CME Japanese Yen Future December 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 0.9199 0.9278 0.0079 0.9% 0.9100
High 0.9254 0.9456 0.0202 2.2% 0.9456
Low 0.9199 0.9278 0.0079 0.9% 0.9055
Close 0.9254 0.9441 0.0187 2.0% 0.9441
Range 0.0055 0.0178 0.0123 223.6% 0.0401
ATR 0.0062 0.0072 0.0010 16.2% 0.0000
Volume 75 172 97 129.3% 539
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9925 0.9861 0.9538
R3 0.9747 0.9683 0.9489
R2 0.9569 0.9569 0.9473
R1 0.9505 0.9505 0.9457 0.9537
PP 0.9391 0.9391 0.9391 0.9407
S1 0.9327 0.9327 0.9424 0.9359
S2 0.9213 0.9213 0.9408
S3 0.9035 0.9149 0.9392
S4 0.8857 0.8971 0.9343
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0519 1.0380 0.9661
R3 1.0118 0.9980 0.9551
R2 0.9718 0.9718 0.9514
R1 0.9579 0.9579 0.9477 0.9648
PP 0.9317 0.9317 0.9317 0.9352
S1 0.9179 0.9179 0.9404 0.9248
S2 0.8917 0.8917 0.9367
S3 0.8516 0.8778 0.9330
S4 0.8116 0.8378 0.9220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9456 0.9055 0.0401 4.2% 0.0074 0.8% 96% True False 109
10 0.9456 0.9055 0.0401 4.2% 0.0042 0.4% 96% True False 56
20 0.9456 0.9055 0.0401 4.2% 0.0038 0.4% 96% True False 38
40 0.9549 0.9035 0.0514 5.4% 0.0038 0.4% 79% False False 21
60 0.9549 0.8829 0.0721 7.6% 0.0031 0.3% 85% False False 15
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 0.0004
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.0212
2.618 0.9922
1.618 0.9744
1.000 0.9634
0.618 0.9566
HIGH 0.9456
0.618 0.9388
0.500 0.9367
0.382 0.9345
LOW 0.9278
0.618 0.9167
1.000 0.9100
1.618 0.8989
2.618 0.8811
4.250 0.8521
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 0.9416 0.9396
PP 0.9391 0.9351
S1 0.9367 0.9307

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

View Archives - Comment on this page... - Back to Index of Symbols