CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 22-Jul-2016

Day Change Summary
	Previous	Current
	21-Jul-2016	22-Jul-2016	Change	Change %	Previous Week
Open	0.9350	0.9436	0.0086	0.9%	0.9501
High	0.9507	0.9493	-0.0014	-0.1%	0.9522
Low	0.9323	0.9418	0.0095	1.0%	0.9323
Close	0.9465	0.9442	-0.0023	-0.2%	0.9442
Range	0.0184	0.0075	-0.0109	-59.1%	0.0199
ATR	0.0137	0.0133	-0.0004	-3.2%	0.0000
Volume	162,374	89,180	-73,194	-45.1%	535,423

Daily Pivots for day following 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9676	0.9634	0.9483
R3	0.9601	0.9559	0.9462
R2	0.9526	0.9526	0.9455
R1	0.9484	0.9484	0.9448	0.9505
PP	0.9451	0.9451	0.9451	0.9461
S1	0.9409	0.9409	0.9435	0.9430
S2	0.9376	0.9376	0.9428
S3	0.9301	0.9334	0.9421
S4	0.9226	0.9259	0.9400

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0026	0.9933	0.9551
R3	0.9827	0.9734	0.9496
R2	0.9628	0.9628	0.9478
R1	0.9535	0.9535	0.9460	0.9482
PP	0.9429	0.9429	0.9429	0.9402
S1	0.9336	0.9336	0.9423	0.9283
S2	0.9230	0.9230	0.9405
S3	0.9031	0.9137	0.9387
S4	0.8832	0.8938	0.9332

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9522	0.9323	0.0199	2.1%	0.0107	1.1%	60%	False	False	107,084
10	0.9971	0.9323	0.0648	6.9%	0.0142	1.5%	18%	False	False	131,710
20	1.0131	0.9323	0.0808	8.6%	0.0156	1.7%	15%	False	False	130,790
40	1.0131	0.9008	0.1123	11.9%	0.0131	1.4%	39%	False	False	106,714
60	1.0131	0.8987	0.1145	12.1%	0.0117	1.2%	40%	False	False	71,323
80	1.0131	0.8934	0.1197	12.7%	0.0107	1.1%	42%	False	False	53,525
100	1.0131	0.8804	0.1327	14.1%	0.0099	1.1%	48%	False	False	42,827
120	1.0131	0.8360	0.1771	18.8%	0.0091	1.0%	61%	False	False	35,690

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0029
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.9811
2.618	0.9689
1.618	0.9614
1.000	0.9568
0.618	0.9539
HIGH	0.9493
0.618	0.9464
0.500	0.9455
0.382	0.9446
LOW	0.9418
0.618	0.9371
1.000	0.9343
1.618	0.9296
2.618	0.9221
4.250	0.9099

Fisher Pivots for day following 22-Jul-2016
Pivot	1 day	3 day
R1	0.9455	0.9433
PP	0.9451	0.9424
S1	0.9446	0.9415

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