CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 0.9424 0.9402 -0.0022 -0.2% 0.9456
High 0.9468 0.9436 -0.0032 -0.3% 0.9468
Low 0.9398 0.9402 0.0005 0.0% 0.9345
Close 0.9423 0.9432 0.0010 0.1% 0.9432
Range 0.0071 0.0034 -0.0037 -51.8% 0.0123
ATR 0.0069 0.0067 -0.0003 -3.6% 0.0000
Volume 17 44 27 158.8% 208
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9525 0.9513 0.9451
R3 0.9491 0.9479 0.9441
R2 0.9457 0.9457 0.9438
R1 0.9445 0.9445 0.9435 0.9451
PP 0.9423 0.9423 0.9423 0.9427
S1 0.9411 0.9411 0.9429 0.9417
S2 0.9389 0.9389 0.9426
S3 0.9355 0.9377 0.9423
S4 0.9321 0.9343 0.9413
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9784 0.9731 0.9500
R3 0.9661 0.9608 0.9466
R2 0.9538 0.9538 0.9455
R1 0.9485 0.9485 0.9443 0.9450
PP 0.9415 0.9415 0.9415 0.9398
S1 0.9362 0.9362 0.9421 0.9327
S2 0.9292 0.9292 0.9409
S3 0.9169 0.9239 0.9398
S4 0.9046 0.9116 0.9364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9468 0.9345 0.0123 1.3% 0.0056 0.6% 71% False False 41
10 0.9468 0.9055 0.0413 4.4% 0.0065 0.7% 91% False False 75
20 0.9468 0.9055 0.0413 4.4% 0.0043 0.5% 91% False False 48
40 0.9549 0.9035 0.0514 5.4% 0.0044 0.5% 77% False False 25
60 0.9549 0.8912 0.0637 6.8% 0.0034 0.4% 82% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9581
2.618 0.9525
1.618 0.9491
1.000 0.9470
0.618 0.9457
HIGH 0.9436
0.618 0.9423
0.500 0.9419
0.382 0.9415
LOW 0.9402
0.618 0.9381
1.000 0.9368
1.618 0.9347
2.618 0.9313
4.250 0.9258
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 0.9428 0.9431
PP 0.9423 0.9430
S1 0.9419 0.9429

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

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