CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 0.9214 0.9246 0.0033 0.4% 0.9364
High 0.9245 0.9255 0.0010 0.1% 0.9364
Low 0.9175 0.9205 0.0030 0.3% 0.9175
Close 0.9242 0.9212 -0.0030 -0.3% 0.9242
Range 0.0070 0.0050 -0.0020 -28.6% 0.0189
ATR 0.0088 0.0085 -0.0003 -3.1% 0.0000
Volume 238 463 225 94.5% 1,729
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 0.9374 0.9343 0.9239
R3 0.9324 0.9293 0.9225
R2 0.9274 0.9274 0.9221
R1 0.9243 0.9243 0.9216 0.9233
PP 0.9224 0.9224 0.9224 0.9219
S1 0.9193 0.9193 0.9207 0.9183
S2 0.9174 0.9174 0.9202
S3 0.9124 0.9143 0.9198
S4 0.9074 0.9093 0.9184
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 0.9265 0.9175 0.0090 1.0% 0.0072 0.8% 41% False False 361
10 0.9509 0.9175 0.0334 3.6% 0.0077 0.8% 11% False False 280
20 0.9509 0.8987 0.0523 5.7% 0.0090 1.0% 43% False False 249
40 0.9509 0.8840 0.0669 7.3% 0.0080 0.9% 56% False False 179
60 0.9509 0.8804 0.0705 7.7% 0.0073 0.8% 58% False False 125
80 0.9509 0.8300 0.1209 13.1% 0.0067 0.7% 75% False False 95
100 0.9509 0.8300 0.1209 13.1% 0.0059 0.6% 75% False False 77
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9468
2.618 0.9386
1.618 0.9336
1.000 0.9305
0.618 0.9286
HIGH 0.9255
0.618 0.9236
0.500 0.9230
0.382 0.9224
LOW 0.9205
0.618 0.9174
1.000 0.9155
1.618 0.9124
2.618 0.9074
4.250 0.8993
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 0.9230 0.9220
PP 0.9224 0.9217
S1 0.9218 0.9214

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

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