CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	0.8863	0.8799	-0.0064	-0.7%	0.8811
High	0.8892	0.8834	-0.0058	-0.7%	0.8936
Low	0.8801	0.8795	-0.0007	-0.1%	0.8761
Close	0.8817	0.8809	-0.0008	-0.1%	0.8817
Range	0.0091	0.0039	-0.0052	-56.9%	0.0176
ATR	0.0100	0.0096	-0.0004	-4.4%	0.0000
Volume	125,747	70,201	-55,546	-44.2%	387,805

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8929	0.8908	0.8830
R3	0.8890	0.8869	0.8820
R2	0.8851	0.8851	0.8816
R1	0.8830	0.8830	0.8813	0.8841
PP	0.8812	0.8812	0.8812	0.8818
S1	0.8791	0.8791	0.8805	0.8802
S2	0.8773	0.8773	0.8802
S3	0.8734	0.8752	0.8798
S4	0.8695	0.8713	0.8788

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%	0.0091	1.0%	28%	False	False	85,471
10	0.8944	0.8756	0.0188	2.1%	0.0093	1.1%	28%	False	False	48,236
20	0.9036	0.8737	0.0299	3.4%	0.0093	1.1%	24%	False	False	24,755
40	0.9043	0.8250	0.0793	9.0%	0.0099	1.1%	70%	False	False	12,536
60	0.9043	0.8149	0.0894	10.1%	0.0083	0.9%	74%	False	False	8,408
80	0.9043	0.8126	0.0918	10.4%	0.0069	0.8%	74%	False	False	6,310
100	0.9043	0.8126	0.0918	10.4%	0.0063	0.7%	74%	False	False	5,053

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0029
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8999
2.618	0.8936
1.618	0.8897
1.000	0.8873
0.618	0.8858
HIGH	0.8834
0.618	0.8819
0.500	0.8814
0.382	0.8809
LOW	0.8795
0.618	0.8770
1.000	0.8756
1.618	0.8731
2.618	0.8692
4.250	0.8629

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	0.8814	0.8832
PP	0.8812	0.8825
S1	0.8811	0.8817

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