CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 02-May-2016

Day Change Summary
	Previous	Current
	29-Apr-2016	02-May-2016	Change	Change %	Previous Week
Open	0.9255	0.9410	0.0155	1.7%	0.8954
High	0.9421	0.9430	0.0009	0.1%	0.9421
Low	0.9251	0.9370	0.0119	1.3%	0.8947
Close	0.9378	0.9402	0.0024	0.3%	0.9378
Range	0.0171	0.0060	-0.0111	-64.8%	0.0474
ATR	0.0111	0.0107	-0.0004	-3.3%	0.0000
Volume	164,734	103,326	-61,408	-37.3%	686,060

Daily Pivots for day following 02-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9580	0.9551	0.9435
R3	0.9520	0.9491	0.9418
R2	0.9460	0.9460	0.9413
R1	0.9431	0.9431	0.9407	0.9416
PP	0.9400	0.9400	0.9400	0.9393
S1	0.9371	0.9371	0.9396	0.9356
S2	0.9340	0.9340	0.9391
S3	0.9280	0.9311	0.9385
S4	0.9220	0.9251	0.9369

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0671	1.0498	0.9639
R3	1.0197	1.0024	0.9508
R2	0.9723	0.9723	0.9465
R1	0.9550	0.9550	0.9421	0.9637
PP	0.9249	0.9249	0.9249	0.9292
S1	0.9076	0.9076	0.9335	0.9163
S2	0.8775	0.8775	0.9291
S3	0.8301	0.8602	0.9248
S4	0.7827	0.8128	0.9117

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9430	0.8947	0.0483	5.1%	0.0137	1.5%	94%	True	False	136,927
10	0.9430	0.8947	0.0483	5.1%	0.0118	1.3%	94%	True	False	128,222
20	0.9430	0.8947	0.0483	5.1%	0.0108	1.1%	94%	True	False	130,753
40	0.9430	0.8761	0.0669	7.1%	0.0095	1.0%	96%	True	False	113,831
60	0.9430	0.8543	0.0887	9.4%	0.0100	1.1%	97%	True	False	76,552
80	0.9430	0.8250	0.1180	12.5%	0.0096	1.0%	98%	True	False	57,476
100	0.9430	0.8149	0.1281	13.6%	0.0086	0.9%	98%	True	False	45,999
120	0.9430	0.8126	0.1304	13.9%	0.0075	0.8%	98%	True	False	38,334

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.9685
2.618	0.9587
1.618	0.9527
1.000	0.9490
0.618	0.9467
HIGH	0.9430
0.618	0.9407
0.500	0.9400
0.382	0.9392
LOW	0.9370
0.618	0.9332
1.000	0.9310
1.618	0.9272
2.618	0.9212
4.250	0.9115

Fisher Pivots for day following 02-May-2016
Pivot	1 day	3 day
R1	0.9401	0.9330
PP	0.9400	0.9259
S1	0.9400	0.9188

Download as Excel Spreadsheet

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

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