CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 0.9272 0.9222 -0.0050 -0.5% 0.9310
High 0.9311 0.9223 -0.0088 -0.9% 0.9339
Low 0.9223 0.9183 -0.0040 -0.4% 0.9159
Close 0.9233 0.9206 -0.0028 -0.3% 0.9243
Range 0.0088 0.0040 -0.0048 -54.5% 0.0180
ATR 0.0078 0.0076 -0.0002 -2.5% 0.0000
Volume 134 64 -70 -52.2% 913
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9324 0.9305 0.9228
R3 0.9284 0.9265 0.9217
R2 0.9244 0.9244 0.9213
R1 0.9225 0.9225 0.9209 0.9214
PP 0.9204 0.9204 0.9204 0.9199
S1 0.9185 0.9185 0.9202 0.9174
S2 0.9164 0.9164 0.9198
S3 0.9124 0.9145 0.9195
S4 0.9084 0.9105 0.9184
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 0.9311 0.9159 0.0152 1.6% 0.0064 0.7% 31% False False 151
10 0.9339 0.9085 0.0254 2.8% 0.0081 0.9% 47% False False 152
20 0.9339 0.8840 0.0499 5.4% 0.0069 0.8% 73% False False 109
40 0.9339 0.8804 0.0535 5.8% 0.0065 0.7% 75% False False 64
60 0.9339 0.8300 0.1039 11.3% 0.0059 0.6% 87% False False 45
80 0.9339 0.8300 0.1039 11.3% 0.0051 0.6% 87% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0013
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9393
2.618 0.9328
1.618 0.9288
1.000 0.9263
0.618 0.9248
HIGH 0.9223
0.618 0.9208
0.500 0.9203
0.382 0.9198
LOW 0.9183
0.618 0.9158
1.000 0.9143
1.618 0.9118
2.618 0.9078
4.250 0.9013
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 0.9205 0.9235
PP 0.9204 0.9225
S1 0.9203 0.9215

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

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