CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 19-May-2016
Day Change Summary
Previous Current
18-May-2016 19-May-2016 Change Change % Previous Week
Open 0.9199 0.9109 -0.0091 -1.0% 0.9364
High 0.9230 0.9149 -0.0081 -0.9% 0.9364
Low 0.9102 0.9094 -0.0008 -0.1% 0.9175
Close 0.9128 0.9133 0.0006 0.1% 0.9242
Range 0.0128 0.0055 -0.0073 -57.0% 0.0189
ATR 0.0087 0.0085 -0.0002 -2.6% 0.0000
Volume 1,541 766 -775 -50.3% 1,729
Daily Pivots for day following 19-May-2016
Classic Woodie Camarilla DeMark
R4 0.9290 0.9267 0.9163
R3 0.9235 0.9212 0.9148
R2 0.9180 0.9180 0.9143
R1 0.9157 0.9157 0.9138 0.9169
PP 0.9125 0.9125 0.9125 0.9131
S1 0.9102 0.9102 0.9128 0.9114
S2 0.9070 0.9070 0.9123
S3 0.9015 0.9047 0.9118
S4 0.8960 0.8992 0.9103
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 0.9255 0.9094 0.0161 1.8% 0.0074 0.8% 24% False True 707
10 0.9428 0.9094 0.0334 3.7% 0.0080 0.9% 12% False True 525
20 0.9509 0.8987 0.0523 5.7% 0.0094 1.0% 28% False False 380
40 0.9509 0.8840 0.0669 7.3% 0.0082 0.9% 44% False False 247
60 0.9509 0.8804 0.0705 7.7% 0.0077 0.8% 47% False False 172
80 0.9509 0.8300 0.1209 13.2% 0.0070 0.8% 69% False False 131
100 0.9509 0.8300 0.1209 13.2% 0.0061 0.7% 69% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9383
2.618 0.9293
1.618 0.9238
1.000 0.9204
0.618 0.9183
HIGH 0.9149
0.618 0.9128
0.500 0.9122
0.382 0.9115
LOW 0.9094
0.618 0.9060
1.000 0.9039
1.618 0.9005
2.618 0.8950
4.250 0.8860
Fisher Pivots for day following 19-May-2016
Pivot 1 day 3 day
R1 0.9129 0.9162
PP 0.9125 0.9152
S1 0.9122 0.9143

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

View Archives - Comment on this page... - Back to Index of Symbols