CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 0.9153 0.9229 0.0076 0.8% 0.9410
High 0.9235 0.9247 0.0012 0.1% 0.9483
Low 0.9152 0.9147 -0.0006 -0.1% 0.9310
Close 0.9227 0.9170 -0.0057 -0.6% 0.9342
Range 0.0083 0.0100 0.0017 20.5% 0.0173
ATR 0.0101 0.0101 0.0000 -0.1% 0.0000
Volume 84,815 97,177 12,362 14.6% 512,505
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 0.9488 0.9429 0.9225
R3 0.9388 0.9329 0.9198
R2 0.9288 0.9288 0.9188
R1 0.9229 0.9229 0.9179 0.9208
PP 0.9188 0.9188 0.9188 0.9177
S1 0.9129 0.9129 0.9161 0.9108
S2 0.9088 0.9088 0.9152
S3 0.8988 0.9029 0.9143
S4 0.8888 0.8929 0.9115
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.9897 0.9793 0.9437
R3 0.9724 0.9620 0.9390
R2 0.9551 0.9551 0.9374
R1 0.9447 0.9447 0.9358 0.9413
PP 0.9378 0.9378 0.9378 0.9361
S1 0.9274 0.9274 0.9326 0.9240
S2 0.9205 0.9205 0.9310
S3 0.9032 0.9101 0.9294
S4 0.8859 0.8928 0.9247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9404 0.9147 0.0257 2.8% 0.0097 1.1% 9% False True 100,511
10 0.9483 0.9147 0.0337 3.7% 0.0098 1.1% 7% False True 106,159
20 0.9483 0.8947 0.0536 5.8% 0.0106 1.2% 42% False False 113,404
40 0.9483 0.8806 0.0678 7.4% 0.0095 1.0% 54% False False 115,641
60 0.9483 0.8756 0.0728 7.9% 0.0095 1.0% 57% False False 89,702
80 0.9483 0.8250 0.1233 13.4% 0.0098 1.1% 75% False False 67,374
100 0.9483 0.8149 0.1334 14.5% 0.0089 1.0% 77% False False 53,930
120 0.9483 0.8126 0.1358 14.8% 0.0080 0.9% 77% False False 44,946
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9672
2.618 0.9508
1.618 0.9408
1.000 0.9347
0.618 0.9308
HIGH 0.9247
0.618 0.9208
0.500 0.9197
0.382 0.9185
LOW 0.9147
0.618 0.9085
1.000 0.9047
1.618 0.8985
2.618 0.8885
4.250 0.8722
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 0.9197 0.9197
PP 0.9188 0.9188
S1 0.9179 0.9179

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

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