CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 0.9381 0.9391 0.0010 0.1% 0.9001
High 0.9440 0.9400 -0.0040 -0.4% 0.9446
Low 0.9361 0.9341 -0.0020 -0.2% 0.8987
Close 0.9391 0.9362 -0.0029 -0.3% 0.9408
Range 0.0079 0.0059 -0.0020 -25.3% 0.0460
ATR 0.0092 0.0090 -0.0002 -2.6% 0.0000
Volume 111 103 -8 -7.2% 1,378
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 0.9545 0.9512 0.9394
R3 0.9486 0.9453 0.9378
R2 0.9427 0.9427 0.9373
R1 0.9394 0.9394 0.9367 0.9381
PP 0.9368 0.9368 0.9368 0.9361
S1 0.9335 0.9335 0.9357 0.9322
S2 0.9309 0.9309 0.9351
S3 0.9250 0.9276 0.9346
S4 0.9191 0.9217 0.9330
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 0.9288 0.0221 2.4% 0.0084 0.9% 33% False False 256
10 0.9509 0.8987 0.0523 5.6% 0.0109 1.2% 72% False False 236
20 0.9509 0.8987 0.0523 5.6% 0.0088 0.9% 72% False False 185
40 0.9509 0.8804 0.0705 7.5% 0.0082 0.9% 79% False False 125
60 0.9509 0.8762 0.0747 8.0% 0.0070 0.8% 80% False False 85
80 0.9509 0.8300 0.1209 12.9% 0.0063 0.7% 88% False False 65
100 0.9509 0.8208 0.1302 13.9% 0.0054 0.6% 89% False False 53
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 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9651
2.618 0.9554
1.618 0.9495
1.000 0.9459
0.618 0.9436
HIGH 0.9400
0.618 0.9377
0.500 0.9371
0.382 0.9364
LOW 0.9341
0.618 0.9305
1.000 0.9282
1.618 0.9246
2.618 0.9187
4.250 0.9090
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 0.9371 0.9425
PP 0.9368 0.9404
S1 0.9365 0.9383

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

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