CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 0.9003 0.8997 -0.0006 -0.1% 0.9258
High 0.9047 0.9017 -0.0031 -0.3% 0.9287
Low 0.8982 0.8958 -0.0024 -0.3% 0.8955
Close 0.8987 0.8995 0.0008 0.1% 0.8965
Range 0.0066 0.0059 -0.0007 -10.7% 0.0332
ATR 0.0091 0.0089 -0.0002 -2.6% 0.0000
Volume 85,363 88,642 3,279 3.8% 603,366
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9165 0.9138 0.9027
R3 0.9107 0.9080 0.9011
R2 0.9048 0.9048 0.9005
R1 0.9021 0.9021 0.9000 0.9006
PP 0.8990 0.8990 0.8990 0.8982
S1 0.8963 0.8963 0.8989 0.8947
S2 0.8931 0.8931 0.8984
S3 0.8873 0.8904 0.8978
S4 0.8814 0.8846 0.8962
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0065 0.9847 0.9147
R3 0.9733 0.9515 0.9056
R2 0.9401 0.9401 0.9025
R1 0.9183 0.9183 0.8995 0.9126
PP 0.9069 0.9069 0.9069 0.9040
S1 0.8851 0.8851 0.8934 0.8794
S2 0.8737 0.8737 0.8904
S3 0.8405 0.8519 0.8873
S4 0.8073 0.8187 0.8782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9164 0.8953 0.0211 2.3% 0.0092 1.0% 20% False False 114,683
10 0.9287 0.8953 0.0334 3.7% 0.0086 1.0% 12% False False 107,222
20 0.9308 0.8892 0.0416 4.6% 0.0089 1.0% 25% False False 120,731
40 0.9308 0.8756 0.0553 6.1% 0.0088 1.0% 43% False False 101,565
60 0.9308 0.8297 0.1012 11.2% 0.0097 1.1% 69% False False 68,060
80 0.9308 0.8250 0.1058 11.8% 0.0092 1.0% 70% False False 51,096
100 0.9308 0.8126 0.1183 13.1% 0.0082 0.9% 73% False False 40,894
120 0.9308 0.8126 0.1183 13.1% 0.0072 0.8% 73% False False 34,082
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9265
2.618 0.9170
1.618 0.9111
1.000 0.9075
0.618 0.9053
HIGH 0.9017
0.618 0.8994
0.500 0.8987
0.382 0.8980
LOW 0.8958
0.618 0.8922
1.000 0.8900
1.618 0.8863
2.618 0.8805
4.250 0.8709
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 0.8992 0.9000
PP 0.8990 0.8998
S1 0.8987 0.8996

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

View Archives - Comment on this page... - Back to Index of Symbols