CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.9258 0.9202 -0.0056 -0.6% 0.9271
High 0.9287 0.9204 -0.0083 -0.9% 0.9308
Low 0.9188 0.9146 -0.0042 -0.5% 0.9126
Close 0.9203 0.9175 -0.0028 -0.3% 0.9214
Range 0.0099 0.0059 -0.0041 -40.9% 0.0183
ATR 0.0090 0.0088 -0.0002 -2.5% 0.0000
Volume 110,524 102,978 -7,546 -6.8% 508,585
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9350 0.9321 0.9207
R3 0.9292 0.9263 0.9191
R2 0.9233 0.9233 0.9186
R1 0.9204 0.9204 0.9180 0.9190
PP 0.9175 0.9175 0.9175 0.9168
S1 0.9146 0.9146 0.9170 0.9131
S2 0.9116 0.9116 0.9164
S3 0.9058 0.9087 0.9159
S4 0.8999 0.9029 0.9143
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9763 0.9671 0.9314
R3 0.9581 0.9488 0.9264
R2 0.9398 0.9398 0.9247
R1 0.9306 0.9306 0.9230 0.9261
PP 0.9216 0.9216 0.9216 0.9193
S1 0.9123 0.9123 0.9197 0.9078
S2 0.9033 0.9033 0.9180
S3 0.8851 0.8941 0.9163
S4 0.8668 0.8758 0.9113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9287 0.9126 0.0161 1.8% 0.0077 0.8% 31% False False 100,772
10 0.9308 0.9054 0.0254 2.8% 0.0092 1.0% 48% False False 125,555
20 0.9308 0.8806 0.0503 5.5% 0.0081 0.9% 74% False False 113,926
40 0.9308 0.8756 0.0553 6.0% 0.0090 1.0% 76% False False 85,197
60 0.9308 0.8250 0.1058 11.5% 0.0095 1.0% 87% False False 56,939
80 0.9308 0.8250 0.1058 11.5% 0.0086 0.9% 87% False False 42,743
100 0.9308 0.8126 0.1183 12.9% 0.0077 0.8% 89% False False 34,208
120 0.9308 0.8126 0.1183 12.9% 0.0069 0.8% 89% False False 28,510
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9453
2.618 0.9357
1.618 0.9299
1.000 0.9263
0.618 0.9240
HIGH 0.9204
0.618 0.9182
0.500 0.9175
0.382 0.9168
LOW 0.9146
0.618 0.9109
1.000 0.9087
1.618 0.9051
2.618 0.8992
4.250 0.8897
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.9175 0.9206
PP 0.9175 0.9196
S1 0.9175 0.9185

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

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