CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 0.8995 0.9019 0.0024 0.3% 0.8836
High 0.9005 0.9022 0.0016 0.2% 0.8952
Low 0.8990 0.9019 0.0029 0.3% 0.8796
Close 0.8990 0.9022 0.0032 0.4% 0.8952
Range 0.0015 0.0003 -0.0013 -83.9% 0.0156
ATR 0.0067 0.0065 -0.0003 -3.8% 0.0000
Volume 24 1 -23 -95.8% 13
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9028 0.9027 0.9023
R3 0.9026 0.9025 0.9022
R2 0.9023 0.9023 0.9022
R1 0.9022 0.9022 0.9022 0.9023
PP 0.9021 0.9021 0.9021 0.9021
S1 0.9020 0.9020 0.9021 0.9020
S2 0.9018 0.9018 0.9021
S3 0.9016 0.9017 0.9021
S4 0.9013 0.9015 0.9020
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9368 0.9316 0.9037
R3 0.9212 0.9160 0.8994
R2 0.9056 0.9056 0.8980
R1 0.9004 0.9004 0.8966 0.9030
PP 0.8900 0.8900 0.8900 0.8913
S1 0.8848 0.8848 0.8937 0.8874
S2 0.8744 0.8744 0.8923
S3 0.8588 0.8692 0.8909
S4 0.8432 0.8536 0.8866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9022 0.8870 0.0152 1.7% 0.0010 0.1% 100% True False 6
10 0.9040 0.8762 0.0278 3.1% 0.0042 0.5% 94% False False 7
20 0.9040 0.8300 0.0740 8.2% 0.0049 0.5% 98% False False 8
40 0.9040 0.8300 0.0740 8.2% 0.0038 0.4% 98% False False 5
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9032
2.618 0.9028
1.618 0.9026
1.000 0.9024
0.618 0.9023
HIGH 0.9022
0.618 0.9021
0.500 0.9020
0.382 0.9020
LOW 0.9019
0.618 0.9017
1.000 0.9017
1.618 0.9015
2.618 0.9012
4.250 0.9008
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 0.9021 0.9006
PP 0.9021 0.8990
S1 0.9020 0.8975

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

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