CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 13-May-2016
Day Change Summary
Previous Current
12-May-2016 13-May-2016 Change Change % Previous Week
Open 0.9260 0.9214 -0.0047 -0.5% 0.9364
High 0.9265 0.9245 -0.0020 -0.2% 0.9364
Low 0.9178 0.9175 -0.0003 0.0% 0.9175
Close 0.9199 0.9242 0.0043 0.5% 0.9242
Range 0.0087 0.0070 -0.0017 -19.5% 0.0189
ATR 0.0089 0.0088 -0.0001 -1.5% 0.0000
Volume 191 238 47 24.6% 1,729
Daily Pivots for day following 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.9431 0.9406 0.9280
R3 0.9361 0.9336 0.9261
R2 0.9291 0.9291 0.9254
R1 0.9266 0.9266 0.9248 0.9278
PP 0.9221 0.9221 0.9221 0.9227
S1 0.9196 0.9196 0.9235 0.9208
S2 0.9151 0.9151 0.9229
S3 0.9081 0.9126 0.9222
S4 0.9011 0.9056 0.9203
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 0.9827 0.9723 0.9345
R3 0.9638 0.9534 0.9293
R2 0.9449 0.9449 0.9276
R1 0.9345 0.9345 0.9259 0.9303
PP 0.9260 0.9260 0.9260 0.9239
S1 0.9156 0.9156 0.9224 0.9114
S2 0.9071 0.9071 0.9207
S3 0.8882 0.8967 0.9190
S4 0.8693 0.8778 0.9138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9364 0.9175 0.0189 2.0% 0.0085 0.9% 35% False True 345
10 0.9509 0.9175 0.0334 3.6% 0.0076 0.8% 20% False True 258
20 0.9509 0.8987 0.0523 5.7% 0.0092 1.0% 49% False False 233
40 0.9509 0.8840 0.0669 7.2% 0.0080 0.9% 60% False False 168
60 0.9509 0.8804 0.0705 7.6% 0.0072 0.8% 62% False False 117
80 0.9509 0.8300 0.1209 13.1% 0.0067 0.7% 78% False False 90
100 0.9509 0.8300 0.1209 13.1% 0.0058 0.6% 78% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9428
1.618 0.9358
1.000 0.9315
0.618 0.9288
HIGH 0.9245
0.618 0.9218
0.500 0.9210
0.382 0.9202
LOW 0.9175
0.618 0.9132
1.000 0.9105
1.618 0.9062
2.618 0.8992
4.250 0.8878
Fisher Pivots for day following 13-May-2016
Pivot 1 day 3 day
R1 0.9231 0.9234
PP 0.9221 0.9227
S1 0.9210 0.9220

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

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