CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	0.9468	0.9617	0.0149	1.6%	0.9392
High	0.9690	0.9639	-0.0052	-0.5%	0.9690
Low	0.9464	0.9570	0.0106	1.1%	0.9391
Close	0.9620	0.9625	0.0006	0.1%	0.9625
Range	0.0226	0.0069	-0.0157	-69.5%	0.0299
ATR	0.0099	0.0097	-0.0002	-2.2%	0.0000
Volume	260,675	129,845	-130,830	-50.2%	809,255

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9818	0.9791	0.9663
R3	0.9749	0.9722	0.9644
R2	0.9680	0.9680	0.9638
R1	0.9653	0.9653	0.9631	0.9666
PP	0.9611	0.9611	0.9611	0.9618
S1	0.9584	0.9584	0.9619	0.9597
S2	0.9542	0.9542	0.9612
S3	0.9473	0.9515	0.9606
S4	0.9404	0.9446	0.9587

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0466	1.0344	0.9789
R3	1.0167	1.0045	0.9707
R2	0.9868	0.9868	0.9680
R1	0.9746	0.9746	0.9652	0.9807
PP	0.9569	0.9569	0.9569	0.9599
S1	0.9447	0.9447	0.9598	0.9508
S2	0.9270	0.9270	0.9570
S3	0.8971	0.9148	0.9543
S4	0.8672	0.8849	0.9461

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9690	0.9391	0.0299	3.1%	0.0111	1.1%	78%	False	False	161,851
10	0.9690	0.9298	0.0392	4.1%	0.0094	1.0%	83%	False	False	117,274
20	0.9690	0.9008	0.0682	7.1%	0.0094	1.0%	90%	False	False	60,606
40	0.9690	0.8987	0.0704	7.3%	0.0094	1.0%	91%	False	False	30,493
60	0.9690	0.8840	0.0850	8.8%	0.0086	0.9%	92%	False	False	20,367
80	0.9690	0.8804	0.0886	9.2%	0.0081	0.8%	93%	False	False	15,280
100	0.9690	0.8300	0.1390	14.4%	0.0075	0.8%	95%	False	False	12,226
120	0.9690	0.8300	0.1390	14.4%	0.0067	0.7%	95%	False	False	10,189

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.9932
2.618	0.9819
1.618	0.9750
1.000	0.9708
0.618	0.9681
HIGH	0.9639
0.618	0.9612
0.500	0.9604
0.382	0.9596
LOW	0.9570
0.618	0.9527
1.000	0.9501
1.618	0.9458
2.618	0.9389
4.250	0.9276

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	0.9618	0.9604
PP	0.9611	0.9582
S1	0.9604	0.9561

Download as Excel Spreadsheet

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

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