CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 0.9179 0.9272 0.0093 1.0% 0.9310
High 0.9244 0.9311 0.0067 0.7% 0.9339
Low 0.9159 0.9223 0.0064 0.7% 0.9159
Close 0.9243 0.9233 -0.0010 -0.1% 0.9243
Range 0.0085 0.0088 0.0003 3.5% 0.0180
ATR 0.0077 0.0078 0.0001 1.0% 0.0000
Volume 137 134 -3 -2.2% 913
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9519 0.9464 0.9281
R3 0.9431 0.9376 0.9257
R2 0.9343 0.9343 0.9249
R1 0.9288 0.9288 0.9241 0.9272
PP 0.9255 0.9255 0.9255 0.9247
S1 0.9200 0.9200 0.9225 0.9184
S2 0.9167 0.9167 0.9217
S3 0.9079 0.9112 0.9209
S4 0.8991 0.9024 0.9185
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9789 0.9696 0.9342
R3 0.9608 0.9516 0.9293
R2 0.9428 0.9428 0.9276
R1 0.9335 0.9335 0.9260 0.9291
PP 0.9247 0.9247 0.9247 0.9225
S1 0.9155 0.9155 0.9226 0.9111
S2 0.9067 0.9067 0.9210
S3 0.8886 0.8974 0.9193
S4 0.8706 0.8794 0.9144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9316 0.9159 0.0157 1.7% 0.0071 0.8% 47% False False 173
10 0.9339 0.9062 0.0277 3.0% 0.0085 0.9% 62% False False 161
20 0.9339 0.8840 0.0499 5.4% 0.0069 0.7% 79% False False 108
40 0.9339 0.8804 0.0535 5.8% 0.0064 0.7% 80% False False 63
60 0.9339 0.8300 0.1039 11.3% 0.0060 0.6% 90% False False 44
80 0.9339 0.8300 0.1039 11.3% 0.0051 0.5% 90% False False 34
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 0.0013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9685
2.618 0.9541
1.618 0.9453
1.000 0.9399
0.618 0.9365
HIGH 0.9311
0.618 0.9277
0.500 0.9267
0.382 0.9256
LOW 0.9223
0.618 0.9168
1.000 0.9135
1.618 0.9080
2.618 0.8992
4.250 0.8849
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 0.9267 0.9235
PP 0.9255 0.9234
S1 0.9244 0.9234

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

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