CME Japanese Yen Future September 2016

Trading Metrics calculated at close of trading on 09-Sep-2016

Day Change Summary
	Previous	Current
	08-Sep-2016	09-Sep-2016	Change	Change %	Previous Week
Open	0.9834	0.9766	-0.0068	-0.7%	0.9612
High	0.9863	0.9809	-0.0054	-0.5%	0.9885
Low	0.9748	0.9705	-0.0044	-0.4%	0.9604
Close	0.9760	0.9739	-0.0021	-0.2%	0.9739
Range	0.0115	0.0105	-0.0010	-8.7%	0.0281
ATR	0.0110	0.0110	0.0000	-0.4%	0.0000
Volume	139,384	143,815	4,431	3.2%	634,654

Daily Pivots for day following 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0064	1.0006	0.9796
R3	0.9960	0.9902	0.9768
R2	0.9855	0.9855	0.9758
R1	0.9797	0.9797	0.9749	0.9774
PP	0.9751	0.9751	0.9751	0.9739
S1	0.9693	0.9693	0.9729	0.9670
S2	0.9646	0.9646	0.9720
S3	0.9542	0.9588	0.9710
S4	0.9437	0.9484	0.9682

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.0584	1.0442	0.9893
R3	1.0304	1.0162	0.9816
R2	1.0023	1.0023	0.9790
R1	0.9881	0.9881	0.9765	0.9952
PP	0.9743	0.9743	0.9743	0.9778
S1	0.9601	0.9601	0.9713	0.9672
S2	0.9462	0.9462	0.9688
S3	0.9182	0.9320	0.9662
S4	0.8901	0.9040	0.9585

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9885	0.9590	0.0295	3.0%	0.0134	1.4%	51%	False	False	161,853
10	1.0001	0.9590	0.0412	4.2%	0.0119	1.2%	36%	False	False	144,142
20	1.0058	0.9590	0.0469	4.8%	0.0101	1.0%	32%	False	False	117,494
40	1.0058	0.9323	0.0735	7.5%	0.0112	1.1%	57%	False	False	114,714
60	1.0131	0.9323	0.0808	8.3%	0.0128	1.3%	51%	False	False	122,485
80	1.0131	0.9008	0.1123	11.5%	0.0118	1.2%	65%	False	False	102,162
100	1.0131	0.8987	0.1145	11.8%	0.0113	1.2%	66%	False	False	81,784
120	1.0131	0.8840	0.1291	13.3%	0.0106	1.1%	70%	False	False	68,172

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0253
2.618	1.0083
1.618	0.9978
1.000	0.9914
0.618	0.9874
HIGH	0.9809
0.618	0.9769
0.500	0.9757
0.382	0.9744
LOW	0.9705
0.618	0.9640
1.000	0.9600
1.618	0.9535
2.618	0.9431
4.250	0.9260

Fisher Pivots for day following 09-Sep-2016
Pivot	1 day	3 day
R1	0.9757	0.9795
PP	0.9751	0.9776
S1	0.9745	0.9758

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