CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 0.9391 0.9355 -0.0036 -0.4% 0.9433
High 0.9400 0.9428 0.0028 0.3% 0.9509
Low 0.9341 0.9350 0.0009 0.1% 0.9341
Close 0.9362 0.9372 0.0010 0.1% 0.9372
Range 0.0059 0.0078 0.0019 32.2% 0.0168
ATR 0.0090 0.0089 -0.0001 -1.0% 0.0000
Volume 103 227 124 120.4% 854
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.9617 0.9572 0.9414
R3 0.9539 0.9494 0.9393
R2 0.9461 0.9461 0.9386
R1 0.9416 0.9416 0.9379 0.9439
PP 0.9383 0.9383 0.9383 0.9394
S1 0.9338 0.9338 0.9364 0.9361
S2 0.9305 0.9305 0.9357
S3 0.9227 0.9260 0.9350
S4 0.9149 0.9182 0.9329
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 0.9911 0.9809 0.9464
R3 0.9743 0.9641 0.9418
R2 0.9575 0.9575 0.9402
R1 0.9473 0.9473 0.9387 0.9440
PP 0.9407 0.9407 0.9407 0.9391
S1 0.9305 0.9305 0.9356 0.9272
S2 0.9239 0.9239 0.9341
S3 0.9071 0.9137 0.9325
S4 0.8903 0.8969 0.9279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9509 0.9341 0.0168 1.8% 0.0068 0.7% 18% False False 170
10 0.9509 0.8987 0.0523 5.6% 0.0096 1.0% 74% False False 223
20 0.9509 0.8987 0.0523 5.6% 0.0088 0.9% 74% False False 192
40 0.9509 0.8804 0.0705 7.5% 0.0082 0.9% 80% False False 130
60 0.9509 0.8796 0.0714 7.6% 0.0069 0.7% 81% False False 89
80 0.9509 0.8300 0.1209 12.9% 0.0063 0.7% 89% False False 68
100 0.9509 0.8208 0.1302 13.9% 0.0055 0.6% 89% False False 55
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9760
2.618 0.9632
1.618 0.9554
1.000 0.9506
0.618 0.9476
HIGH 0.9428
0.618 0.9398
0.500 0.9389
0.382 0.9380
LOW 0.9350
0.618 0.9302
1.000 0.9272
1.618 0.9224
2.618 0.9146
4.250 0.9019
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 0.9389 0.9391
PP 0.9383 0.9384
S1 0.9377 0.9378

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

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