CME Japanese Yen Future September 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 0.9751 0.9770 0.0019 0.2% 0.9612
High 0.9782 0.9820 0.0039 0.4% 0.9885
Low 0.9676 0.9732 0.0056 0.6% 0.9604
Close 0.9767 0.9788 0.0022 0.2% 0.9739
Range 0.0106 0.0089 -0.0017 -16.1% 0.0281
ATR 0.0111 0.0109 -0.0002 -1.4% 0.0000
Volume 177,967 143,047 -34,920 -19.6% 634,654
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0045 1.0005 0.9837
R3 0.9957 0.9917 0.9812
R2 0.9868 0.9868 0.9804
R1 0.9828 0.9828 0.9796 0.9848
PP 0.9780 0.9780 0.9780 0.9790
S1 0.9740 0.9740 0.9780 0.9760
S2 0.9691 0.9691 0.9772
S3 0.9603 0.9651 0.9764
S4 0.9514 0.9563 0.9739
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 0.9862 0.9676 0.0186 1.9% 0.0107 1.1% 60% False False 156,109
10 0.9885 0.9590 0.0295 3.0% 0.0119 1.2% 67% False False 157,520
20 1.0046 0.9590 0.0457 4.7% 0.0099 1.0% 43% False False 128,388
40 1.0058 0.9323 0.0735 7.5% 0.0112 1.1% 63% False False 119,664
60 1.0131 0.9323 0.0808 8.3% 0.0126 1.3% 58% False False 122,669
80 1.0131 0.9008 0.1123 11.5% 0.0119 1.2% 69% False False 110,064
100 1.0131 0.8987 0.1145 11.7% 0.0113 1.2% 70% False False 88,146
120 1.0131 0.8840 0.1291 13.2% 0.0107 1.1% 73% False False 73,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0029
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0196
2.618 1.0052
1.618 0.9963
1.000 0.9909
0.618 0.9875
HIGH 0.9820
0.618 0.9786
0.500 0.9776
0.382 0.9765
LOW 0.9732
0.618 0.9677
1.000 0.9643
1.618 0.9588
2.618 0.9500
4.250 0.9355
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 0.9784 0.9782
PP 0.9780 0.9775
S1 0.9776 0.9769

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

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