CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 0.8950 0.8960 0.0010 0.1% 0.8888
High 0.8966 0.9007 0.0042 0.5% 0.9007
Low 0.8934 0.8944 0.0010 0.1% 0.8840
Close 0.8934 0.8999 0.0065 0.7% 0.8999
Range 0.0032 0.0064 0.0032 101.6% 0.0167
ATR 0.0070 0.0070 0.0000 0.3% 0.0000
Volume 49 98 49 100.0% 343
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9174 0.9150 0.9033
R3 0.9110 0.9086 0.9016
R2 0.9047 0.9047 0.9010
R1 0.9023 0.9023 0.9004 0.9035
PP 0.8983 0.8983 0.8983 0.8989
S1 0.8959 0.8959 0.8993 0.8971
S2 0.8920 0.8920 0.8987
S3 0.8856 0.8896 0.8981
S4 0.8793 0.8832 0.8964
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9450 0.9391 0.9090
R3 0.9283 0.9224 0.9044
R2 0.9116 0.9116 0.9029
R1 0.9057 0.9057 0.9014 0.9086
PP 0.8949 0.8949 0.8949 0.8963
S1 0.8890 0.8890 0.8983 0.8919
S2 0.8782 0.8782 0.8968
S3 0.8615 0.8723 0.8953
S4 0.8448 0.8556 0.8907
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9007 0.8840 0.0167 1.9% 0.0056 0.6% 95% True False 68
10 0.9066 0.8840 0.0226 2.5% 0.0055 0.6% 70% False False 55
20 0.9087 0.8804 0.0283 3.1% 0.0068 0.8% 69% False False 41
40 0.9087 0.8531 0.0556 6.2% 0.0057 0.6% 84% False False 24
60 0.9087 0.8300 0.0787 8.7% 0.0052 0.6% 89% False False 18
80 0.9087 0.8182 0.0906 10.1% 0.0042 0.5% 90% False False 13
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9277
2.618 0.9173
1.618 0.9110
1.000 0.9071
0.618 0.9046
HIGH 0.9007
0.618 0.8983
0.500 0.8975
0.382 0.8968
LOW 0.8944
0.618 0.8904
1.000 0.8880
1.618 0.8841
2.618 0.8777
4.250 0.8674
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 0.8991 0.8986
PP 0.8983 0.8974
S1 0.8975 0.8962

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

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