CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 0.9065 0.9085 0.0020 0.2% 0.8888
High 0.9139 0.9186 0.0047 0.5% 0.9007
Low 0.9062 0.9085 0.0023 0.3% 0.8840
Close 0.9096 0.9167 0.0071 0.8% 0.8999
Range 0.0077 0.0101 0.0024 31.2% 0.0167
ATR 0.0071 0.0073 0.0002 3.0% 0.0000
Volume 146 65 -81 -55.5% 343
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9449 0.9409 0.9222
R3 0.9348 0.9308 0.9194
R2 0.9247 0.9247 0.9185
R1 0.9207 0.9207 0.9176 0.9227
PP 0.9146 0.9146 0.9146 0.9156
S1 0.9106 0.9106 0.9157 0.9126
S2 0.9045 0.9045 0.9148
S3 0.8944 0.9005 0.9139
S4 0.8843 0.8904 0.9111
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 0.9186 0.8934 0.0252 2.7% 0.0063 0.7% 92% True False 77
10 0.9186 0.8840 0.0346 3.8% 0.0059 0.6% 94% True False 69
20 0.9186 0.8804 0.0382 4.2% 0.0072 0.8% 95% True False 52
40 0.9186 0.8759 0.0427 4.7% 0.0058 0.6% 95% True False 29
60 0.9186 0.8300 0.0886 9.7% 0.0052 0.6% 98% True False 21
80 0.9186 0.8208 0.0979 10.7% 0.0044 0.5% 98% True False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9615
2.618 0.9450
1.618 0.9349
1.000 0.9287
0.618 0.9248
HIGH 0.9186
0.618 0.9147
0.500 0.9136
0.382 0.9124
LOW 0.9085
0.618 0.9023
1.000 0.8984
1.618 0.8922
2.618 0.8821
4.250 0.8656
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 0.9156 0.9142
PP 0.9146 0.9117
S1 0.9136 0.9093

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

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