CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 0.9185 0.9260 0.0076 0.8% 0.9433
High 0.9260 0.9265 0.0006 0.1% 0.9509
Low 0.9185 0.9178 -0.0007 -0.1% 0.9341
Close 0.9256 0.9199 -0.0057 -0.6% 0.9372
Range 0.0075 0.0087 0.0012 16.0% 0.0168
ATR 0.0089 0.0089 0.0000 -0.2% 0.0000
Volume 426 191 -235 -55.2% 854
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 0.9475 0.9424 0.9247
R3 0.9388 0.9337 0.9223
R2 0.9301 0.9301 0.9215
R1 0.9250 0.9250 0.9207 0.9232
PP 0.9214 0.9214 0.9214 0.9205
S1 0.9163 0.9163 0.9191 0.9145
S2 0.9127 0.9127 0.9183
S3 0.9040 0.9076 0.9175
S4 0.8953 0.8989 0.9151
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 0.9178 0.0250 2.7% 0.0086 0.9% 8% False True 343
10 0.9509 0.9178 0.0331 3.6% 0.0085 0.9% 6% False True 300
20 0.9509 0.8987 0.0523 5.7% 0.0093 1.0% 41% False False 228
40 0.9509 0.8840 0.0669 7.3% 0.0082 0.9% 54% False False 164
60 0.9509 0.8804 0.0705 7.7% 0.0071 0.8% 56% False False 113
80 0.9509 0.8300 0.1209 13.1% 0.0066 0.7% 74% False False 87
100 0.9509 0.8241 0.1268 13.8% 0.0058 0.6% 76% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9635
2.618 0.9493
1.618 0.9406
1.000 0.9352
0.618 0.9319
HIGH 0.9265
0.618 0.9232
0.500 0.9221
0.382 0.9211
LOW 0.9178
0.618 0.9124
1.000 0.9091
1.618 0.9037
2.618 0.8950
4.250 0.8808
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 0.9221 0.9221
PP 0.9214 0.9214
S1 0.9206 0.9206

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

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