CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 0.9364 0.9247 -0.0118 -1.3% 0.9433
High 0.9364 0.9261 -0.0103 -1.1% 0.9509
Low 0.9251 0.9183 -0.0068 -0.7% 0.9341
Close 0.9256 0.9186 -0.0070 -0.8% 0.9372
Range 0.0114 0.0079 -0.0035 -30.8% 0.0168
ATR 0.0091 0.0090 -0.0001 -1.0% 0.0000
Volume 383 491 108 28.2% 854
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 0.9445 0.9394 0.9229
R3 0.9367 0.9316 0.9208
R2 0.9288 0.9288 0.9200
R1 0.9237 0.9237 0.9193 0.9224
PP 0.9210 0.9210 0.9210 0.9203
S1 0.9159 0.9159 0.9179 0.9145
S2 0.9131 0.9131 0.9172
S3 0.9053 0.9080 0.9164
S4 0.8974 0.9002 0.9143
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 0.9440 0.9183 0.0258 2.8% 0.0082 0.9% 1% False True 263
10 0.9509 0.8987 0.0523 5.7% 0.0104 1.1% 38% False False 293
20 0.9509 0.8987 0.0523 5.7% 0.0090 1.0% 38% False False 218
40 0.9509 0.8818 0.0691 7.5% 0.0084 0.9% 53% False False 151
60 0.9509 0.8796 0.0714 7.8% 0.0070 0.8% 55% False False 103
80 0.9509 0.8300 0.1209 13.2% 0.0066 0.7% 73% False False 79
100 0.9509 0.8208 0.1302 14.2% 0.0057 0.6% 75% False False 64
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9595
2.618 0.9467
1.618 0.9388
1.000 0.9340
0.618 0.9310
HIGH 0.9261
0.618 0.9231
0.500 0.9222
0.382 0.9212
LOW 0.9183
0.618 0.9134
1.000 0.9104
1.618 0.9055
2.618 0.8977
4.250 0.8849
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 0.9222 0.9305
PP 0.9210 0.9266
S1 0.9198 0.9226

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

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