CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 0.8977 0.9000 0.0023 0.3% 0.8850
High 0.9017 0.9113 0.0096 1.1% 0.8979
Low 0.8962 0.8997 0.0035 0.4% 0.8806
Close 0.9005 0.9067 0.0062 0.7% 0.8969
Range 0.0056 0.0117 0.0061 109.9% 0.0174
ATR 0.0085 0.0087 0.0002 2.7% 0.0000
Volume 85,725 180,267 94,542 110.3% 473,775
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9408 0.9354 0.9131
R3 0.9292 0.9237 0.9099
R2 0.9175 0.9175 0.9088
R1 0.9121 0.9121 0.9077 0.9148
PP 0.9059 0.9059 0.9059 0.9072
S1 0.9004 0.9004 0.9056 0.9032
S2 0.8942 0.8942 0.9045
S3 0.8826 0.8888 0.9034
S4 0.8709 0.8771 0.9002
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 0.9113 0.8882 0.0232 2.6% 0.0072 0.8% 80% True False 116,474
10 0.9113 0.8806 0.0308 3.4% 0.0071 0.8% 85% True False 102,298
20 0.9113 0.8761 0.0353 3.9% 0.0086 1.0% 87% True False 104,389
40 0.9113 0.8543 0.0570 6.3% 0.0097 1.1% 92% True False 53,952
60 0.9113 0.8250 0.0863 9.5% 0.0093 1.0% 95% True False 36,050
80 0.9113 0.8149 0.0964 10.6% 0.0082 0.9% 95% True False 27,064
100 0.9113 0.8126 0.0988 10.9% 0.0069 0.8% 95% True False 21,653
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 0.0016
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9608
2.618 0.9418
1.618 0.9301
1.000 0.9230
0.618 0.9185
HIGH 0.9113
0.618 0.9068
0.500 0.9055
0.382 0.9041
LOW 0.8997
0.618 0.8925
1.000 0.8880
1.618 0.8808
2.618 0.8692
4.250 0.8501
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 0.9063 0.9046
PP 0.9059 0.9026
S1 0.9055 0.9006

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

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