CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 0.9179 0.9210 0.0031 0.3% 0.9335
High 0.9222 0.9226 0.0005 0.0% 0.9340
Low 0.9134 0.9173 0.0039 0.4% 0.9134
Close 0.9212 0.9182 -0.0030 -0.3% 0.9212
Range 0.0088 0.0054 -0.0035 -39.2% 0.0206
ATR 0.0100 0.0097 -0.0003 -3.3% 0.0000
Volume 114,455 65,223 -49,232 -43.0% 498,809
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 0.9354 0.9322 0.9211
R3 0.9301 0.9268 0.9197
R2 0.9247 0.9247 0.9192
R1 0.9215 0.9215 0.9187 0.9204
PP 0.9194 0.9194 0.9194 0.9188
S1 0.9161 0.9161 0.9177 0.9151
S2 0.9140 0.9140 0.9172
S3 0.9087 0.9108 0.9167
S4 0.9033 0.9054 0.9153
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.9846 0.9735 0.9325
R3 0.9640 0.9529 0.9269
R2 0.9434 0.9434 0.9250
R1 0.9323 0.9323 0.9231 0.9276
PP 0.9228 0.9228 0.9228 0.9205
S1 0.9117 0.9117 0.9193 0.9070
S2 0.9022 0.9022 0.9174
S3 0.8816 0.8911 0.9155
S4 0.8610 0.8705 0.9099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9247 0.9134 0.0113 1.2% 0.0083 0.9% 43% False False 92,317
10 0.9483 0.9134 0.0350 3.8% 0.0089 1.0% 14% False False 97,321
20 0.9483 0.8947 0.0536 5.8% 0.0103 1.1% 44% False False 112,771
40 0.9483 0.8806 0.0678 7.4% 0.0092 1.0% 56% False False 112,197
60 0.9483 0.8756 0.0728 7.9% 0.0095 1.0% 59% False False 92,683
80 0.9483 0.8250 0.1233 13.4% 0.0098 1.1% 76% False False 69,614
100 0.9483 0.8250 0.1233 13.4% 0.0089 1.0% 76% False False 55,719
120 0.9483 0.8126 0.1358 14.8% 0.0081 0.9% 78% False False 46,444
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.9453
2.618 0.9366
1.618 0.9313
1.000 0.9280
0.618 0.9259
HIGH 0.9226
0.618 0.9206
0.500 0.9199
0.382 0.9193
LOW 0.9173
0.618 0.9139
1.000 0.9119
1.618 0.9086
2.618 0.9032
4.250 0.8945
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 0.9199 0.9190
PP 0.9194 0.9187
S1 0.9188 0.9185

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

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