CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 0.9278 0.9456 0.0178 1.9% 0.9100
High 0.9456 0.9456 0.0000 0.0% 0.9456
Low 0.9278 0.9371 0.0093 1.0% 0.9055
Close 0.9441 0.9380 -0.0061 -0.6% 0.9441
Range 0.0178 0.0085 -0.0093 -52.2% 0.0401
ATR 0.0072 0.0073 0.0001 1.3% 0.0000
Volume 172 9 -163 -94.8% 539
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9657 0.9603 0.9426
R3 0.9572 0.9518 0.9403
R2 0.9487 0.9487 0.9395
R1 0.9433 0.9433 0.9387 0.9418
PP 0.9402 0.9402 0.9402 0.9394
S1 0.9348 0.9348 0.9372 0.9333
S2 0.9317 0.9317 0.9364
S3 0.9232 0.9263 0.9356
S4 0.9147 0.9178 0.9333
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 4.3% 0.0090 1.0% 81% True False 109
10 0.9456 0.9055 0.0401 4.3% 0.0051 0.5% 81% True False 56
20 0.9456 0.9055 0.0401 4.3% 0.0041 0.4% 81% True False 39
40 0.9549 0.9035 0.0514 5.5% 0.0040 0.4% 67% False False 20
60 0.9549 0.8878 0.0671 7.2% 0.0031 0.3% 75% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9817
2.618 0.9678
1.618 0.9593
1.000 0.9541
0.618 0.9508
HIGH 0.9456
0.618 0.9423
0.500 0.9413
0.382 0.9403
LOW 0.9371
0.618 0.9318
1.000 0.9286
1.618 0.9233
2.618 0.9148
4.250 0.9009
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 0.9413 0.9362
PP 0.9402 0.9345
S1 0.9391 0.9327

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

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