CME Japanese Yen Future December 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 0.9502 0.9646 0.0144 1.5% 0.9458
High 0.9713 0.9669 -0.0044 -0.5% 0.9713
Low 0.9502 0.9614 0.0112 1.2% 0.9458
Close 0.9655 0.9660 0.0005 0.1% 0.9660
Range 0.0211 0.0055 -0.0156 -74.1% 0.0255
ATR 0.0078 0.0076 -0.0002 -2.1% 0.0000
Volume 207 31 -176 -85.0% 613
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9811 0.9790 0.9689
R3 0.9756 0.9735 0.9674
R2 0.9702 0.9702 0.9669
R1 0.9681 0.9681 0.9664 0.9691
PP 0.9647 0.9647 0.9647 0.9653
S1 0.9626 0.9626 0.9655 0.9637
S2 0.9593 0.9593 0.9650
S3 0.9538 0.9572 0.9645
S4 0.9484 0.9517 0.9630
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 1.0375 1.0272 0.9800
R3 1.0120 1.0017 0.9730
R2 0.9865 0.9865 0.9706
R1 0.9762 0.9762 0.9683 0.9814
PP 0.9610 0.9610 0.9610 0.9636
S1 0.9507 0.9507 0.9636 0.9559
S2 0.9355 0.9355 0.9613
S3 0.9100 0.9252 0.9589
S4 0.8845 0.8997 0.9519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9713 0.9458 0.0255 2.6% 0.0090 0.9% 79% False False 122
10 0.9713 0.9345 0.0368 3.8% 0.0073 0.8% 86% False False 82
20 0.9713 0.9055 0.0658 6.8% 0.0058 0.6% 92% False False 69
40 0.9713 0.9035 0.0678 7.0% 0.0053 0.5% 92% False False 40
60 0.9713 0.8912 0.0801 8.3% 0.0040 0.4% 93% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9900
2.618 0.9811
1.618 0.9757
1.000 0.9723
0.618 0.9702
HIGH 0.9669
0.618 0.9648
0.500 0.9641
0.382 0.9635
LOW 0.9614
0.618 0.9580
1.000 0.9560
1.618 0.9526
2.618 0.9471
4.250 0.9382
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 0.9653 0.9637
PP 0.9647 0.9615
S1 0.9641 0.9593

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

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