CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 0.9190 0.9001 -0.0190 -2.1% 0.9272
High 0.9190 0.9060 -0.0130 -1.4% 0.9311
Low 0.8987 0.9001 0.0014 0.2% 0.8987
Close 0.8996 0.9027 0.0031 0.3% 0.8996
Range 0.0204 0.0060 -0.0144 -70.8% 0.0324
ATR 0.0083 0.0082 -0.0001 -1.6% 0.0000
Volume 357 85 -272 -76.2% 708
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 0.9208 0.9177 0.9060
R3 0.9148 0.9117 0.9043
R2 0.9089 0.9089 0.9038
R1 0.9058 0.9058 0.9032 0.9073
PP 0.9029 0.9029 0.9029 0.9037
S1 0.8998 0.8998 0.9022 0.9014
S2 0.8970 0.8970 0.9016
S3 0.8910 0.8939 0.9011
S4 0.8851 0.8879 0.8994
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0070 0.9857 0.9174
R3 0.9746 0.9533 0.9085
R2 0.9422 0.9422 0.9055
R1 0.9209 0.9209 0.9026 0.9153
PP 0.9098 0.9098 0.9098 0.9070
S1 0.8885 0.8885 0.8966 0.8829
S2 0.8774 0.8774 0.8937
S3 0.8450 0.8561 0.8907
S4 0.8126 0.8237 0.8818
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9235 0.8987 0.0249 2.8% 0.0086 1.0% 16% False False 131
10 0.9316 0.8987 0.0329 3.6% 0.0079 0.9% 12% False False 152
20 0.9339 0.8840 0.0499 5.5% 0.0078 0.9% 37% False False 130
40 0.9339 0.8804 0.0535 5.9% 0.0074 0.8% 42% False False 79
60 0.9339 0.8300 0.1039 11.5% 0.0066 0.7% 70% False False 55
80 0.9339 0.8300 0.1039 11.5% 0.0056 0.6% 70% False False 42
100 0.9339 0.8182 0.1158 12.8% 0.0047 0.5% 73% False False 34
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9313
2.618 0.9216
1.618 0.9156
1.000 0.9120
0.618 0.9097
HIGH 0.9060
0.618 0.9037
0.500 0.9030
0.382 0.9023
LOW 0.9001
0.618 0.8964
1.000 0.8941
1.618 0.8904
2.618 0.8845
4.250 0.8748
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 0.9030 0.9088
PP 0.9029 0.9068
S1 0.9028 0.9047

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

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