CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.8858 0.8897 0.0039 0.4% 0.8811
High 0.8925 0.9057 0.0132 1.5% 0.8936
Low 0.8808 0.8874 0.0067 0.8% 0.8761
Close 0.8891 0.8995 0.0104 1.2% 0.8817
Range 0.0118 0.0183 0.0065 55.3% 0.0176
ATR 0.0100 0.0105 0.0006 6.0% 0.0000
Volume 134,273 210,241 75,968 56.6% 387,805
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9523 0.9441 0.9095
R3 0.9340 0.9259 0.9045
R2 0.9158 0.9158 0.9028
R1 0.9076 0.9076 0.9011 0.9117
PP 0.8975 0.8975 0.8975 0.8995
S1 0.8894 0.8894 0.8978 0.8934
S2 0.8793 0.8793 0.8961
S3 0.8610 0.8711 0.8944
S4 0.8428 0.8529 0.8894
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 0.9057 0.8776 0.0281 3.1% 0.0111 1.2% 78% True False 133,860
10 0.9057 0.8761 0.0296 3.3% 0.0102 1.1% 79% True False 94,776
20 0.9057 0.8756 0.0301 3.3% 0.0099 1.1% 79% True False 48,324
40 0.9057 0.8250 0.0807 9.0% 0.0103 1.1% 92% True False 24,355
60 0.9057 0.8250 0.0807 9.0% 0.0086 1.0% 92% True False 16,281
80 0.9057 0.8126 0.0931 10.4% 0.0074 0.8% 93% True False 12,227
100 0.9057 0.8126 0.0931 10.4% 0.0066 0.7% 93% True False 9,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.9832
2.618 0.9534
1.618 0.9352
1.000 0.9239
0.618 0.9169
HIGH 0.9057
0.618 0.8987
0.500 0.8965
0.382 0.8944
LOW 0.8874
0.618 0.8761
1.000 0.8692
1.618 0.8579
2.618 0.8396
4.250 0.8098
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.8985 0.8968
PP 0.8975 0.8942
S1 0.8965 0.8916

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

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