CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 0.9039 0.9038 -0.0002 0.0% 0.9272
High 0.9069 0.9040 -0.0030 -0.3% 0.9311
Low 0.9018 0.9000 -0.0018 -0.2% 0.8987
Close 0.9018 0.9025 0.0007 0.1% 0.8996
Range 0.0051 0.0040 -0.0012 -22.5% 0.0324
ATR 0.0080 0.0077 -0.0003 -3.6% 0.0000
Volume 85 98 13 15.3% 708
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9140 0.9122 0.9046
R3 0.9100 0.9082 0.9035
R2 0.9061 0.9061 0.9032
R1 0.9043 0.9043 0.9028 0.9032
PP 0.9021 0.9021 0.9021 0.9016
S1 0.9003 0.9003 0.9021 0.8993
S2 0.8982 0.8982 0.9017
S3 0.8942 0.8964 0.9014
S4 0.8903 0.8924 0.9003
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0070 0.9857 0.9174
R3 0.9746 0.9533 0.9085
R2 0.9422 0.9422 0.9055
R1 0.9209 0.9209 0.9026 0.9153
PP 0.9098 0.9098 0.9098 0.9070
S1 0.8885 0.8885 0.8966 0.8829
S2 0.8774 0.8774 0.8937
S3 0.8450 0.8561 0.8907
S4 0.8126 0.8237 0.8818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9190 0.8987 0.0204 2.3% 0.0079 0.9% 19% False False 144
10 0.9311 0.8987 0.0324 3.6% 0.0074 0.8% 12% False False 133
20 0.9339 0.8934 0.0405 4.5% 0.0075 0.8% 22% False False 131
40 0.9339 0.8804 0.0535 5.9% 0.0073 0.8% 41% False False 83
60 0.9339 0.8360 0.0979 10.9% 0.0065 0.7% 68% False False 58
80 0.9339 0.8300 0.1039 11.5% 0.0057 0.6% 70% False False 44
100 0.9339 0.8182 0.1158 12.8% 0.0048 0.5% 73% False False 36
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9207
2.618 0.9143
1.618 0.9103
1.000 0.9079
0.618 0.9064
HIGH 0.9040
0.618 0.9024
0.500 0.9020
0.382 0.9015
LOW 0.9000
0.618 0.8976
1.000 0.8961
1.618 0.8936
2.618 0.8897
4.250 0.8832
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 0.9023 0.9035
PP 0.9021 0.9031
S1 0.9020 0.9028

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

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