CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 0.9568 0.9516 -0.0052 -0.5% 0.9501
High 0.9573 0.9589 0.0016 0.2% 0.9522
Low 0.9405 0.9496 0.0092 1.0% 0.9323
Close 0.9505 0.9503 -0.0002 0.0% 0.9442
Range 0.0169 0.0093 -0.0076 -44.8% 0.0199
ATR 0.0136 0.0133 -0.0003 -2.2% 0.0000
Volume 156,916 104,768 -52,148 -33.2% 535,423
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 0.9808 0.9748 0.9554
R3 0.9715 0.9655 0.9528
R2 0.9622 0.9622 0.9520
R1 0.9562 0.9562 0.9511 0.9546
PP 0.9529 0.9529 0.9529 0.9521
S1 0.9469 0.9469 0.9494 0.9453
S2 0.9436 0.9436 0.9485
S3 0.9343 0.9376 0.9477
S4 0.9250 0.9283 0.9451
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 0.9636 0.9388 0.0248 2.6% 0.0120 1.3% 46% False False 111,270
10 0.9636 0.9323 0.0313 3.3% 0.0121 1.3% 57% False False 115,743
20 1.0025 0.9323 0.0702 7.4% 0.0131 1.4% 26% False False 122,711
40 1.0131 0.9161 0.0970 10.2% 0.0135 1.4% 35% False False 118,093
60 1.0131 0.9008 0.1123 11.8% 0.0116 1.2% 44% False False 79,084
80 1.0131 0.8987 0.1145 12.0% 0.0111 1.2% 45% False False 59,361
100 1.0131 0.8804 0.1327 14.0% 0.0102 1.1% 53% False False 47,498
120 1.0131 0.8686 0.1445 15.2% 0.0093 1.0% 57% False False 39,583
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 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9984
2.618 0.9832
1.618 0.9739
1.000 0.9682
0.618 0.9646
HIGH 0.9589
0.618 0.9553
0.500 0.9543
0.382 0.9532
LOW 0.9496
0.618 0.9439
1.000 0.9403
1.618 0.9346
2.618 0.9253
4.250 0.9101
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 0.9543 0.9520
PP 0.9529 0.9514
S1 0.9516 0.9508

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

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