CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 0.9246 0.9205 -0.0042 -0.4% 0.9364
High 0.9255 0.9222 -0.0033 -0.4% 0.9364
Low 0.9205 0.9156 -0.0050 -0.5% 0.9175
Close 0.9212 0.9200 -0.0012 -0.1% 0.9242
Range 0.0050 0.0067 0.0017 33.0% 0.0189
ATR 0.0085 0.0084 -0.0001 -1.6% 0.0000
Volume 463 527 64 13.8% 1,729
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 0.9392 0.9363 0.9237
R3 0.9326 0.9296 0.9218
R2 0.9259 0.9259 0.9212
R1 0.9230 0.9230 0.9206 0.9211
PP 0.9193 0.9193 0.9193 0.9183
S1 0.9163 0.9163 0.9194 0.9145
S2 0.9126 0.9126 0.9188
S3 0.9060 0.9097 0.9182
S4 0.8993 0.9030 0.9163
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 0.9156 0.0110 1.2% 0.0070 0.8% 41% False True 369
10 0.9440 0.9156 0.0285 3.1% 0.0076 0.8% 16% False True 316
20 0.9509 0.8987 0.0523 5.7% 0.0092 1.0% 41% False False 273
40 0.9509 0.8840 0.0669 7.3% 0.0080 0.9% 54% False False 191
60 0.9509 0.8804 0.0705 7.7% 0.0074 0.8% 56% False False 134
80 0.9509 0.8300 0.1209 13.1% 0.0067 0.7% 74% False False 102
100 0.9509 0.8300 0.1209 13.1% 0.0059 0.6% 74% False False 82
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9505
2.618 0.9396
1.618 0.9330
1.000 0.9289
0.618 0.9263
HIGH 0.9222
0.618 0.9197
0.500 0.9189
0.382 0.9181
LOW 0.9156
0.618 0.9114
1.000 0.9089
1.618 0.9048
2.618 0.8981
4.250 0.8873
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 0.9196 0.9205
PP 0.9193 0.9204
S1 0.9189 0.9202

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

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