CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 0.9346 0.9415 0.0069 0.7% 0.9100
High 0.9385 0.9440 0.0055 0.6% 0.9456
Low 0.9345 0.9391 0.0046 0.5% 0.9055
Close 0.9385 0.9416 0.0031 0.3% 0.9441
Range 0.0040 0.0050 0.0010 23.8% 0.0401
ATR 0.0070 0.0069 -0.0001 -1.5% 0.0000
Volume 107 31 -76 -71.0% 539
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9564 0.9539 0.9443
R3 0.9514 0.9490 0.9429
R2 0.9465 0.9465 0.9425
R1 0.9440 0.9440 0.9420 0.9453
PP 0.9415 0.9415 0.9415 0.9422
S1 0.9391 0.9391 0.9411 0.9403
S2 0.9366 0.9366 0.9406
S3 0.9316 0.9341 0.9402
S4 0.9267 0.9292 0.9388
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 0.9199 0.0257 2.7% 0.0082 0.9% 84% False False 78
10 0.9456 0.9055 0.0401 4.3% 0.0055 0.6% 90% False False 69
20 0.9456 0.9055 0.0401 4.3% 0.0040 0.4% 90% False False 45
40 0.9549 0.9035 0.0514 5.5% 0.0041 0.4% 74% False False 24
60 0.9549 0.8912 0.0637 6.8% 0.0032 0.3% 79% False False 17
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9650
2.618 0.9570
1.618 0.9520
1.000 0.9490
0.618 0.9471
HIGH 0.9440
0.618 0.9421
0.500 0.9415
0.382 0.9409
LOW 0.9391
0.618 0.9360
1.000 0.9341
1.618 0.9310
2.618 0.9261
4.250 0.9180
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 0.9415 0.9410
PP 0.9415 0.9405
S1 0.9415 0.9400

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

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