CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 0.9888 0.9889 0.0001 0.0% 0.9824
High 0.9926 1.0058 0.0132 1.3% 0.9932
Low 0.9869 0.9884 0.0016 0.2% 0.9757
Close 0.9888 0.9985 0.0097 1.0% 0.9889
Range 0.0058 0.0174 0.0117 202.6% 0.0175
ATR 0.0120 0.0124 0.0004 3.2% 0.0000
Volume 59,951 132,124 72,173 120.4% 392,280
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0498 1.0415 1.0080
R3 1.0324 1.0241 1.0032
R2 1.0150 1.0150 1.0016
R1 1.0067 1.0067 1.0000 1.0108
PP 0.9976 0.9976 0.9976 0.9996
S1 0.9893 0.9893 0.9969 0.9934
S2 0.9802 0.9802 0.9953
S3 0.9628 0.9719 0.9937
S4 0.9454 0.9545 0.9889
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0384 1.0312 0.9985
R3 1.0209 1.0137 0.9937
R2 1.0034 1.0034 0.9921
R1 0.9962 0.9962 0.9905 0.9998
PP 0.9859 0.9859 0.9859 0.9877
S1 0.9787 0.9787 0.9873 0.9823
S2 0.9684 0.9684 0.9857
S3 0.9509 0.9612 0.9841
S4 0.9334 0.9437 0.9793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0058 0.9790 0.0268 2.7% 0.0114 1.1% 73% True False 89,849
10 1.0058 0.9757 0.0302 3.0% 0.0099 1.0% 76% True False 86,497
20 1.0058 0.9323 0.0735 7.4% 0.0124 1.2% 90% True False 109,725
40 1.0131 0.9323 0.0808 8.1% 0.0141 1.4% 82% False False 119,954
60 1.0131 0.9008 0.1123 11.2% 0.0126 1.3% 87% False False 102,045
80 1.0131 0.8987 0.1145 11.5% 0.0116 1.2% 87% False False 76,636
100 1.0131 0.8840 0.1291 12.9% 0.0108 1.1% 89% False False 61,334
120 1.0131 0.8804 0.1327 13.3% 0.0102 1.0% 89% False False 51,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0798
2.618 1.0514
1.618 1.0340
1.000 1.0232
0.618 1.0166
HIGH 1.0058
0.618 0.9992
0.500 0.9971
0.382 0.9950
LOW 0.9884
0.618 0.9776
1.000 0.9710
1.618 0.9602
2.618 0.9428
4.250 0.9145
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 0.9980 0.9964
PP 0.9976 0.9944
S1 0.9971 0.9924

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

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