CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 0.9109 0.9129 0.0021 0.2% 0.9246
High 0.9149 0.9129 -0.0020 -0.2% 0.9255
Low 0.9094 0.9079 -0.0016 -0.2% 0.9079
Close 0.9133 0.9106 -0.0028 -0.3% 0.9106
Range 0.0055 0.0051 -0.0005 -8.2% 0.0177
ATR 0.0085 0.0083 -0.0002 -2.5% 0.0000
Volume 766 917 151 19.7% 4,214
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.9256 0.9231 0.9133
R3 0.9205 0.9181 0.9119
R2 0.9155 0.9155 0.9115
R1 0.9130 0.9130 0.9110 0.9117
PP 0.9104 0.9104 0.9104 0.9098
S1 0.9080 0.9080 0.9101 0.9067
S2 0.9054 0.9054 0.9096
S3 0.9003 0.9029 0.9092
S4 0.8953 0.8979 0.9078
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 0.9676 0.9567 0.9203
R3 0.9499 0.9391 0.9154
R2 0.9323 0.9323 0.9138
R1 0.9214 0.9214 0.9122 0.9180
PP 0.9146 0.9146 0.9146 0.9129
S1 0.9038 0.9038 0.9089 0.9004
S2 0.8970 0.8970 0.9073
S3 0.8793 0.8861 0.9057
S4 0.8617 0.8685 0.9008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9255 0.9079 0.0177 1.9% 0.0070 0.8% 15% False True 842
10 0.9364 0.9079 0.0286 3.1% 0.0077 0.9% 9% False True 594
20 0.9509 0.8987 0.0523 5.7% 0.0087 1.0% 23% False False 408
40 0.9509 0.8840 0.0669 7.3% 0.0082 0.9% 40% False False 268
60 0.9509 0.8804 0.0705 7.7% 0.0077 0.9% 43% False False 187
80 0.9509 0.8300 0.1209 13.3% 0.0070 0.8% 67% False False 142
100 0.9509 0.8300 0.1209 13.3% 0.0062 0.7% 67% False False 114
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9344
2.618 0.9261
1.618 0.9211
1.000 0.9180
0.618 0.9160
HIGH 0.9129
0.618 0.9110
0.500 0.9104
0.382 0.9098
LOW 0.9079
0.618 0.9047
1.000 0.9028
1.618 0.8997
2.618 0.8946
4.250 0.8864
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 0.9105 0.9154
PP 0.9104 0.9138
S1 0.9104 0.9122

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

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