746	0.8746	0.8800
S3	0.8656	0.8691	0.8792
S4	0.8565	0.8601	0.8767

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9364	0.9266	0.8914
R3	0.9189	0.9091	0.8865
R2	0.9013	0.9013	0.8849
R1	0.8915	0.8915	0.8833	0.8964
PP	0.8838	0.8838	0.8838	0.8862
S1	0.8740	0.8740	0.8801	0.8789
S2	0.8662	0.8662	0.8785
S3	0.8487	0.8564	0.8769
S4	0.8311	0.8389	0.8720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8936	0.8761	0.0176	2.0%	0.0094	1.1%	32%	False	False	77,561
10	0.8944	0.8756	0.0188	2.1%	0.0098	1.1%	33%	False	False	41,644
20	0.9036	0.8737	0.0299	3.4%	0.0097	1.1%	27%	False	False	21,264
40	0.9043	0.8250	0.0793	9.0%	0.0100	1.1%	72%	False	False	10,784
60	0.9043	0.8149	0.0894	10.1%	0.0083	0.9%	75%	False	False	7,239
80	0.9043	0.8126	0.0918	10.4%	0.0070	0.8%	75%	False	False	5,433
100	0.9043	0.8126	0.0918	10.4%	0.0062	0.7%	75%	False	False	4,350

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	0.0029
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9276
2.618	0.9128
1.618	0.9038
1.000	0.8982
0.618	0.8947
HIGH	0.8892
0.618	0.8857
0.500	0.8846
0.382	0.8836
LOW	0.8801
0.618	0.8745
1.000	0.8711
1.618	0.8655
2.618	0.8564
4.250	0.8416

Fisher Pivots for day following 11-Mar-2016
Pivot	1 day	3 day
R1	0.8846	0.8848
PP	0.8837	0.8838
S1	0.8827	0.8827

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols