CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	0.9415	0.9326	-0.0089	-0.9%	0.9093
High	0.9428	0.9363	-0.0065	-0.7%	0.9421
Low	0.9320	0.9298	-0.0022	-0.2%	0.9008
Close	0.9344	0.9351	0.0007	0.1%	0.9405
Range	0.0108	0.0065	-0.0043	-39.5%	0.0413
ATR	0.0097	0.0095	-0.0002	-2.4%	0.0000
Volume	37,579	41,421	3,842	10.2%	32,822

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9532	0.9506	0.9386
R3	0.9467	0.9441	0.9368
R2	0.9402	0.9402	0.9362
R1	0.9376	0.9376	0.9356	0.9389
PP	0.9337	0.9337	0.9337	0.9344
S1	0.9311	0.9311	0.9345	0.9324
S2	0.9272	0.9272	0.9339
S3	0.9207	0.9246	0.9333
S4	0.9142	0.9181	0.9315

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0517	1.0374	0.9632
R3	1.0104	0.9961	0.9518
R2	0.9691	0.9691	0.9480
R1	0.9548	0.9548	0.9442	0.9619
PP	0.9278	0.9278	0.9278	0.9314
S1	0.9135	0.9135	0.9367	0.9206
S2	0.8865	0.8865	0.9329
S3	0.8452	0.8722	0.9291
S4	0.8039	0.8309	0.9177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9428	0.9057	0.0371	4.0%	0.0126	1.3%	79%	False	False	21,195
10	0.9428	0.9008	0.0420	4.5%	0.0098	1.0%	82%	False	False	11,604
20	0.9428	0.9008	0.0420	4.5%	0.0087	0.9%	82%	False	False	6,151
40	0.9509	0.8987	0.0523	5.6%	0.0088	0.9%	70%	False	False	3,177
60	0.9509	0.8804	0.0705	7.5%	0.0084	0.9%	78%	False	False	2,143
80	0.9509	0.8796	0.0714	7.6%	0.0074	0.8%	78%	False	False	1,609
100	0.9509	0.8300	0.1209	12.9%	0.0069	0.7%	87%	False	False	1,289
120	0.9509	0.8208	0.1302	13.9%	0.0061	0.7%	88%	False	False	1,074

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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9639
2.618	0.9533
1.618	0.9468
1.000	0.9428
0.618	0.9403
HIGH	0.9363
0.618	0.9338
0.500	0.9331
0.382	0.9323
LOW	0.9298
0.618	0.9258
1.000	0.9233
1.618	0.9193
2.618	0.9128
4.250	0.9022

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	0.9344	0.9338
PP	0.9337	0.9325
S1	0.9331	0.9312

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