CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 0.9247 0.9185 -0.0062 -0.7% 0.9433
High 0.9261 0.9260 -0.0002 0.0% 0.9509
Low 0.9183 0.9185 0.0002 0.0% 0.9341
Close 0.9186 0.9256 0.0070 0.8% 0.9372
Range 0.0079 0.0075 -0.0004 -4.5% 0.0168
ATR 0.0090 0.0089 -0.0001 -1.2% 0.0000
Volume 491 426 -65 -13.2% 854
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 0.9458 0.9432 0.9297
R3 0.9383 0.9357 0.9277
R2 0.9308 0.9308 0.9270
R1 0.9282 0.9282 0.9263 0.9295
PP 0.9233 0.9233 0.9233 0.9240
S1 0.9207 0.9207 0.9249 0.9220
S2 0.9158 0.9158 0.9242
S3 0.9083 0.9132 0.9235
S4 0.9008 0.9057 0.9215
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 0.9428 0.9183 0.0246 2.7% 0.0081 0.9% 30% False False 326
10 0.9509 0.8987 0.0523 5.6% 0.0108 1.2% 52% False False 326
20 0.9509 0.8987 0.0523 5.6% 0.0091 1.0% 52% False False 229
40 0.9509 0.8840 0.0669 7.2% 0.0083 0.9% 62% False False 160
60 0.9509 0.8796 0.0714 7.7% 0.0071 0.8% 65% False False 110
80 0.9509 0.8300 0.1209 13.1% 0.0065 0.7% 79% False False 84
100 0.9509 0.8208 0.1302 14.1% 0.0058 0.6% 81% False False 68
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9578
2.618 0.9456
1.618 0.9381
1.000 0.9335
0.618 0.9306
HIGH 0.9260
0.618 0.9231
0.500 0.9222
0.382 0.9213
LOW 0.9185
0.618 0.9138
1.000 0.9110
1.618 0.9063
2.618 0.8988
4.250 0.8866
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 0.9245 0.9273
PP 0.9233 0.9268
S1 0.9222 0.9262

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

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