CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 0.9000 0.9079 0.0080 0.9% 0.8850
High 0.9113 0.9163 0.0050 0.5% 0.8979
Low 0.8997 0.9054 0.0058 0.6% 0.8806
Close 0.9067 0.9137 0.0070 0.8% 0.8969
Range 0.0117 0.0109 -0.0008 -6.9% 0.0174
ATR 0.0087 0.0089 0.0002 1.7% 0.0000
Volume 180,267 165,662 -14,605 -8.1% 473,775
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9443 0.9398 0.9196
R3 0.9335 0.9290 0.9166
R2 0.9226 0.9226 0.9156
R1 0.9181 0.9181 0.9146 0.9204
PP 0.9118 0.9118 0.9118 0.9129
S1 0.9073 0.9073 0.9127 0.9095
S2 0.9009 0.9009 0.9117
S3 0.8901 0.8964 0.9107
S4 0.8792 0.8856 0.9077
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 0.9163 0.8892 0.0271 3.0% 0.0081 0.9% 90% True False 131,222
10 0.9163 0.8806 0.0357 3.9% 0.0072 0.8% 93% True False 107,800
20 0.9163 0.8761 0.0402 4.4% 0.0087 1.0% 94% True False 109,968
40 0.9163 0.8688 0.0475 5.2% 0.0095 1.0% 95% True False 58,086
60 0.9163 0.8250 0.0913 10.0% 0.0093 1.0% 97% True False 38,804
80 0.9163 0.8149 0.1014 11.1% 0.0082 0.9% 97% True False 29,134
100 0.9163 0.8126 0.1037 11.4% 0.0070 0.8% 97% True False 23,309
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9624
2.618 0.9447
1.618 0.9338
1.000 0.9271
0.618 0.9230
HIGH 0.9163
0.618 0.9121
0.500 0.9108
0.382 0.9095
LOW 0.9054
0.618 0.8987
1.000 0.8946
1.618 0.8878
2.618 0.8770
4.250 0.8593
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 0.9127 0.9112
PP 0.9118 0.9087
S1 0.9108 0.9062

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

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