CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 0.9275 0.9310 0.0036 0.4% 0.8999
High 0.9299 0.9339 0.0040 0.4% 0.9324
Low 0.9219 0.9269 0.0050 0.5% 0.8999
Close 0.9277 0.9314 0.0037 0.4% 0.9277
Range 0.0080 0.0071 -0.0009 -11.3% 0.0325
ATR 0.0080 0.0079 -0.0001 -0.8% 0.0000
Volume 88 181 93 105.7% 592
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9520 0.9488 0.9353
R3 0.9449 0.9417 0.9333
R2 0.9378 0.9378 0.9327
R1 0.9346 0.9346 0.9320 0.9362
PP 0.9307 0.9307 0.9307 0.9315
S1 0.9275 0.9275 0.9307 0.9291
S2 0.9236 0.9236 0.9300
S3 0.9165 0.9204 0.9294
S4 0.9094 0.9133 0.9274
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0175 1.0051 0.9456
R3 0.9850 0.9726 0.9366
R2 0.9525 0.9525 0.9337
R1 0.9401 0.9401 0.9307 0.9463
PP 0.9200 0.9200 0.9200 0.9231
S1 0.9076 0.9076 0.9247 0.9138
S2 0.8875 0.8875 0.9217
S3 0.8550 0.8751 0.9188
S4 0.8225 0.8426 0.9098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9339 0.9062 0.0277 3.0% 0.0099 1.1% 91% True False 148
10 0.9339 0.8840 0.0499 5.4% 0.0077 0.8% 95% True False 108
20 0.9339 0.8804 0.0535 5.7% 0.0076 0.8% 95% True False 76
40 0.9339 0.8796 0.0544 5.8% 0.0059 0.6% 95% True False 41
60 0.9339 0.8300 0.1039 11.2% 0.0056 0.6% 97% True False 30
80 0.9339 0.8208 0.1132 12.2% 0.0048 0.5% 98% True False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9641
2.618 0.9525
1.618 0.9454
1.000 0.9410
0.618 0.9383
HIGH 0.9339
0.618 0.9312
0.500 0.9304
0.382 0.9296
LOW 0.9269
0.618 0.9225
1.000 0.9198
1.618 0.9154
2.618 0.9083
4.250 0.8967
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 0.9310 0.9292
PP 0.9307 0.9270
S1 0.9304 0.9249

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

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