CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 0.8614 0.8686 0.0073 0.8% 0.8312
High 0.8650 0.8737 0.0087 1.0% 0.8650
Low 0.8611 0.8686 0.0075 0.9% 0.8312
Close 0.8621 0.8737 0.0116 1.3% 0.8621
Range 0.0039 0.0051 0.0012 30.8% 0.0338
ATR 0.0059 0.0063 0.0004 6.9% 0.0000
Volume 26 10 -16 -61.5% 47
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.8873 0.8856 0.8765
R3 0.8822 0.8805 0.8751
R2 0.8771 0.8771 0.8746
R1 0.8754 0.8754 0.8742 0.8763
PP 0.8720 0.8720 0.8720 0.8724
S1 0.8703 0.8703 0.8732 0.8712
S2 0.8669 0.8669 0.8728
S3 0.8618 0.8652 0.8723
S4 0.8567 0.8601 0.8709
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.9542 0.9419 0.8807
R3 0.9204 0.9081 0.8714
R2 0.8866 0.8866 0.8683
R1 0.8743 0.8743 0.8652 0.8804
PP 0.8528 0.8528 0.8528 0.8558
S1 0.8405 0.8405 0.8590 0.8467
S2 0.8190 0.8190 0.8559
S3 0.7852 0.8067 0.8528
S4 0.7514 0.7729 0.8435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8737 0.8360 0.0377 4.3% 0.0075 0.9% 100% True False 11
10 0.8737 0.8300 0.0437 5.0% 0.0053 0.6% 100% True False 9
20 0.8737 0.8300 0.0437 5.0% 0.0041 0.5% 100% True False 6
40 0.8737 0.8208 0.0530 6.1% 0.0030 0.3% 100% True False 4
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8954
2.618 0.8871
1.618 0.8820
1.000 0.8788
0.618 0.8769
HIGH 0.8737
0.618 0.8718
0.500 0.8712
0.382 0.8705
LOW 0.8686
0.618 0.8654
1.000 0.8635
1.618 0.8603
2.618 0.8552
4.250 0.8469
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 0.8729 0.8703
PP 0.8720 0.8668
S1 0.8712 0.8634

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

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