CME Japanese Yen Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 0.9135 0.9190 0.0055 0.6% 0.9060
High 0.9217 0.9391 0.0174 1.9% 0.9391
Low 0.9127 0.9165 0.0038 0.4% 0.8975
Close 0.9185 0.9374 0.0189 2.1% 0.9374
Range 0.0090 0.0226 0.0137 152.5% 0.0416
ATR 0.0093 0.0103 0.0009 10.2% 0.0000
Volume 127,594 237,844 110,250 86.4% 706,422
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9988 0.9907 0.9498
R3 0.9762 0.9681 0.9436
R2 0.9536 0.9536 0.9415
R1 0.9455 0.9455 0.9395 0.9495
PP 0.9310 0.9310 0.9310 0.9330
S1 0.9229 0.9229 0.9353 0.9269
S2 0.9084 0.9084 0.9333
S3 0.8858 0.9003 0.9312
S4 0.8632 0.8777 0.9250
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0493 1.0349 0.9603
R3 1.0078 0.9934 0.9488
R2 0.9662 0.9662 0.9450
R1 0.9518 0.9518 0.9412 0.9590
PP 0.9247 0.9247 0.9247 0.9283
S1 0.9103 0.9103 0.9336 0.9175
S2 0.8831 0.8831 0.9298
S3 0.8416 0.8687 0.9260
S4 0.8000 0.8272 0.9145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9391 0.8975 0.0416 4.4% 0.0126 1.3% 96% True False 158,949
10 0.9391 0.8975 0.0416 4.4% 0.0098 1.0% 96% True False 125,064
20 0.9404 0.8975 0.0429 4.6% 0.0093 1.0% 93% False False 113,278
40 0.9483 0.8947 0.0536 5.7% 0.0097 1.0% 80% False False 115,026
60 0.9483 0.8761 0.0723 7.7% 0.0095 1.0% 85% False False 115,709
80 0.9483 0.8713 0.0770 8.2% 0.0097 1.0% 86% False False 89,359
100 0.9483 0.8250 0.1233 13.2% 0.0096 1.0% 91% False False 71,537
120 0.9483 0.8149 0.1334 14.2% 0.0088 0.9% 92% False False 59,636
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0351
2.618 0.9982
1.618 0.9756
1.000 0.9617
0.618 0.9530
HIGH 0.9391
0.618 0.9304
0.500 0.9278
0.382 0.9251
LOW 0.9165
0.618 0.9025
1.000 0.8939
1.618 0.8799
2.618 0.8573
4.250 0.8204
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 0.9342 0.9319
PP 0.9310 0.9263
S1 0.9278 0.9208

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

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