CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 0.8922 0.8919 -0.0004 0.0% 0.8799
High 0.8938 0.8925 -0.0013 -0.1% 0.9057
Low 0.8876 0.8867 -0.0009 -0.1% 0.8776
Close 0.8918 0.8896 -0.0022 -0.2% 0.8981
Range 0.0062 0.0058 -0.0004 -6.5% 0.0281
ATR 0.0097 0.0094 -0.0003 -2.9% 0.0000
Volume 90,702 81,875 -8,827 -9.7% 650,753
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9068 0.9040 0.8928
R3 0.9011 0.8982 0.8912
R2 0.8953 0.8953 0.8907
R1 0.8925 0.8925 0.8901 0.8910
PP 0.8896 0.8896 0.8896 0.8889
S1 0.8867 0.8867 0.8891 0.8853
S2 0.8838 0.8838 0.8885
S3 0.8781 0.8810 0.8880
S4 0.8723 0.8752 0.8864
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9779 0.9661 0.9135
R3 0.9499 0.9380 0.9058
R2 0.9218 0.9218 0.9032
R1 0.9100 0.9100 0.9007 0.9159
PP 0.8938 0.8938 0.8938 0.8968
S1 0.8819 0.8819 0.8955 0.8879
S2 0.8657 0.8657 0.8930
S3 0.8377 0.8539 0.8904
S4 0.8096 0.8258 0.8827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9045 0.8867 0.0178 2.0% 0.0069 0.8% 16% False True 89,463
10 0.9057 0.8776 0.0281 3.2% 0.0090 1.0% 43% False False 111,661
20 0.9057 0.8756 0.0301 3.4% 0.0095 1.1% 47% False False 70,467
40 0.9057 0.8250 0.0807 9.1% 0.0104 1.2% 80% False False 35,519
60 0.9057 0.8250 0.0807 9.1% 0.0090 1.0% 80% False False 23,734
80 0.9057 0.8126 0.0931 10.5% 0.0078 0.9% 83% False False 17,818
100 0.9057 0.8126 0.0931 10.5% 0.0068 0.8% 83% False False 14,259
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9169
2.618 0.9075
1.618 0.9018
1.000 0.8982
0.618 0.8960
HIGH 0.8925
0.618 0.8903
0.500 0.8896
0.382 0.8889
LOW 0.8867
0.618 0.8831
1.000 0.8810
1.618 0.8774
2.618 0.8716
4.250 0.8623
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 0.8896 0.8934
PP 0.8896 0.8921
S1 0.8896 0.8909

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

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