CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 0.9433 0.9453 0.0020 0.2% 0.9001
High 0.9454 0.9509 0.0055 0.6% 0.9446
Low 0.9406 0.9433 0.0027 0.3% 0.8987
Close 0.9432 0.9436 0.0004 0.0% 0.9408
Range 0.0048 0.0076 0.0028 58.3% 0.0460
ATR 0.0095 0.0093 -0.0001 -1.3% 0.0000
Volume 240 173 -67 -27.9% 1,378
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 0.9687 0.9637 0.9477
R3 0.9611 0.9561 0.9456
R2 0.9535 0.9535 0.9449
R1 0.9485 0.9485 0.9442 0.9472
PP 0.9459 0.9459 0.9459 0.9453
S1 0.9409 0.9409 0.9429 0.9396
S2 0.9383 0.9383 0.9422
S3 0.9307 0.9333 0.9415
S4 0.9231 0.9257 0.9394
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 1.0659 1.0493 0.9661
R3 1.0199 1.0033 0.9534
R2 0.9740 0.9740 0.9492
R1 0.9574 0.9574 0.9450 0.9657
PP 0.9280 0.9280 0.9280 0.9322
S1 0.9114 0.9114 0.9366 0.9197
S2 0.8821 0.8821 0.9324
S3 0.8361 0.8655 0.9282
S4 0.7902 0.8195 0.9155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9509 0.8987 0.0523 5.5% 0.0127 1.3% 86% True False 324
10 0.9509 0.8987 0.0523 5.5% 0.0108 1.1% 86% True False 230
20 0.9509 0.8987 0.0523 5.5% 0.0095 1.0% 86% True False 191
40 0.9509 0.8804 0.0705 7.5% 0.0082 0.9% 90% True False 120
60 0.9509 0.8686 0.0823 8.7% 0.0069 0.7% 91% True False 82
80 0.9509 0.8300 0.1209 12.8% 0.0062 0.7% 94% True False 63
100 0.9509 0.8208 0.1302 13.8% 0.0054 0.6% 94% True False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9832
2.618 0.9708
1.618 0.9632
1.000 0.9585
0.618 0.9556
HIGH 0.9509
0.618 0.9480
0.500 0.9471
0.382 0.9462
LOW 0.9433
0.618 0.9386
1.000 0.9357
1.618 0.9310
2.618 0.9234
4.250 0.9110
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 0.9471 0.9423
PP 0.9459 0.9411
S1 0.9447 0.9399

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

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