CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 28-Mar-2016
Day Change Summary
Previous Current
24-Mar-2016 28-Mar-2016 Change Change % Previous Week
Open 0.8919 0.8850 -0.0069 -0.8% 0.8988
High 0.8925 0.8857 -0.0068 -0.8% 0.9014
Low 0.8867 0.8815 -0.0052 -0.6% 0.8867
Close 0.8896 0.8849 -0.0048 -0.5% 0.8896
Range 0.0058 0.0042 -0.0016 -27.0% 0.0147
ATR 0.0094 0.0093 -0.0001 -1.0% 0.0000
Volume 81,875 48,438 -33,437 -40.8% 340,116
Daily Pivots for day following 28-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8966 0.8949 0.8872
R3 0.8924 0.8907 0.8860
R2 0.8882 0.8882 0.8856
R1 0.8865 0.8865 0.8852 0.8853
PP 0.8840 0.8840 0.8840 0.8834
S1 0.8823 0.8823 0.8845 0.8811
S2 0.8798 0.8798 0.8841
S3 0.8756 0.8781 0.8837
S4 0.8714 0.8739 0.8825
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.9365 0.9277 0.8977
R3 0.9219 0.9131 0.8936
R2 0.9072 0.9072 0.8923
R1 0.8984 0.8984 0.8909 0.8955
PP 0.8926 0.8926 0.8926 0.8911
S1 0.8838 0.8838 0.8883 0.8808
S2 0.8779 0.8779 0.8869
S3 0.8633 0.8691 0.8856
S4 0.8486 0.8545 0.8815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9014 0.8815 0.0199 2.2% 0.0062 0.7% 17% False True 77,710
10 0.9057 0.8776 0.0281 3.2% 0.0085 1.0% 26% False False 103,930
20 0.9057 0.8756 0.0301 3.4% 0.0092 1.0% 31% False False 72,787
40 0.9057 0.8250 0.0807 9.1% 0.0104 1.2% 74% False False 36,727
60 0.9057 0.8250 0.0807 9.1% 0.0090 1.0% 74% False False 24,541
80 0.9057 0.8126 0.0931 10.5% 0.0078 0.9% 78% False False 18,424
100 0.9057 0.8126 0.0931 10.5% 0.0067 0.8% 78% False False 14,743
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 0.0024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9036
2.618 0.8967
1.618 0.8925
1.000 0.8899
0.618 0.8883
HIGH 0.8857
0.618 0.8841
0.500 0.8836
0.382 0.8831
LOW 0.8815
0.618 0.8789
1.000 0.8773
1.618 0.8747
2.618 0.8705
4.250 0.8637
Fisher Pivots for day following 28-Mar-2016
Pivot 1 day 3 day
R1 0.8844 0.8876
PP 0.8840 0.8867
S1 0.8836 0.8858

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

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