CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 0.9392 0.9452 0.0060 0.6% 0.9415
High 0.9491 0.9500 0.0009 0.1% 0.9443
Low 0.9391 0.9429 0.0038 0.4% 0.9298
Close 0.9451 0.9470 0.0019 0.2% 0.9398
Range 0.0100 0.0071 -0.0029 -28.6% 0.0145
ATR 0.0091 0.0090 -0.0001 -1.6% 0.0000
Volume 156,086 140,014 -16,072 -10.3% 363,492
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9679 0.9646 0.9509
R3 0.9608 0.9575 0.9490
R2 0.9537 0.9537 0.9483
R1 0.9504 0.9504 0.9477 0.9520
PP 0.9466 0.9466 0.9466 0.9474
S1 0.9433 0.9433 0.9463 0.9449
S2 0.9395 0.9395 0.9457
S3 0.9324 0.9362 0.9450
S4 0.9253 0.9291 0.9431
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 0.9815 0.9751 0.9477
R3 0.9670 0.9606 0.9437
R2 0.9525 0.9525 0.9424
R1 0.9461 0.9461 0.9411 0.9420
PP 0.9380 0.9380 0.9380 0.9359
S1 0.9316 0.9316 0.9384 0.9275
S2 0.9235 0.9235 0.9371
S3 0.9090 0.9171 0.9358
S4 0.8945 0.9026 0.9318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9500 0.9343 0.0157 1.7% 0.0077 0.8% 81% True False 116,118
10 0.9500 0.9057 0.0443 4.7% 0.0101 1.1% 93% True False 68,656
20 0.9500 0.9008 0.0492 5.2% 0.0088 0.9% 94% True False 35,090
40 0.9509 0.8987 0.0523 5.5% 0.0089 0.9% 93% False False 17,670
60 0.9509 0.8840 0.0669 7.1% 0.0082 0.9% 94% False False 11,816
80 0.9509 0.8804 0.0705 7.4% 0.0077 0.8% 94% False False 8,866
100 0.9509 0.8300 0.1209 12.8% 0.0071 0.8% 97% False False 7,094
120 0.9509 0.8300 0.1209 12.8% 0.0063 0.7% 97% False False 5,912
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 False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9801
2.618 0.9685
1.618 0.9614
1.000 0.9571
0.618 0.9543
HIGH 0.9500
0.618 0.9472
0.500 0.9464
0.382 0.9456
LOW 0.9429
0.618 0.9385
1.000 0.9358
1.618 0.9314
2.618 0.9243
4.250 0.9127
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 0.9468 0.9456
PP 0.9466 0.9441
S1 0.9464 0.9427

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

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