CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 0.9223 0.9154 -0.0070 -0.8% 0.9310
High 0.9235 0.9186 -0.0049 -0.5% 0.9339
Low 0.9150 0.9143 -0.0008 -0.1% 0.9159
Close 0.9151 0.9174 0.0023 0.3% 0.9243
Range 0.0085 0.0044 -0.0042 -48.8% 0.0180
ATR 0.0076 0.0074 -0.0002 -3.1% 0.0000
Volume 55 98 43 78.2% 913
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9298 0.9279 0.9197
R3 0.9254 0.9236 0.9185
R2 0.9211 0.9211 0.9181
R1 0.9192 0.9192 0.9177 0.9202
PP 0.9167 0.9167 0.9167 0.9172
S1 0.9149 0.9149 0.9170 0.9158
S2 0.9124 0.9124 0.9166
S3 0.9080 0.9105 0.9162
S4 0.9037 0.9062 0.9150
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 0.9143 0.0168 1.8% 0.0068 0.7% 18% False True 97
10 0.9339 0.9143 0.0197 2.1% 0.0067 0.7% 16% False True 135
20 0.9339 0.8840 0.0499 5.4% 0.0069 0.8% 67% False False 114
40 0.9339 0.8804 0.0535 5.8% 0.0068 0.7% 69% False False 68
60 0.9339 0.8300 0.1039 11.3% 0.0061 0.7% 84% False False 48
80 0.9339 0.8300 0.1039 11.3% 0.0053 0.6% 84% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9371
2.618 0.9300
1.618 0.9256
1.000 0.9230
0.618 0.9213
HIGH 0.9186
0.618 0.9169
0.500 0.9164
0.382 0.9159
LOW 0.9143
0.618 0.9116
1.000 0.9099
1.618 0.9072
2.618 0.9029
4.250 0.8958
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 0.9170 0.9189
PP 0.9167 0.9184
S1 0.9164 0.9179

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

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