CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 0.8912 0.8905 -0.0008 -0.1% 0.8850
High 0.8937 0.8979 0.0043 0.5% 0.8979
Low 0.8892 0.8900 0.0008 0.1% 0.8806
Close 0.8904 0.8969 0.0065 0.7% 0.8969
Range 0.0045 0.0080 0.0035 78.7% 0.0174
ATR 0.0088 0.0087 -0.0001 -0.7% 0.0000
Volume 89,029 135,431 46,402 52.1% 473,775
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9188 0.9158 0.9012
R3 0.9108 0.9078 0.8990
R2 0.9029 0.9029 0.8983
R1 0.8999 0.8999 0.8976 0.9014
PP 0.8949 0.8949 0.8949 0.8957
S1 0.8919 0.8919 0.8961 0.8934
S2 0.8870 0.8870 0.8954
S3 0.8790 0.8840 0.8947
S4 0.8711 0.8760 0.8925
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9438 0.9377 0.9064
R3 0.9265 0.9203 0.9016
R2 0.9091 0.9091 0.9000
R1 0.9030 0.9030 0.8984 0.9061
PP 0.8918 0.8918 0.8918 0.8933
S1 0.8856 0.8856 0.8953 0.8887
S2 0.8744 0.8744 0.8937
S3 0.8571 0.8683 0.8921
S4 0.8397 0.8509 0.8873
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8979 0.8806 0.0174 1.9% 0.0065 0.7% 94% True False 94,755
10 0.9045 0.8806 0.0239 2.7% 0.0067 0.7% 68% False False 92,109
20 0.9057 0.8761 0.0296 3.3% 0.0085 0.9% 70% False False 93,442
40 0.9057 0.8486 0.0571 6.4% 0.0097 1.1% 85% False False 47,314
60 0.9057 0.8250 0.0807 9.0% 0.0092 1.0% 89% False False 31,624
80 0.9057 0.8137 0.0920 10.3% 0.0080 0.9% 90% False False 23,739
100 0.9057 0.8126 0.0931 10.4% 0.0069 0.8% 91% False False 18,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9317
2.618 0.9187
1.618 0.9108
1.000 0.9059
0.618 0.9028
HIGH 0.8979
0.618 0.8949
0.500 0.8939
0.382 0.8930
LOW 0.8900
0.618 0.8850
1.000 0.8820
1.618 0.8771
2.618 0.8691
4.250 0.8562
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 0.8959 0.8956
PP 0.8949 0.8943
S1 0.8939 0.8930

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

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