CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 27-May-2016
Day Change Summary
Previous Current
26-May-2016 27-May-2016 Change Change % Previous Week
Open 0.9081 0.9115 0.0034 0.4% 0.9086
High 0.9143 0.9138 -0.0005 -0.1% 0.9170
Low 0.9075 0.9057 -0.0018 -0.2% 0.9057
Close 0.9117 0.9102 -0.0015 -0.2% 0.9102
Range 0.0068 0.0081 0.0013 19.3% 0.0113
ATR 0.0087 0.0086 0.0000 -0.5% 0.0000
Volume 110,525 88,323 -22,202 -20.1% 464,641
Daily Pivots for day following 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.9340 0.9301 0.9146
R3 0.9260 0.9221 0.9124
R2 0.9179 0.9179 0.9116
R1 0.9140 0.9140 0.9109 0.9120
PP 0.9099 0.9099 0.9099 0.9088
S1 0.9060 0.9060 0.9094 0.9039
S2 0.9018 0.9018 0.9087
S3 0.8938 0.8979 0.9079
S4 0.8857 0.8899 0.9057
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 0.9449 0.9388 0.9164
R3 0.9336 0.9275 0.9133
R2 0.9223 0.9223 0.9122
R1 0.9162 0.9162 0.9112 0.9192
PP 0.9110 0.9110 0.9110 0.9125
S1 0.9049 0.9049 0.9091 0.9079
S2 0.8997 0.8997 0.9081
S3 0.8884 0.8936 0.9070
S4 0.8771 0.8823 0.9039
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9170 0.9057 0.0113 1.2% 0.0074 0.8% 39% False True 92,928
10 0.9226 0.9047 0.0180 2.0% 0.0074 0.8% 31% False False 94,213
20 0.9483 0.9047 0.0437 4.8% 0.0082 0.9% 13% False False 97,672
40 0.9483 0.8947 0.0536 5.9% 0.0095 1.0% 29% False False 113,772
60 0.9483 0.8761 0.0723 7.9% 0.0091 1.0% 47% False False 106,996
80 0.9483 0.8486 0.0997 11.0% 0.0096 1.1% 62% False False 80,543
100 0.9483 0.8250 0.1233 13.5% 0.0093 1.0% 69% False False 64,483
120 0.9483 0.8137 0.1346 14.8% 0.0085 0.9% 72% False False 53,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9480
2.618 0.9348
1.618 0.9268
1.000 0.9218
0.618 0.9187
HIGH 0.9138
0.618 0.9107
0.500 0.9097
0.382 0.9088
LOW 0.9057
0.618 0.9007
1.000 0.8977
1.618 0.8927
2.618 0.8846
4.250 0.8715
Fisher Pivots for day following 27-May-2016
Pivot 1 day 3 day
R1 0.9100 0.9101
PP 0.9099 0.9100
S1 0.9097 0.9100

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

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