CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 0.9750 0.9813 0.0064 0.7% 0.9612
High 0.9848 0.9862 0.0014 0.1% 0.9885
Low 0.9742 0.9734 -0.0008 -0.1% 0.9604
Close 0.9822 0.9737 -0.0085 -0.9% 0.9739
Range 0.0106 0.0128 0.0022 20.8% 0.0281
ATR 0.0110 0.0111 0.0001 1.2% 0.0000
Volume 150,199 165,517 15,318 10.2% 634,654
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0161 1.0077 0.9807
R3 1.0033 0.9949 0.9772
R2 0.9905 0.9905 0.9760
R1 0.9821 0.9821 0.9749 0.9799
PP 0.9777 0.9777 0.9777 0.9766
S1 0.9693 0.9693 0.9725 0.9671
S2 0.9649 0.9649 0.9714
S3 0.9521 0.9565 0.9702
S4 0.9393 0.9437 0.9667
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 0.9705 0.0180 1.8% 0.0109 1.1% 18% False False 145,409
10 0.9885 0.9590 0.0295 3.0% 0.0119 1.2% 50% False False 149,199
20 1.0058 0.9590 0.0469 4.8% 0.0103 1.1% 31% False False 124,745
40 1.0058 0.9323 0.0735 7.5% 0.0111 1.1% 56% False False 116,435
60 1.0131 0.9323 0.0808 8.3% 0.0127 1.3% 51% False False 121,238
80 1.0131 0.9008 0.1123 11.5% 0.0119 1.2% 65% False False 106,080
100 1.0131 0.8987 0.1145 11.8% 0.0114 1.2% 66% False False 84,940
120 1.0131 0.8840 0.1291 13.3% 0.0107 1.1% 69% False False 70,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0406
2.618 1.0197
1.618 1.0069
1.000 0.9990
0.618 0.9941
HIGH 0.9862
0.618 0.9813
0.500 0.9798
0.382 0.9782
LOW 0.9734
0.618 0.9654
1.000 0.9606
1.618 0.9526
2.618 0.9398
4.250 0.9190
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 0.9798 0.9783
PP 0.9777 0.9768
S1 0.9757 0.9752

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

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