CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 06-Jan-2016
Day Change Summary
Previous Current
05-Jan-2016 06-Jan-2016 Change Change % Previous Week
Open 0.8460 0.8500 0.0041 0.5% 0.8378
High 0.8472 0.8515 0.0044 0.5% 0.8390
Low 0.8460 0.8500 0.0041 0.5% 0.8365
Close 0.8472 0.8515 0.0044 0.5% 0.8390
Range 0.0012 0.0015 0.0003 25.0% 0.0025
ATR 0.0034 0.0035 0.0001 2.0% 0.0000
Volume 8 1 -7 -87.5% 6
Daily Pivots for day following 06-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8555 0.8550 0.8523
R3 0.8540 0.8535 0.8519
R2 0.8525 0.8525 0.8518
R1 0.8520 0.8520 0.8516 0.8523
PP 0.8510 0.8510 0.8510 0.8511
S1 0.8505 0.8505 0.8514 0.8508
S2 0.8495 0.8495 0.8512
S3 0.8480 0.8490 0.8511
S4 0.8465 0.8475 0.8507
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 0.8457 0.8448 0.8404
R3 0.8432 0.8423 0.8397
R2 0.8407 0.8407 0.8395
R1 0.8398 0.8398 0.8392 0.8403
PP 0.8382 0.8382 0.8382 0.8384
S1 0.8373 0.8373 0.8388 0.8378
S2 0.8357 0.8357 0.8385
S3 0.8332 0.8348 0.8383
S4 0.8307 0.8323 0.8376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8515 0.8365 0.0150 1.8% 0.0013 0.2% 100% True False 3
10 0.8515 0.8330 0.0185 2.2% 0.0007 0.1% 100% True False 1
20 0.8515 0.8201 0.0314 3.7% 0.0013 0.1% 100% True False 1
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8579
2.618 0.8554
1.618 0.8539
1.000 0.8530
0.618 0.8524
HIGH 0.8515
0.618 0.8509
0.500 0.8508
0.382 0.8506
LOW 0.8500
0.618 0.8491
1.000 0.8485
1.618 0.8476
2.618 0.8461
4.250 0.8436
Fisher Pivots for day following 06-Jan-2016
Pivot 1 day 3 day
R1 0.8513 0.8504
PP 0.8510 0.8493
S1 0.8508 0.8483

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

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