CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 0.9436 0.9438 0.0003 0.0% 0.9501
High 0.9493 0.9477 -0.0016 -0.2% 0.9522
Low 0.9418 0.9388 -0.0030 -0.3% 0.9323
Close 0.9442 0.9469 0.0027 0.3% 0.9442
Range 0.0075 0.0090 0.0015 19.3% 0.0199
ATR 0.0133 0.0130 -0.0003 -2.3% 0.0000
Volume 89,180 78,950 -10,230 -11.5% 535,423
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.9713 0.9680 0.9518
R3 0.9623 0.9591 0.9493
R2 0.9534 0.9534 0.9485
R1 0.9501 0.9501 0.9477 0.9518
PP 0.9444 0.9444 0.9444 0.9453
S1 0.9412 0.9412 0.9460 0.9428
S2 0.9355 0.9355 0.9452
S3 0.9265 0.9322 0.9444
S4 0.9176 0.9233 0.9419
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 0.9507 0.9323 0.0184 1.9% 0.0107 1.1% 79% False False 104,469
10 0.9784 0.9323 0.0461 4.9% 0.0128 1.4% 32% False False 127,003
20 1.0025 0.9323 0.0702 7.4% 0.0124 1.3% 21% False False 120,184
40 1.0131 0.9008 0.1123 11.9% 0.0131 1.4% 41% False False 108,667
60 1.0131 0.9008 0.1123 11.9% 0.0113 1.2% 41% False False 72,631
80 1.0131 0.8944 0.1188 12.5% 0.0107 1.1% 44% False False 54,511
100 1.0131 0.8804 0.1327 14.0% 0.0100 1.1% 50% False False 43,616
120 1.0131 0.8409 0.1723 18.2% 0.0091 1.0% 62% False False 36,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9857
2.618 0.9711
1.618 0.9622
1.000 0.9567
0.618 0.9532
HIGH 0.9477
0.618 0.9443
0.500 0.9432
0.382 0.9422
LOW 0.9388
0.618 0.9332
1.000 0.9298
1.618 0.9243
2.618 0.9153
4.250 0.9007
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 0.9456 0.9451
PP 0.9444 0.9433
S1 0.9432 0.9415

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

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