CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 0.9452 0.9465 0.0013 0.1% 0.9415
High 0.9500 0.9519 0.0020 0.2% 0.9443
Low 0.9429 0.9432 0.0004 0.0% 0.9298
Close 0.9470 0.9466 -0.0005 0.0% 0.9398
Range 0.0071 0.0087 0.0016 22.5% 0.0145
ATR 0.0090 0.0089 0.0000 -0.2% 0.0000
Volume 140,014 122,635 -17,379 -12.4% 363,492
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9733 0.9686 0.9513
R3 0.9646 0.9599 0.9489
R2 0.9559 0.9559 0.9481
R1 0.9512 0.9512 0.9473 0.9536
PP 0.9472 0.9472 0.9472 0.9484
S1 0.9425 0.9425 0.9458 0.9449
S2 0.9385 0.9385 0.9450
S3 0.9298 0.9338 0.9442
S4 0.9211 0.9251 0.9418
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9815 0.9751 0.9477
R3 0.9670 0.9606 0.9437
R2 0.9525 0.9525 0.9424
R1 0.9461 0.9461 0.9411 0.9420
PP 0.9380 0.9380 0.9380 0.9359
S1 0.9316 0.9316 0.9384 0.9275
S2 0.9235 0.9235 0.9371
S3 0.9090 0.9171 0.9358
S4 0.8945 0.9026 0.9318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9519 0.9354 0.0166 1.7% 0.0080 0.8% 68% True False 125,644
10 0.9519 0.9161 0.0358 3.8% 0.0096 1.0% 85% True False 80,576
20 0.9519 0.9008 0.0511 5.4% 0.0089 0.9% 90% True False 41,195
40 0.9519 0.8987 0.0533 5.6% 0.0090 1.0% 90% True False 20,734
60 0.9519 0.8840 0.0679 7.2% 0.0083 0.9% 92% True False 13,859
80 0.9519 0.8804 0.0715 7.6% 0.0078 0.8% 93% True False 10,399
100 0.9519 0.8300 0.1219 12.9% 0.0072 0.8% 96% True False 8,321
120 0.9519 0.8300 0.1219 12.9% 0.0064 0.7% 96% True False 6,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9889
2.618 0.9747
1.618 0.9660
1.000 0.9606
0.618 0.9573
HIGH 0.9519
0.618 0.9486
0.500 0.9476
0.382 0.9465
LOW 0.9432
0.618 0.9378
1.000 0.9345
1.618 0.9291
2.618 0.9204
4.250 0.9062
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 0.9476 0.9462
PP 0.9472 0.9459
S1 0.9469 0.9455

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

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