CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 0.9984 0.9986 0.0002 0.0% 0.9824
High 1.0008 1.0046 0.0039 0.4% 0.9932
Low 0.9896 0.9956 0.0061 0.6% 0.9757
Close 0.9992 1.0018 0.0026 0.3% 0.9889
Range 0.0112 0.0090 -0.0022 -19.6% 0.0175
ATR 0.0123 0.0121 -0.0002 -1.9% 0.0000
Volume 116,031 120,571 4,540 3.9% 392,280
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 1.0277 1.0237 1.0067
R3 1.0187 1.0147 1.0042
R2 1.0097 1.0097 1.0034
R1 1.0057 1.0057 1.0026 1.0077
PP 1.0007 1.0007 1.0007 1.0016
S1 0.9967 0.9967 1.0009 0.9987
S2 0.9917 0.9917 1.0001
S3 0.9827 0.9877 0.9993
S4 0.9737 0.9787 0.9968
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% 0.0115 1.1% 85% False False 107,883
10 1.0058 0.9757 0.0302 3.0% 0.0103 1.0% 87% False False 93,351
20 1.0058 0.9388 0.0671 6.7% 0.0120 1.2% 94% False False 108,851
40 1.0131 0.9323 0.0808 8.1% 0.0141 1.4% 86% False False 120,928
60 1.0131 0.9008 0.1123 11.2% 0.0127 1.3% 90% False False 105,950
80 1.0131 0.8987 0.1145 11.4% 0.0117 1.2% 90% False False 79,591
100 1.0131 0.8918 0.1214 12.1% 0.0109 1.1% 91% False False 63,699
120 1.0131 0.8804 0.1327 13.2% 0.0103 1.0% 91% False False 53,088
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0429
2.618 1.0282
1.618 1.0192
1.000 1.0136
0.618 1.0102
HIGH 1.0046
0.618 1.0012
0.500 1.0001
0.382 0.9990
LOW 0.9956
0.618 0.9900
1.000 0.9866
1.618 0.9810
2.618 0.9720
4.250 0.9574
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 1.0012 1.0002
PP 1.0007 0.9987
S1 1.0001 0.9971

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

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