CME Japanese Yen Future June 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	0.9354	0.9348	-0.0007	-0.1%	0.9384
High	0.9412	0.9385	-0.0027	-0.3%	0.9412
Low	0.9331	0.9322	-0.0009	-0.1%	0.9269
Close	0.9358	0.9366	0.0008	0.1%	0.9366
Range	0.0081	0.0063	-0.0018	-21.7%	0.0143
ATR	0.0097	0.0094	-0.0002	-2.5%	0.0000
Volume	143,450	43,990	-99,460	-69.3%	618,425

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9547	0.9519	0.9400
R3	0.9484	0.9456	0.9383
R2	0.9421	0.9421	0.9377
R1	0.9393	0.9393	0.9371	0.9407
PP	0.9358	0.9358	0.9358	0.9364
S1	0.9330	0.9330	0.9360	0.9344
S2	0.9295	0.9295	0.9354
S3	0.9232	0.9267	0.9348
S4	0.9169	0.9204	0.9331

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9778	0.9715	0.9444
R3	0.9635	0.9572	0.9405
R2	0.9492	0.9492	0.9392
R1	0.9429	0.9429	0.9379	0.9389
PP	0.9349	0.9349	0.9349	0.9329
S1	0.9286	0.9286	0.9352	0.9246
S2	0.9206	0.9206	0.9339
S3	0.9063	0.9143	0.9326
S4	0.8920	0.9000	0.9287

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9412	0.9269	0.0143	1.5%	0.0077	0.8%	68%	False	False	123,685
10	0.9412	0.8975	0.0437	4.7%	0.0102	1.1%	89%	False	False	141,317
20	0.9412	0.8975	0.0437	4.7%	0.0088	0.9%	89%	False	False	119,071
40	0.9483	0.8947	0.0536	5.7%	0.0097	1.0%	78%	False	False	116,238
60	0.9483	0.8806	0.0678	7.2%	0.0093	1.0%	83%	False	False	116,784
80	0.9483	0.8756	0.0728	7.8%	0.0093	1.0%	84%	False	False	97,044
100	0.9483	0.8250	0.1233	13.2%	0.0096	1.0%	90%	False	False	77,714
120	0.9483	0.8149	0.1334	14.2%	0.0089	1.0%	91%	False	False	64,787

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.9653
2.618	0.9550
1.618	0.9487
1.000	0.9448
0.618	0.9424
HIGH	0.9385
0.618	0.9361
0.500	0.9354
0.382	0.9346
LOW	0.9322
0.618	0.9283
1.000	0.9259
1.618	0.9220
2.618	0.9157
4.250	0.9054

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	0.9362	0.9364
PP	0.9358	0.9363
S1	0.9354	0.9362

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